Central bank governor says local banks ready for the LCR
Local holding companies are a “step in the wrong direction”, says European resolution chief
Credit player launches Ucits European vehicle and eyes '40 Act funds
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More Basel III articles
NDFs unlikely to migrate before 2019
Seven firms say deposit business is being complicated by LCR and leverage rules
Implementation of regulation such as Basel III is causing unusual outcomes say market participants
ABSTRACT This paper provides Monte Carlo results for the performance of the method of moments (MM), maximum likelihood (ML) and ordinary least squares (OLS) estimators of the credit loss distribution...
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
Capital-intensive rule for banks likely to hit clients with higher costs
Imposing CRD IV on trading houses, utilities and oil majors makes no sense
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
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.