Banks in France, Germany, Italy and Spain will all be able to ignore some government bond losses when calculating Tier I capital, but UK institutions will not
Basel III is changing the shape of the global repo markets but in Asia banks are sensing an opportunity. Why are Asia’s markets such an attractive proposition for repo?
Funds that are deemed systemically important could be regulated in much the same way as banks, but hedge fund managers used a CFTC roundtable yesterday to argue regulators should not constrain investor...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Basel iii articles
The management of a liquid asset portfolio that can be used to generate counterbalancing capacity in liquidity distress is quickly emerging as a core function in banks. The new Basel III liquidity risk regulation underscores the importance in banks managing...
This issue of The Journal of Risk addresses problems in the estimation and minimization of the popular value-at-risk (VaR) risk measure and the closely related expected shortfall (ES; also known as conditional value-at-risk (CVaR)). Further illustrations...
Basel rules on fund investments could mean the end of traditional hedge fund derivatives
Central bank to study need for counter-cyclical buffer in a developing economy
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.