Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Ahead of the game
Risk management under threat
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Regulatory reforms seem to have left operational risk untouched, but in reality they mean substantial changes
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Bank of England governor will chair the Basel Committee's oversight body. The committee itself will be chaired by Stefan Ingves, governor of Sweden's central bank
FSA chair highlights growing concern about foundation of risk-based regulatory capital system
Nobel winning quant makes the case for market-making as a stabilising force and a source of returns
Full impact of Solvency II’s interest rate term structure will not be felt until seven years after the directive’s introduction
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
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.