Basel III rules may cause banks to reduce lending, worsening the economic slowdown, warn risk professionals in Asia-Pacific
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
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
HK margin rules on uncleared swaps should include exemptions, say market participants
From the ridiculous to the sublime
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Risk.net poll: global Sifi status is desirable, say 31% of respondents
EU Polish presidency paper highlights concerns over aspects of the counter-cyclical capital buffer rules under CRD IV
ANZ issues first Australian covered bond following government reforms; covered bonds seen as part of the solution to address liquidity shortage under Basel III
Banking regulator talking to Congress about altering the Dodd-Frank Act to allow a limited use of credit ratings
Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity fa...
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.