Basel Committee on Banking Supervision (BCBS)
SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Floors framework should not overstate risk, says Sweden's bank supervision chief
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 Basel Committee on Banking Supervision (BCBS) articles
"Very careful" calibration needed to avoid bad incentives, says senior supervisor
Proposals for revised standardised approach receive mixed response
FAQ document to tackle treatment of segregated initial margin
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Proposed revised standardised approach would hit big banks hardest
Hedging threatened by treatment of liquidity and diversification, critics claim
One bank faces 3% hit to equity ratio if EBA proposals accepted
HSBC affair highlights a problem with modelling op risk capital
Some banks shy away from the op risk method under review
Modelling operational risk capital provides insight into banks’ weak spots
QIS was due to get under way last month but will now start in mid-2015
Regulators argue a backstop is needed to avoid too-low modelled numbers
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.