Increasing prices on cross-currency swaps as a result of Basel III’s credit valuation adjustment charge are making it harder for companies to issue bonds overseas – this is just one example of the...
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
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More Basel iii articles
Regulators are determined to learn lessons from the financial crisis – and for many, the answer is to use macro-prudential regulation to help prevent the build-up of bubbles, and to stimulate growth during a slowdown. Andrew Haldane at the Bank of England...
As banks get to grips with the business and financial implications of Basel III, the next step for many is to understand how they can develop their banking infrastructure to implement the regulations. Pierre-Etienne Chabanel, Senior Director, Moody’s...
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...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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