The recent easing of the Basel III liquidity coverage ratio is welcome, but highlights the difficult – perhaps impossible – regulatory challenge of striking the right balance in a world of too-big-to-fail...
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
A misguided plan to reduce Basel 2.5 RWAs and a series of management failures combined to leave JP Morgan’s chief investment office with a $6 billion loss, the bank finds
More Basel committee articles
Hong Kong regulator to consult banks on new LCR this quarter and assess level playing field implications before deciding on whether to adopt a phased approach
It's not hard to understand the scepticism about risk-weighted asset (RWA) numbers. They can be very different at banks that appear fairly similar and even zip around at the same institution from one period to the next – analysts at Barclays revealed...
Regulators have spent much of the past year trying to work out why risk-weighted asset numbers are so varied. With the results due soon, bank participants say the study should paint a kinder picture than other recent analyses, but they fear the policy...
Liquidity rules 'ruined' as regulators perform U-turn on equities, and also allow banks to include mortgage securities
Despite a series of financial crises over the past 15 years, strong liquidity and high capital buffers mean the South Korea banking sector is well placed to meet the demands of Basel III, according to Lee Sangche, deputy chairman for international affairs...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014