Thailand joins the Philippines and India in introducing Basel III capital adequacy requirements ahead of schedule but doubts remain over some aspects of the accord
The banking industry is moving ahead with Basel III implementation – even in the US, where regulators only recently released their Basel III proposals
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More Basel committee articles
Trade finance is crucial to Asia’s developed and developing economies yet its onerous treatment under Basel III threatens to hurt intra-regional commerce. How serious is the threat and will the Basel Committee listen to Asia’s complaints?
Turkey’s banks are well placed to absorb an increase in capital requirements when the country switches to the Basel II regime this month, but larger institutions are frustrated that the modelling approaches contained in the new rules remain out of bounds....
The credit value adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several conservative...
Bank of Japan director Mitsutoshi Adachi highlights the danger of variations in the use of risk models at OpRisk Asia conference
Banks and CCPs are pressing for changes to method of calculating default fund capital
The Basel Committee’s newly formed standards implementation group is charged with monitoring how banks are adhering to the requirements of the Basel III accord. The chair of the group, Ryozo Himino, talks to Nick Sawyer about consistency with Basel...
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.
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