Open source software can empower developers, increase innovation and improve competitiveness, and its popularity is growing tremendously. Open source now represents an average of 29% of the code dep...
Resignation letter links derivatives trade to moral collapse at bank
Default fund contributions will be too onerous for South African banks, say conference participants
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Basel III articles
Strong balance sheets mean Asian banks are well placed to meet Basel III increased capital requirements but the disparate state of the regional regulatory framework means the technological challenge...
The latest council draft adds a CVA capital charge exemption for sovereign derivatives transactions – potentially removing one of the big unintended consequences of CRD IV, participants say
A suitable ploy?
Towards two-way CSAs
Beyond Basel 2.5
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
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
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
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.