Time for scrutiny
The funding squeeze
More Basel III articles
The Basel Committee’s standards implementation group has begun an investigation into RWA consistency, but chair Ryozo Himino says there might be good reasons for discrepancies
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
New Zealand regulators have opted to bring in the capital conservation and counter-cyclical buffers ahead of the Basel Committee schedule – but market participants are unsure if this is necessary
Reserve Bank of India tells domestic banks to start reporting aspects of Basel III liquidity strength measures from June this year – ahead of the 2013 reporting timetable outlined by the Basel Com...
Model risk emerged as a key lesson from the crisis – and a significant variation in op risk modelling approaches exists today, says Sigor chair
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Eligible collateral for CCP margin needs to be reviewed – and regulators also need to ensure the clearing exemption for some end-users is not negated by Basel capital rules, say buy-side firms
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Using insurance can produce significant capital savings - but some legal problems remain
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.