Basel Committee on Banking Supervision (BCBS)
Meeting Basel III liquidity requirements will mean banks in the Special Administrative Region will need to look locally, according to KPMG
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
Clearing members would be forced to guarantee trades executed by their clients' clients - on terms the member firms have not agreed
Governance, replacement cost risk, liquidity risk, operational risk and legal risk are among the issues forex dealers must address, according to newly released Basel Committee guidance
Proposals to require derivatives users to post initial margin on uncleared trades will cause many end-users to stop using derivatives, say a majority of survey respondents
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardis...
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Asia’s AMA anomalies
Readers of Risk.net vote two to one against the Basel Committee's new-found distrust of internal capital modelling
A new consultation paper on risk management practices in the FX market will be released in the third quarter – and may be published as early as this month
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.