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
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Basel iii articles
Authorities should put less faith in numbers and what they are told by banks, says top Brazilian supervisor
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Adjusting the adjustments
A capital plan
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Making good on bad assets
Battle over Basel
A new 2.5% minimum loan-loss reserve requirement to be implemented in China under Basel III is likely to reduce the ability of banks to distribute profits to shareholders
Banks struggling to cope with implementing the wave of new legislation might miss indications of another crisis
The second-largest bank in Cyprus is in the market with an offer to convert shares into convertible contingent capital securities, but is it a curiosity piece or the genuine article?
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speaker...
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.