The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
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Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Ralph Segreti set to lead agency derivatives origination at Barclays, with Adam Law taking over the inflation business
From Manila to Basel
Traders of the lost art
Expense makes sense
MEP Kay Swinburne warns that CRD IV is becoming too diluted by national exemptions
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust i...
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
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.