Banco de España
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
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 Banco de España articles
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
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
Spanish banks this week reported third-quarter earnings that featured sharp increases in loan loss provisions at a time when the economy continues to sour - nothing unusual in that, perhaps, but critics...
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...
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.