Basel committee on banking supervision (bcbs)
ABA calls for better ways to compare bank capital between countries
Key differences between European and US rules could hit Asia
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 Basel committee on banking supervision (bcbs) articles
Regulators could cap the maturity banks assume for large chunks of their deposit base
US regime differs on currency, threshold, eligible collateral and non-financials
Expected shortfall is hard to back-test, critics say – but the search for a solution is underway
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Basel Committee overhauls standardised approaches
Current plans unsatisfactory, says industry association
New proposal exempts non-financial end-users from margin requirement
Setting up conduct risk units in a hurry may hamper op risk management
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.