The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) cleari...
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
“We do not have a liquidity issue”
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More Basel committee articles
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Masao Hasegawa, CRO at Mitsubishi UFJ Financial Group, says he was taken aback by a regulatory requirement to develop a resolution and recovery plan before year-end
Speakers at Risk & Return Australia 2011 believe the ability of supervisors to implement regulation around the world in a consistent manner is the most critical component to financial regulatory ref...
Behind Basel III
A new pull for CoCos
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
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.