Basel iii
Energy Risk CEE: New EU regulations create confusion for firms, says...
A new alphabet soup of financial services and energy market regulations are making firms nervous about their ability to comply, said panellists at Energy Risk's Central and Eastern Europe conference
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
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How banks needs to consider their IT infrastructure
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More Basel iii articles
Risk USA: Sifi rules would be a failure if banks don't downsize
Some banks want to be on the list of global Sifis – exactly the opposite to what the rules are intended to achieve, says former chairman of the Basel Committee standards implementation group
CDS: not dead yet
The date: October 27. The scene: a dining room at one of the world’s biggest banks. The starter: grilled salmon. While glasses of sparkling water were still enthusiastically effervescing, two of the bank’s senior executives railed against what they...
Dealers predict CVA-CDS loop will create sovereign volatility
Dealers say regulators have cooked up a pro-cyclical credit value adjustment capital charge that will force them to buy increasing amounts of protection in an illiquid market, regardless of changes in counterparty credit. The impact will be felt by uncollateralised...
From micro to macro: Basel III tools eyed as systemic risk controls
Systemic regulators want to use Basel III’s micro-prudential tools to steer the wider economy, but no-one knows how these controls work – and bank supervisors may not be happy to take a back seat. By Michael Watt
Credit Suisse and UBS on Basel 2.5: Half a world away
Swiss banks had to switch over to Basel 2.5 at the start of 2011, but they are still wrestling with elements of the new trading book rules – from educating traders on the impact, to working out sovereign bond risks. And differences have already emerged...
Illiquidity holding back CCDS, despite Basel III endorsement
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a shortage...
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
After five years as secretary-general, Stefan Walter left the Basel Committee at the end of October. He accepts regulators had the wrong pre-crisis agenda, but argues Basel III puts things right. By Duncan Wood
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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