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
More Basel committee articles
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
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
The head of the Philippine central bank explains how Basel III has a “perverse” impact on countries with strong fiscal discipline and why the Sifi designation is less important than rigorous reg...
Updated guidance on foreign exchange settlement risk from the Basel Committee and CPSS was originally expected by the end of 2011, but now has an expanded remit
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