Basel III
WHAT IS THIS? Basel III is a set of bank soundness rules drawn up by the Basel Committee on Banking Supervision in response to the financial crisis. It hikes the minimum amount of capital banks must hold, introduces new leverage and liquidity ratios, and limits the use of internal models.
Quant Congress USA: Basel timelines meaningless, says panel
The banking industry is moving ahead with Basel III implementation – even in the US, where regulators only recently released their Basel III proposals
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Basel III threatens to throttle trade finance
An unwelcome trade-off
Structured solutions for Asian project finance
Structured solutions
The Orsa risk quantification challenge
The quantification question
Prices diverge as CVA exemption remains in limbo
Dealers face pricing headache as they wait to see whether Europe's version of Basel III will exempt corporate customers from the CVA capital charge
Writing love letters to models
Love letters to models
Swedish banks braced for home loan capital hike
A weighty issue
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
Cutting Edge introduction: The origins of the standardised CVA charge
The origins of CVA
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
Sponsored forum: Inflation
Growth in an era of austerity
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Risk & Return Canada: CBA slams ‘regulatory risk’
Policy head at Canadian Bankers Association expresses fears about side-effects of regulation; other speakers complain about "alphabet soup" of new rules
JP Morgan loss was bungled attempt to cut Basel III RWAs, says Dimon
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
US and EU banks face different Basel III floors
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Basel’s bitter pill – Aaron Woolner column
Basel’s bitter pill
Australia weighs up illiquidity premium for insurer liabilities
Premium progression