Basel Committee on Banking Supervision (BCBS)
The false promise of expected shortfall
In comment letters published last week, banks have taken issue with Basel Committee guidance that would capitalise post-execution exposure to settlement risk
The decision to bring full Basel III compliance in five years ahead of the final deadline is based on politics rather than economics, according to one risk manager
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
Risk-based capital creates right incentives for banks, according to head of Basel Committee secretariat - but critics claim supervisors are making models less risk-sensitive
The revised guidance on managing settlement risk could distort the forex market if implemented inconsistently, but should ultimately lead to greater use of CLS, say market participants
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports
The FSA’s Gerald Sampson says large, complex banks may struggle to meet a 2016 deadline for risk data aggregation and reporting standards
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
Basel Committee's proposed new reports on daily liquidity needs would involve "thousands upon thousands" of data points, according to critics
Isda pushes alternatives to Basel Committee review of trading book capital rules in leaked comment letter
Meeting Basel III liquidity requirements will mean banks in the Special Administrative Region will need to look locally, according to KPMG
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...
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.