Barriers to Basel
Crunch time for corporates
“We do not have a liquidity issue”
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Basel iii articles
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
Experience from Japan’s financial crisis in the 1990s showed the importance of maintaining the core intermediation function of banks by not placing an excessive regulatory burden on them, a lesson...
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Report recommends a worst-case capital level of 22.5% for large ring-fenced retail banks and UK-headquartered systemically-important banks
Industry experts fear ring-fencing of banks' retail operations as proposed in the ICB's interim report may spell the end for free banking in the UK
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
The Australian banking regulator has proposed the country’s banks meet new Basel III capital and liquidity rules two years ahead of G-20 commitments. The proposal has drawn immediate criticism fro...
IIF warns Solvency II risk charges may lead to imprudent asset allocation by insurers
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.