Basel committee on banking supervision (bcbs)
The Basel Committee on Banking Supervision has proposed using expected shortfall instead of value-at-risk as the central metric for regulatory market risk capital. David Rowe argues this will be both ineffective...
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
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
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
Draft European Securities and Markets Authority rules on indirect clearing caused uproar when they appeared in June. The regulator removed the most controversial elements in its final text, but dealers are still in the dark about the capital treatment...
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014