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
More Basel iii articles
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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