While standardised rules are being revised, banks say they can't make a call on floors
Floors framework should not overstate risk, says Sweden's bank supervision chief
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Basel III articles
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
FAQ document to tackle treatment of segregated initial margin
Regulators are hoping higher capital levels will translate into healthier markets
Prudential rules sought to bring about new market structure, says ex-BoE deputy governor
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
Banks will save hundreds of millions of dollars in risk-weighted assets
HKMA is first Asian regulator to implement Basel III counter-cyclical capital buffer
Governor of Swedish central bank discusses the quest for Basel III consistency
But bank deleveraging problem loans creates opportunities
EBRD says impact would be minimal, but experts warn other swaps users would be hit
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.