Capital charges will be ‘very difficult to explain’, conference hears
More Trading book articles
Regulators have attempted to address a flaw within Basel II that gave banks an incentive to hold assets in the trading book. But Basel 2.5 may have gone too far, and made it more attractive to place...
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Costing stressed VAR
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
Poll on Basel Committee proposal to ditch VAR attracts close to 1,000 votes - with a narrow victory for critics of the metric
Under one accord
Time for scrutiny
Beyond Basel 2.5
Patchwork of risk measures - including standalone CVA charge - may be left intact
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.