Basel Committee on Banking Supervision (BCBS)
Hedges will attract capital instead of providing capital relief, argues Citi exec
Defining reputational risk still a challenge for risk managers, panel says
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
More Basel Committee on Banking Supervision (BCBS) articles
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Key questions in the European Market Infrastructure Regulation (EMIR) include will there be universal initial margining, how will it be calculated, will thresholds be permitted, what will count as e...
As the search for a viable clearing mechanism for FX options begins, market participants suggest clearing won't begin before 2014
Finance industry needs to focus on behaviour, corporate governance and ethics, Iosco secretary general tells conference
Secretary general of Iosco confirms that further work is needed to assess the economic impact of margin requirements for uncleared derivatives
Basel III could face more delays in the US as legislators press for a national impact study
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not a...
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.