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More Basel III articles
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...
In its latest report, the IIF calls for cross-sector co-ordination in banking and insurance regulation
Basel III's higher capital levels mean "bankers' pay will come down"
The outgoing deputy governor of the Reserve Bank of India, Shyamala Gopinath, is confident that Indian banks have the necessary capital cushion to absorb the additional requirements of Basel III.
Speakers at Risk & Return Australia 2011 believe the ability of supervisors to implement regulation around the world in a consistent manner is the most critical component to financial regulatory ref...
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
Behind Basel III
A new pull for CoCos
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
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.