Regulators and banks have increased their focus on liquidity risk management significantly since the crisis. William Perraudin discusses some of the possible implications
Basel Committee considers recalibrating the simpler approaches to op risk measurement but says changes will happen later rather than sooner
More Basel III articles
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
The deadline for the implementation of proposed regulation may be extended, as banks protest against the potential impact of stringent new capital and liquidity rules.
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Unintended consequences are almost inevitable when weighty new regulations come into force, even if those rules are enacted with the best of intentions and seem sensible. The risk increases when regulators...
Regulators and politicians know what needs to be done to put the eurozone on an even keel and fix the holes exposed by the subprime crisis, says Mattias Persson, head of financial stability at the S...
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.