Basel committee on banking supervision (bcbs)
Former head of op risk switches to project management role
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
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More Basel committee on banking supervision (bcbs) articles
Meeting Basel III liquidity requirements will mean banks in the Special Administrative Region will need to look locally, according to KPMG
Thousands of firms are likely to be caught by the over-the-counter clearing mandate – but banks offering client clearing services say they can only take on a limited number of customers. As things stand, those frozen out would be unable to trade. Joe...
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 standardised CVA charge formula can be obtained by adding several...
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.
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