Basel iii
Del Missier: "status quo won't work" for long-dated trades
Published online only
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Published online only
Banks will not be able to avoid passing on the hefty costs of regulatory reform to their buy-side clients, argued participants at the ACI UK’s annual square mile debate
Original headline:
The European Parliament version of CRD IV exempts trades with non-financials from Basel III's CVA capital charge - and dealers are hoping it covers sovereigns as well as corporates
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Eurex to offer full segregation in March launch of OTC clearing
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Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Reconsidering the LCR
Original headline:
The Basel Committee is considering several substantial changes to its liquidity coverage ratio, including scrapping the distinction between level 1 and level 2 assets. But will this help banks meet the requirement? By Michael Watt
Basel DVA proposals could subtract billions from bank capital
Original headline:
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives. Laurie...
No nosedive: markets could defy doom-mongers
Original headline:
Markets face a testing 2012 – but Stephen Blyth argues they are better-equipped to cope than in 2008
Cutting Edge introduction: risky contributions
Original headline:
Value-at-risk is usually calculated via Monte Carlo simulation, making it difficult to see the contributions from different risks. But in some circumstances approximate formulas can be derived that greatly save computing power – and explicitly show...
Top CROs worry about Basel III consistency
Published online only
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
FSA outlines draft guidance on liquidity swap transactions
Published online only
Guidelines require notification of deals and improved risk management processes
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