Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
More Basel committee articles
Masao Hasegawa, CRO at Mitsubishi UFJ Financial Group, says he was taken aback by a regulatory requirement to develop a resolution and recovery plan before year-end
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
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
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.