“It’s good to have hard deadlines”
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers...
Adding to Basel III capital levels might have unintended consequences, says former chair of Basel Committee’s standards implementation group
More Basel III articles
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) cleari...
Chinese banking watchdog director-general Luo Ping says China should continue with its conservative regulatory approach, which insulated it against the worst effects of the global financial crisis
Panellists at an EC conference in Brussels this morning warned CCPs have made little progress on detailed survival plans - leaving the system exposed
Follow the leader?
A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
A Financial Stability Board peer review finds the Australian financial system remains strong but banks face Basel III liquidity and wholesale funding challenges
Few regulators are taking operational risk seriously, says Mike Finlay, chief executive of RiskBusiness
Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Barriers to Basel
Crunch time for corporates
“We do not have a liquidity issue”
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
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.