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...
The liquidity conundrum
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
Investment banks are urging financial institution clients to issue old-style lower Tier II capital before the window closes on January 1, 2013, when the full force of Basel III capital rules come in...
Adjusting the adjustments
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Despite reports the German Bank is seeking to sidestep new US capital rules, the restructure of Taunus will help Deustche Bank put capital to better use
Almost half of Fitch survey respondents say lack of regulatory clarity is the biggest issue facing the risk management industry
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge fro...
Bank of Japan veteran and Deloitte Touche Tohmatsu partner, Tsuyoshi Oyama, discusses the changed role of central banks post-global financial crisis and potential conflicts with their new role.
Experts say fencing off retail deposits would leave investment banks struggling to meet key Basel III liquidity ratio
Firms waiting for clarity on regulatory requirements concerning risk data quality, but delay is a mistake, say panellists at a London seminar, hosted by think-tank JWG.
Industry group fears European Union legislative process will set LCR and NSFR flaws in stone
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.