Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Basel ii articles
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
The former Fed governor, now vice-chairman of Macroeconomic Advisers, talks to Credit about the US central bank’s handling of the financial crisis, and gives his views on where US monetary policy ...
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
PARIS – Rogue traders and a worsening financial crisis are leading French regulators to put pressure on banks to hold more capital for op risk French authorities are demanding that the country’s...
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
Senior Basel Committee member tells banks to get involved in negotiations over the phase-in period for Basel II reforms
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.