Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Patchwork of risk measures - including standalone CVA charge - may be left intact
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
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More Basel iii articles
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Banks will not be able to avoid passing on the hefty costs of regulatory reform to their buy-side clients, argued participants at the ACI UK’s annual square mile debate
European capital rules could squash CVA feedback loop
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Guidelines require notification of deals and improved risk management processes
The head of the Philippine central bank explains how Basel III has a “perverse” impact on countries with strong fiscal discipline and why the Sifi designation is less important than rigorous reg...
On the bright side
Fifty-four per cent of respondents say new capital rules for bank exposures to central counterparty default funds makes it unattractive to offer client clearing services
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.