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
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Basel III articles
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
Risk awards 2012
Risk awards 2012
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.