Basel Committee on Banking Supervision (BCBS)
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures
More Basel Committee on Banking Supervision (BCBS) articles
Under the new Basel bank capital framework, a bank must group its retail exposures into multiple segments with homogeneous risk characteristics. The US regulatory agencies believe that a bank may use the...
Crunch time for data
Sigor chair says review focus will be on capital model credibility and comparability
Basel proposals would kill European market, banks warn – and some regulators sympathise
Banks and industry groups have been joined by an unlikely ally in their protests about the accounting treatment of assets held in liquidity buffers – the European Banking Authority. By Lukas Becke...
Bank lobbying has encouraged national supervisors to water down global standards, says deputy secretary-general of Basel Committee
New margin rules for uncleared derivatives will distort behaviour and increase systemic risk, panellists say
Paper of the year: JD Opdyke and Alexander Cavallo
Wayne Byres is set to become chairman of the Australian Prudential Regulation Authority when his term as secretary-general of the Basel Committee on Banking Supervision ends
No economic need for initial margin on non-centrally cleared derivatives, argues Insurance Europe
Regulators have embarked on a wholesale review of the way trading book exposures are capitalised. The industry responded, and continues to lobby – but is it getting anywhere? Laurie Carver reports
Consultation on alternative to much-criticised current exposure method could start in June
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