Liquidity coverage ratio (LCR)
Asian banks disadvantaged by Basel Accord – Asean Risk 2012
The Basel III Accord has been framed purely to fix the failures in the US and European banking system and is placing an unfair burden on Asian financial institutions, according to speakers at Asean Risk conference.
Hong Kong regulator to allow foreign currency liquid assets to make up LCR shortfall
HKMA backs foreign currency option for local banks struggling to meet Basel III’s liquidity coverage ratio
Regulator Q&A: Grant Spencer, deputy governor, Reserve Bank of New Zealand
Despite New Zealand’s domestic banking sector escaping the worst ravages of the recent financial crisis, the Reserve Bank of New Zealand is not wasting any time in introducing the Basel III framework – but with a local twist
Deleveraging fears overdone, says EBA chairman
Enria defends EBA's 9% capital buffer in New York speech
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
Indian banks to provide Basel III liquidity data in advance of 2013 deadline
Reserve Bank of India tells domestic banks to start reporting aspects of Basel III liquidity strength measures from June this year – ahead of the 2013 reporting timetable outlined by the Basel Committee
Risk Annual Summit: Loan and bond markets will suffer under Basel III, say panellists
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Early adoption of Basel III across Asia causes tech headaches for bank risk managers
Strong balance sheets mean Asian banks are well placed to meet Basel III increased capital requirements but the disparate state of the regional regulatory framework means the technological challenges of meeting the rules could be significant
South African banks push for central bank liquidity facility to help LCR compliance
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
Banks want derivatives collateral included in LCR
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Reconsidering the LCR
Reconsidering the LCR
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Basel Committee considers use of credit ratings in LCR shake-up
The scrapping of the level 1 and level 2 distinction for liquid assets is also discussed as the committee reviews the liquidity coverage ratio
Asia’s risk professionals warn of unintended consequences of Basel III
Basel III rules may cause banks to reduce lending, worsening the economic slowdown, warn risk professionals in Asia-Pacific
Asia’s opinions on Basel III
The Basel Committee has published rules on the capitalisation of bank CCP exposures and global Sifis in recent months. It will now monitor how the rules are implemented, and tweak calibrations where necessary. Asia Risk talks to a selection of leading…
Australia gives green light to covered bonds in Basel III liquidity drive
ANZ issues first Australian covered bond following government reforms; covered bonds seen as part of the solution to address liquidity shortage under Basel III
Australian regulator releases Basel III liquidity proposals
Australia's prudential regulator publishes discussion paper for liquidity reforms under Basel III. In addition, the Reserve Bank of Australia announces further details for its committed liquidity facility to address the liquidity shortage banks will face…
From micro to macro: Basel III tools eyed as systemic risk controls
Keeping the lid on
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Asia Risk Congress 2011: CCP users need tactical collateral planning due to Basel III capital squeeze
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) clearings, meaning end-users of CCPs need to tactically plan…
Video: Banks can arbitrage central bank liquidity provision
A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
Australian banks still face liquidity challenges, FSB peer review finds
A Financial Stability Board peer review finds the Australian financial system remains strong but banks face Basel III liquidity and wholesale funding challenges
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”