New rules mean banks will have to load-up on government debt, but one apparent beneficiary - debt management offices - are against the idea
Market participants cast doubt on the collective strength of multiple measures to mitigate pro-cyclicality in Basel III.
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’s Peter Praet acknowledges disagreement; Charles Goodhart warns lack of consensus will stop central banks acting to stem financial imbalances
Basel's new 7% equity capital minimum met with relief
US banks will find it easier to comply with Basel III than European counterparts, but capital deductions could pose a problem
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
As governors back higher capital standards, ex-Bank of England special adviser argues economic impact remains difficult to pin down; commentators say reforms do not address risk attitudes
Reserve Bank of India governor Duvvuri Subbarao cites concern over variable likely to be used to calibrate countercyclical buffers
Analysis by the Macroeconomic Assessment Group shows a smaller impact from higher capital ratios than an earlier industry report.
Regulators describe difficulties ahead as they prepare for Basel III calibration and transition decisions in September
Basel Committee and FSB studies play down the economic impact of Basel III - proof, regulators say, that the reforms are fit for purpose.
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.