Basel III and a rise in bad loans drive banks to reassess credit risk management
Isda AGM: SEC commissioner rejects idea of expanded role for FSB
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Basel committee articles
Charge was felt to be "too difficult to capture" without complex rules
While standardised rules are being revised, banks say they can't make a call on floors
New fee structure amounts to a fourfold increase in some cases
Clearing test has to be met for CVA safe harbour to apply, lawyers say
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
FAQ document to tackle treatment of segregated initial margin
Regulators are hoping higher capital levels will translate into healthier markets
Hedging threatened by treatment of liquidity and diversification, critics claim
Regulators argue a backstop is needed to avoid too-low modelled numbers
Regulators plan to floor modelled capital at a percentage of standardised approaches
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.