Mark white
Banks criticise plan to deduct DVA from equity capital
Published online only
Source: Risk magazine
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Original headline:
Source: Risk magazine
Central clearing for over-the-counter derivatives could be jeopardised by draft capital rules that encourage banks to clear, but discourage them from providing intermediary services to other derivatives...
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More Mark white articles
The product no-one wants to sell: portability held up by lack of rules
Original headline:
Source: Risk magazine
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....
Going-concern triggers on CoCos unrealistic, says White
Published online only
Source: Risk magazine
Contingent capital instruments designed to provide a capital boost before the point of non-viability are laudable but unrealistic, says former RMMG chair Mark White
Credit Risk 2011: Basel III overreaching into macro-prudential policy...
Published online only
Source: Risk magazine
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee may adjust 'blunt' CCP default fund capital
Published online only
Source: Risk magazine
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
Confusion over CCP default fund charge
Original headline:
Source: Risk magazine
The Basel Committee on Banking Supervision has proposed new capital charges for bank exposures to central counterparty (CCP) default funds, with the final rules expected to be drawn up by September. But is the timeline too ambitious, and who will calculate...
Basel to overhaul CVA capital calculation
Original headline:
Source: Risk magazine
The Basel Committee makes changes to the controversial bond-equivalent approach
Basel Committee considers capital charges on CCP default fund exposures...
Original headline:
Source: Risk magazine
Banks will face a higher capital charge if the CCP default fund is deemed to be at risk of loss
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