A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
Experience from Japan’s financial crisis in the 1990s showed the importance of maintaining the core intermediation function of banks by not placing an excessive regulatory burden on them, a lesson that US and European regulators may have failed to grasp,...
Users of client clearing services want to know their cleared trades have a home if the original provider collapses. Quietly, some dealers are offering guarantees, but they fear the regulatory treatment these contingent funding liabilities might receive...
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future