Mark Carney, Bank of Canada governor, tells banks to stop accusing others of bad behaviour
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
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
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
Follow the leader?
Speakers on a panel at Risk Japan 2011 in Tokyo on August 30 debated the effects of international regulatory developments on Japanese financial institutions. Some parties believe Japan needs to team...
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.