Basel iii
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin...
After initially embracing CoCos, regulators’ ardour seems to have cooled – with some banks fearing excess caution could limit a promising source of bank capital. But even without a further supervisory...
Many banks adjust the value of trades to reflect the possibility of their own default, with the counter-intuitive effect that a rise in their credit spread appears as a profit. Basel refuses to recognise...
Peter Schnall, chief risk officer of Capital One, talks to Mark Pengelly about the bank's acquisition of ING Direct in the US and the importance of retail funding
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Basel iii articles
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
SunGard sponsored video: Shane Dardis of DBS gives the view from Asia...
Shane Dardis, vice-president for regional structured products advisory at DBS, discusses regulatory reform in the aftermath of the global financial crisis
Comment: Mario Draghi, governor of the Bank of Italy
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
Counterparty risk capital and CVA
Basel III has incorporated credit valuation adjustment (CVA) in calculations of regulatory capital for counterparty credit risk (CCR). CVA appears via a completely new CVA capital charge and a downward adjustment of exposure-at-default. In this article,...
Fed aims for summer Sifi regulations
Bernanke says Fed expects to issue proposed rules on Sifi oversight this summer; also 'on schedule' to implement Basel III
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
OECD calls for a permanent risk body
With the increased global threat of risk in the financial and other systems, the OECD calls for a permanent risk body within its organisation
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
Related conferences
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Quant Congress USA
USA, 17th - 19th Jul 2013
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Liquidity and Funding Risk
UK, 24th - 25th Sep 2013
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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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.
- Finding the Right Path to Hedge Accounting
- Don’t get left behind – how financial services need to consider their IT infrastructure
- Rebuilding Customer Trust in Retail Banking
- How customer-centric transformation can lead to an increase in revenue and streamline operations
- Anti-Money Laundering when transaction monitoring is not sufficient
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