Tier One Capital
Data shows no link between size and op risk losses
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Tier One Capital articles
Consultation undermines level playing field between banks and insurers on capital issuance
Fines are driving up op risk losses, and the pace of prosecutions is not slackening
Issuance of Basel III-compliant bonds in India likely to be followed in Australia and Malaysia but investors are cautious of potential dangers
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie...
The adjustment bureau
On the scrapheap
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
BlackRock chief calls for perpetual preferred shares to be counted towards Tier I capital at Europe's banks
A new pull for CoCos
A capital plan
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.