Banks relieved as revised trading book proposals drop plans for capital to be based on regulator-set correlations
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Others...
Basel III capital requirements in Korea expected to dampen down M&A and ramp up issuance of subordinated debt
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel committee articles
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules
New capital instruments with contingent triggers will be allowed to make up a slice of Tier I capital under incoming prudential rules, but despite the success of early issues, traditional bond investors remain wary. Is there enough demand to meet an estimated...
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Basel III is forcing banks around the world to reduce their risk-weighted asset numbers. Some have set up specific teams to do so, but how will these traders fit into a remuneration system that focuses on revenue generation? By Michael Watt
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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