As the bank capital burden grows, dealers are trying to price in the associated costs
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
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
Banks will save hundreds of millions of dollars in risk-weighted assets
HKMA is first Asian regulator to implement Basel III counter-cyclical capital buffer
Governor of Swedish central bank discusses the quest for Basel III consistency
But bank deleveraging problem loans creates opportunities
EBRD says impact would be minimal, but experts warn other swaps users would be hit
Redesigning rating systems is becoming an important issue for banks and other financial institutions in processing the implementation of the Basel II and III (www.bis.org/bcbs/basel3.htm) accords. The...
Sponsored feature: BNP Paribas Securities Services
Short-term capital surcharge mooted in addition to longer-term reform
Findings of EBA review to be discussed on December 5
To meet new Basel III capital requirements, banks have to proxy unobserved credit default swap (CDS) time series for their over-the-counter derivative counterparties to determine the credit valuation adjustment...
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.