Basel Committee on Banking Supervision (BCBS)
Implementing the AMA: an insider's view
Joachim Pfeifer, formerly head of operational risk at Commerzbank, describes the bank's journey towards advanced measurement approach approval
Basel Committee may look to floors and fixed parameters
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
Basel tries to create clearing pull with new capital rules
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
Basel leverage ratio would double up collateralised OTC positions
Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures
Basel challenges big banks to improve risk data aggregation
Crunch time for data
OpRisk Europe: Sigor review to repair credibility, Adachi says
Sigor chair says review focus will be on capital model credibility and comparability
Collateral damage: Capital proposals threaten Europe's ABS market
Insecuritisation
Banks push alternative to Basel Committee securitisation model
Basel proposals would kill European market, banks warn – and some regulators sympathise
Banks and EBA join forces over liquidity buffer accounting
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becker and Matt Cameron
Isda AGM: Banks to blame for regulatory fragmentation, says Basel Committee’s Coen
Bank lobbying has encouraged national supervisors to water down global standards, says deputy secretary-general of Basel Committee
Isda AGM: Uncleared margin rules create dangerous distortions, say panellists
New margin rules for uncleared derivatives will distort behaviour and increase systemic risk, panellists say
LSE: "Banking crises are unavoidable"
There is only one way to avoid a banking crisis, according to the co-director of a new London School of Economics research centre - and that's not to have a banking system. By Laurie Carver
Changing hats – May 2013
Changing hats – May 2013
Paper of the year: JD Opdyke and Alexander Cavallo
Paper of the year: JD Opdyke and Alexander Cavallo
Benefits and pitfalls of a risk taxonomy
Rigorous classification of operational risks can be the foundation of a good risk framework – but it's easy to get wrong, warns Marcelo Cruz
WGMR proposals raise procyclicality fears
Proposals on the margining of uncleared over-the-counter derivatives trades have been revised to dampen the potential liquid impact
Basel Committee secretary-general to head Australian regulator
Wayne Byres is set to become chairman of the Australian Prudential Regulation Authority when his term as secretary-general of the Basel Committee on Banking Supervision ends
Insurers 'should be exempt from initial margining requirements' on ALM hedges
No economic need for initial margin on non-centrally cleared derivatives, argues Insurance Europe
Basel trading book review triggers fight for modelling freedom
Regulators have embarked on a wholesale review of the way trading book exposures are capitalised. The industry responded, and continues to lobby – but is it getting anywhere? Laurie Carver reports
Basel Committee seeks netting-friendly replacement for CEM
Consultation on alternative to much-criticised current exposure method could start in June
Risk Annual Summit: CVA exemptions could backfire, panel warns
Hedges will attract capital instead of providing capital relief, argues Citi exec
OpRisk North America: Reputational risk impossible to quantify, conference hears
Defining reputational risk still a challenge for risk managers, panel says
Risk Annual Summit: Basel ‘caved in’ on LCR, says German regulator
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite