Redesigning rating systems is becoming an important issue for banks and other financial institutions in processing the implementation of the Basel II and III (www.bis.org/bcbs/basel3.htm) accords. The...
Short-term capital surcharge mooted in addition to longer-term reform
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 iii articles
Findings of EBA review to be discussed on December 5
To meet new Basel III capital requirements, banks have to proxy unobserved credit default swap (CDS) time series for their over-the-counter derivative counterparties to determine the credit valuation adjustment...
Regulators and accountants don't agree on CVA but banks say smart hedges exist
Central bank looks to relax India's twin track liquidity rules
UBS in Australia sold off CDS portfolio in fixed income scale-back
CCP cleared P2P market option in place of prime brokers
Former MEP says UK would have "blindly copied" text of Basel III
Funds urged to build treasury savvy as prime brokers retrench
Commodities head "doesn't lay awake at night" worried about non-banks
Central bank says credit-to-GDP ratio fails to reflect economic cycle
Securities Lender of the Year: eSecLending
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.