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
A new 2.5% minimum loan-loss reserve requirement to be implemented in China under Basel III is likely to reduce the ability of banks to distribute profits to shareholders
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 Committee on Banking Supervision reveals risk-adjusted remuneration report; urges large firms to move away from remunerating employees based purely on profits
Working group is also considering raising betas in the Basel II standardised approach to encourage movement towards the AMA, but some say this is not the answer
Investment banks are urging financial institution clients to issue old-style lower Tier II capital before the window closes on January 1, 2013, when the full force of Basel III capital rules come in...
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
The Basel Committee has now agreed on criteria for banks posing systemic threat; FSB agrees on accelerated timetable for G-20 recommendations
Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Wa...
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
Banks should begin preparing in earnest to meet the Basel III liquidity requirements as regulators begin the process of supervising banks’ compliance with the new rules, according to the deputy ch...
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.