BSP brings in one of the highest basic leverage ratios globally, but local firms are unconcerned
More Basel III articles
This paper examines the performance of MM, ML and OLS estimators through Monte Carlo experiments for various sample sizes and correlation values when the true data is from non-Gaussian processes.
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
Capital-intensive rule for banks likely to hit clients with higher costs
Imposing CRD IV on trading houses, utilities and oil majors makes no sense
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Regulators may never be able to fully monitor risks created by shadow banking
The RBI's use of a conservative standard CVA approach is overly prudent, say dealers
While standardised rules are being revised, banks say they can't make a call on floors
Floors framework should not overstate risk, says Sweden's bank supervision chief
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.