Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Banks using a PIT model instead of a TTC model may receive a capital saving for the Basel III counter-cyclical capital buffer but such an approach might not be viewed as within the spirit of the rul...
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Pro-cyclicality articles
Market participants cast doubt on the collective strength of multiple measures to mitigate pro-cyclicality in Basel III.
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
Supervisors look to keep a firmer grip on securities lending haircuts to prevent asset bubbles from forming.
Unresolved differences between central bankers and prudential supervisors mean the Basel Committee's forthcoming package of reform proposals will not include substantive detail on one of the most-discussed...
Spanish banks this week reported third-quarter earnings that featured sharp increases in loan loss provisions at a time when the economy continues to sour - nothing unusual in that, perhaps, but critics...
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.