Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Eligible collateral for CCP margin needs to be reviewed – and regulators also need to ensure the clearing exemption for some end-users is not negated by Basel capital rules, say buy-side firms
More Basel III articles
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Using insurance can produce significant capital savings - but some legal problems remain
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
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
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
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