Basel Committee On Banking Supervision (Bcbs)
Speaking to Risk after JP Morgan boss testifies on $2 billion loss, US Senate banking committee member Kay Hagan says risk modelling and reporting need overhaul
Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
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
Under one accord
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
Ecofin votes through new regulatory regime - and final amendments appear to give UK extra freedom - but work remains before Danish presidency ends on July 1
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Stress test struggle
Mind the language gap
A matter of taste
Over three-quarters of poll respondents believe new resolution plans will hurt market for bank bonds - at a time when issuance needs to increase
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
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.