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 three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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.