The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
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.
More Basel iii articles
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....
Last month, European policy-makers unveiled proposals that will implement Basel III across the continent, setting the stage for national disputes as member states seek to protect their own interests. Danièle Nouy, secretary-general of the Autorité de...
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 push, investor demand for bail-in protection can...
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 this in bank capital rules, but there is a split...
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Shane Dardis, vice-president for regional structured products advisory at DBS, discusses regulatory reform in the aftermath of the global financial crisis
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
UK, 18th Dec 2013
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