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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Basel committee articles
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
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
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
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.