Basel committee on banking supervision (bcbs)
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Basel committee on banking supervision (bcbs) articles
Updated guidance on foreign exchange settlement risk from the Basel Committee and CPSS was originally expected by the end of 2011, but now has an expanded remit
The scrapping of the level 1 and level 2 distinction for liquid assets is also discussed as the committee reviews the liquidity coverage ratio
Section 716 of the Dodd-Frank Act is based on a misperception of OTC derivatives, says acting OCC head - who also acknowledged criticism of US uncleared margin proposals
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Fifty-four per cent of respondents say new capital rules for bank exposures to central counterparty default funds makes it unattractive to offer client clearing services
Basel 2.5: US ratings workaround too punitive, banks complain
The profits of imbalance
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.