Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Contingent capital instruments designed to provide a capital boost before the point of non-viability are laudable but unrealistic, says former RMMG chair Mark White
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Basel committee articles
Systemically important solutions
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Bank of England governor will chair the Basel Committee's oversight body. The committee itself will be chaired by Stefan Ingves, governor of Sweden's central bank
FSA chair highlights growing concern about foundation of risk-based regulatory capital system
FDIC chairman Sheila Bair rejects argument by some bankers that a Sifi surcharge is not necessary
Institute of International Finance managing director Charles Dallara “deeply troubled” by the Basel Committee’s lack of focus on bank risk culture
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
A capital plan
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
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.