Internal markets directorate publishes consultation paper calling for senior bondholder haircuts in resolution regimes; analysts worry move could further disrupt funding for troubled banks
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Market analysis: Correlation and default
Standard Chartered has reopened its Start collateralised loan obligation programme for the first time since the global finance crisis spread to Asia. The bank has shed $1.25 billion of credit risk ...
Banks look to securitisation of counterparty credit risk
Basel Committee considers capital charges on CCP default fund exposures
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.