Capital Requirements Directive (CRD)
Rules would cost billions and push up cost of risk management, industry argues
New European energy and commodities head faces tough decisions
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Capital Requirements Directive (CRD) articles
Clearing test has to be met for CVA safe harbour to apply, lawyers say
One bank faces 3% hit to equity ratio if EBA proposals accepted
Short-term capital surcharge mooted in addition to longer-term reform
Findings of EBA review to be discussed on December 5
Banks in other big EU states will be able to sidestep Basel III
Banks say leverage exposure "could be halved" after PRA acts to safeguard business
Eleven CCPs say they will apply to Esma for approval – sparing European members a capital hit – but Canada's CDCC has no plans to go through the process
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.