Basel Committee on Banking Supervision (BCBS)
The origins of CVA
Banks and CCPs are pressing for changes to method of calculating default fund capital
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Basel Committee on Banking Supervision (BCBS) articles
Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
Under one accord
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Ecofin votes through new regulatory regime - and final amendments appear to give UK extra freedom - but work remains before Danish presidency ends on July 1
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Stress test struggle
Mind the language gap
A matter of taste
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