EU lenders say both EBA proposals would distort capital requirements
Basel group split over how to reflect European plans for 'simple' securitisations
More Regulatory capital articles
Local holding companies are a “step in the wrong direction”, says European resolution chief
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
IAIS and Bafin chair commits to ICS by 2016 although industry raises doubts
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
While standardised rules are being revised, banks say they can't make a call on floors
ABSTRACT The Great US Recession of 2007-9 offers a unique opportunity to analyze the performance of credit risk models under conditions of economic stress. We evaluate three potential sources of model...
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
FAQ document to tackle treatment of segregated initial margin
Regulators are hoping higher capital levels will translate into healthier markets
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Regulators plan to floor modelled capital at a percentage of standardised approaches
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.