Deutsche Bank hires Nomura’s Neal for listed derivatives
Wayne Byres is set to become chairman of the Australian Prudential Regulation Authority when his term as secretary-general of the Basel Committee on Banking Supervision ends
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 Stefan Walter articles
On the scrapheap
Beyond Basel 2.5
Walter joins Ernst & Young regulatory push
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
A recipe for disaster?
“It’s good to have hard deadlines”
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
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.