Basel Committee on Banking Supervision (BCBS)
Basel Committee proposal incentivises risk taking and disincentivises good risk management
PRA capital methodology will change rules for modelling
"The world has moved on" since the 3% minimum was set, he says
More Basel Committee on Banking Supervision (BCBS) articles
Banks need to embrace radical change to satisfy Basel principles
Market participants "must ensure they are capable of bearing losses", says SNB vice-chair
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
Isda AGM: Hedge fund plans to share non-cleared swaps around to reduce trading costs
OpRisk North America covers maths, psychology and everything in between
Finma said to be considering penalties
Reducing model diversity may endanger AMA's risk management benefits
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Charge was felt to be "too difficult to capture" without complex rules
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
ABSTRACT This paper discusses the importance of operational risk management for the efficiency of Taiwanese banks. We demonstrate that by applying risk managerial strategies banks can improve their performance,...
While standardised rules are being revised, banks say they can't make a call on floors
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.