US regulators are looking again at the impact of loss data collection thresholds on the results from internal data modelling of operational risk at banks. While some banks are collecting loss data down...
Nearly a third of respondents to a Risk.net poll see advantages in being labelled a global systemically important financial institution
EU Polish presidency paper highlights concerns over aspects of the counter-cyclical capital buffer rules under CRD IV
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel committee articles
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 facility to address the liquidity shortage banks will face...
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
Dealers say regulators have cooked up a pro-cyclical credit value adjustment capital charge that will force them to buy increasing amounts of protection in an illiquid market, regardless of changes in counterparty credit. The impact will be felt by uncollateralised...
Swiss banks had to switch over to Basel 2.5 at the start of 2011, but they are still wrestling with elements of the new trading book rules – from educating traders on the impact, to working out sovereign bond risks. And differences have already emerged...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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