Basel committee on banking supervision (bcbs)
Del Missier: "status quo won't work" for long-dated trades
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Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
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Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Original headline:
US regulators published a proposal in December that would enable domestic banks to implement market risk capital rules without relying on credit ratings. But bankers claim the rules are overly conservative...
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More Basel committee on banking supervision (bcbs) articles
Reconsidering the LCR
Original headline:
The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the requirement? By Michael Watt
Basel DVA proposals could subtract billions from bank capital
Original headline:
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives. Laurie...
Cutting Edge introduction: risky contributions
Original headline:
Value-at-risk is usually calculated via Monte Carlo simulation, making it difficult to see the contributions from different risks. But in some circumstances approximate formulas can be derived that greatly save computing power – and explicitly show...
Top CROs worry about Basel III consistency
Published online only
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Asia banks seek Sifi status
Original headline:
Regulators have published their list of global systemically important financial institutions, and will now start to consider those institutions that pose a systemic risk to individual jurisdictions. The extra levels of capital that Sifis will need to...
Asia financial regulators press on with banking reforms
Original headline:
Over the past 12 months, regulators across the region have issued a number of consultation papers relating to the implementation of Basel III and OTC derivatives reforms. We review the rules and proposals affecting the derivatives market and its participants...
Regulatory releases and developments in Asia
Original headline:
A country-by-country roundup of the banking rules and guidelines affecting the Asia region
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