EU Polish presidency paper highlights concerns over aspects of the counter-cyclical capital buffer rules under CRD IV
ANZ issues first Australian covered bond following government reforms; covered bonds seen as part of the solution to address liquidity shortage under Basel III
Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity fa...
More Basel committee articles
Riksbank governor Stefan Ingves says Sweden will follow Switzerland and UK in implementing higher capital adequacy requirements than Basel III for largest banks; details to be released soon
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
A recipe for disaster?
Half a world away
“It’s good to have hard deadlines”
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers...
Adding to Basel III capital levels might have unintended consequences, says former chair of Basel Committee’s standards implementation group
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”
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
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.