Pillar 1
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
Solvency II proposals cause confusion on non-euro extrapolation
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
Regulators pine for the simple life
Prudential regulation is too complicated, the Basel Committee has conceded - but that does not mean it will embrace an all-powerful leverage ratio. By Duncan Wood
‘Credible risk’ that last liquid point for UK risk-free curve could change
Concerns raised over Eiopa’s discretion over methodology
Insurers raise fresh concerns over Solvency II phase-in
Instability of capital framework should be reflected in plans for soft-launch
The forgotten pillars of Basel II
Forgotten pillars
Insurers wrestle with Solvency II internal model change policies
Supervisors say existing guidance has yet to be tested and may not work
Model behaviour: supervisors grapple with internal model approval
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports
Norwegian regulator to ease internal model timetable in wake of Solvency II delays
French regulator also considering adjusting pre-approval schedule
Sponsored feature: Goldman Sachs Asset Management
Transparency in fund investments – a capital advantage
Smoothing the flow: integrating workflow in Solvency II
Smoothing the flow
Lloyds abandons AMA
Lloyds has abandoned the AMA after trying to combine two models, losing key staff and coming under scrutiny from regulators
OpRisk Europe: EBA calls for common approach on CRD
Bernd Rummel describes EBA push for Europe-wide approach to capital rules
Sponsored statement: Strategies for success
A practical and holistic approach to stress testing in financial services
Pillars of wisdom
European insurance regulation is shifting from Pillar I rulebook to Pillar II dialogue. But the dialogue may be evolving into a poker game. Aaron Woolner reports
Basel II costs rising, says survey
A survey of banks in Europe and North America, sponsored by the consultancy firm Accenture, has found dwindling optimism and rising predicted costs for the implementation of Basel II, with the cost of compliance now estimated to be £2.5 billion for the…
UK banks can save money by delaying Basel II implementation, says Cass research
Delaying compliance with the New Basel Accord would save UK banks substantial amounts of money, according to research by Cass Business School of London.
QIS 3 suggests Basel II op risk charges and insurance role
BASEL - The third Basel II quantitative impact study, or QIS 3, brings bankers up to date with the latest thinking of global banking regulators on the treatment of operational risk under the complex Basel II bank protective capital accord.
No op risk surprises in QIS 3
BASEL - Some 265 banks in more than 50 countries were absorbing the contents of the key QIS 3 survey, which seeks information on how the complex Basel II capital pact would affect them, as Operational Risk went to press.