Basel committee on banking supervision (bcbs)
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,...
Clearing members would be forced to guarantee trades executed by their clients' clients - on terms the member firms have not agreed
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel committee on banking supervision (bcbs) articles
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...
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
Driven by changes to global banking regulations such as Basel III, technology vendors are touting new solutions for liquidity risk management. But are Asian banks biting?
The US Federal Reserve Board is proposing to limit exposures to single counterparties at a time when regulation is moving more risk into clearing houses. It’s a clash that needs to be resolved, banks say. By Lukas Becker
Reining-in capital consumption – and then keeping it low – will be the top priority for many banks over the next five years. But it’s not clear how much fat there is to cut, and whether regulators will smile on more innovative schemes
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future