Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
Banks using a PIT model instead of a TTC model may receive a capital saving for the Basel III counter-cyclical capital buffer but such an approach might not be viewed as within the spirit of the rul...
Initial findings of a review led by the European Banking Federation suggests differences in regulatory regimes could be behind a divergence in RWA numbers
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
Time for scrutiny
New Zealand regulators have opted to bring in the capital conservation and counter-cyclical buffers ahead of the Basel Committee schedule – but market participants are unsure if this is necessary
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
Beyond Basel 2.5
Patchwork of risk measures - including standalone CVA charge - may be left intact
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
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.