Love letters to models
A weighty issue
The adjustment bureau
The origins of CVA
Model foundations of the Basel III standardised CVA charge
Growth in an era of austerity
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Policy head at Canadian Bankers Association expresses fears about side-effects of regulation; other speakers complain about "alphabet soup" of new rules
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Basel’s bitter pill
Stress testing with fully flexible causal inputs
China Banking Regulatory Commission drops plans to implement Basel Committee timetable early because of eurozone and domestic growth fears
Central counterparties are about to take centre stage in the revamped over-the-counter derivatives markets – a development that has given rise to a set of global principles for their management and supervision. William Dudley, president of the Federal...
Paul Harrald of Standard Chartered tells Asean Risk 2012 conference that Asian banks providing trade finance services will struggle to meet Basel III rules on leverage ratios
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean Risk conference.