Basel Committee on Banking Supervision (BCBS)
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 deal...
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
More Basel Committee on Banking Supervision (BCBS) articles
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
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
Meeting Basel III liquidity requirements will mean banks in the Special Administrative Region will need to look locally, according to KPMG
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 standardis...
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
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.