UK Treasury Select Committee chair Andrew Tyrie says fundamental changes to the way banks are supervised a must; tripartite system left no one in charge
Elbert Pattijn, chief risk officer at DBS in Singapore, believes modifications to Basel III liquidity rules made late last year may still fall short of industry requirements to meet the final regulatory definitions of high quality liquid assets.
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
The power of peer pressure
Literature review published by the Bank for International Settlements finds gaps in assessing the effectiveness of macroprudential tools, studying interaction with monetary policy
Shortage of high quality liquid assets prompts Danish regulators to push for changes to the liquidity coverage ratio within the European Union capital requirements directive
New Basel risk weighting must be reduced, industry says
Institute for International Finance’s Frédéric Oudéa says G-20 taskforce will stir up political will for agreement on cross-border resolution
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
Central bank cautions against mechanical application of credit-to-GDP ratio for calibration
Top German regulator Jochen Sanio says Basel III will squeeze weaker banks, spur formation of large banking groups that will pose more systemic risk
A new quantitative impact study for Europe will be launched to analyse the impact of Capital Requirements Directive IV
Basel Committee makes alterations to counterparty credit risk rules
What Basel III means to us
Market analysis: Basel III
Gives guidance on advanced approaches
Sigor releases revamped sound practices paper
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
Long-awaited redrafted paper on Sound Practices for Operational Risk Management released for consultation by Sigor.
AMA range of practices tackled in new Sigor paper.
Basel III: in your own time...
Basel needs teeth