Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Wa...
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
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
Treacherous path ahead
Survey from London-based think tank shows firms not yet ready to meet the data challenge posed by new financial regulation
Under the bar, over the top?
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
Some risk officers at international and domestic banks in the Asia-Pacific region are frustrated by the regulatory focus on country-by-country stress tests and a trend towards branch liquidity.
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
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.