Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Basel iii articles
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat to deposit levels
The deadline for meeting the CPSS-Iosco Principles for Financial Markets Infrastructures is approaching fast but without a central body to co-ordinate their efforts, regulators and clearing houses in Asia are left with many outstanding issues
The credit valuation adjustment aspect of the Basel III accord will come into force in six months’ time but the absence of instruments in Asia markets to hedge this risk has caused complaints from dealers that it’s not relevant to the region
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several...
Driven by changes to global banking regulations such as Basel III, technology vendors are touting new solutions for liquidity risk management. But are Asian banks biting?
The recent financial crisis was one of liquidity rather than solvency but as the Basel Committee looks at the best way to legislate for this risk, India is facing a different issue: how to integrate its already tough liquidity framework with the new international...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps