Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Light at the end of the tunnel
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
Roldán says the standards and implementation group of the Basel Committee will investigate risk-weighted assets
Basel Committee members are seeking to fend off speculation they have already decided to abandon or rewrite key elements of their proposals.
Regulators believe the IIF has over-estimated the effect of the planned Basel III reforms.
Bank supervisors may look to recalibrate liquidity proposals under Basel III following industry comment.
Senior Basel Committee member tells banks to get involved in negotiations over the phase-in period for Basel II reforms
In an exclusive interview with Risk , José María Roldán, director-general of banking regulation at the Banco de España, explains how a unique regulatory framework has led Spanish banks to adopt prudent trading and risk management processes that paid...
One possible mitigator of the pro-cyclical impact of risk-sensitive capital requirements would be counter-cyclical changes in capital buffers. Empirical evidence on this issue is scarce and a new regulatory capital regime could well induce a behavioural...