Driven by changes to global banking regulations such as Basel III, technology vendors are touting new solutions for liquidity risk management. But are Asian banks biting?
The recent financial crisis was one of liquidity rather than solvency but as the Basel Committee looks at the best way to legislate for this risk, India is facing a different issue: how to integrate its...
Systemically important banks will be required to hold more capital than their smaller, less-connected rivals – but no-one knows whether the systemic buffer has to be treated as an additional minimum,...
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More Basel iii articles
Credit value adjustment (CVA) is not just a capital burden – the complexity of the calculations involved is also pushing banks’ processing resources to the limit. With traders needing up-to-date CVA numbers in real time, the industry is frantically...
Increasing prices on cross-currency swaps as a result of Basel III’s credit value adjustment charge are making it harder for companies to issue bonds overseas – this is just one example of the fragmentation of global capital markets
Reining-in capital consumption – and then keeping it low – will be the top priority for many banks over the next five years. But it’s not clear how much fat there is to cut, and whether regulators will smile on more innovative schemes
Banks are still reeling from the revelation last month that staff at Barclays lied about the bank’s borrowing costs in an attempt to manipulate Libor and Euribor benchmark rates – behaviour that resulted in a roughly $450 million settlement with...
If over-the-counter interest rate swaps didn’t exist, and a product was invented today to do the same job – knowing what the market knows about the Dodd-Frank Act and Basel III – it might look a lot like the Eris Exchange swap futures contract....
Stefan Ingves, the governor of the Sveriges Riksbank – Sweden’s central bank – and chairman of the Basel Committee on Banking Supervision, won’t be rushed. He says it’s too early to tell whether banks are retreating from far-flung branch...
Derivatives markets remain hugely complex, although not in the same way as they were before the crisis. Technology vendors need to adapt their systems to meet the changing landscape, and artificial intelligence could be the next big step
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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