By: Bogie Ozdemir and Peter Miu
Excess collateral acts as buffer in 10 years of data at unnamed CCP
Solvency II rate cut would crowd insurers into long-dated assets, says insurance chief
Industry and regulators at loggerheads over pro-cyclicality
'Very poorly timed' paper misses the point on pro-cyclicality, says ABI’s head of regulation
Time-varying contributions would mitigate pro-cyclicality
Group led by Andrew Haldane opens debate on effects of insurance regulation
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Banks using a PIT model instead of a TTC model may receive a capital saving for the Basel III counter-cyclical capital buffer but such an approach might not be viewed as within the spirit of the rules by regulators
By: Mario Quagliariello, European Banking Authority
The myths and truths about Basel II cyclicality
Is the counter-cyclical toolbox incomplete?
Market participants cast doubt on the collective strength of multiple measures to mitigate pro-cyclicality in Basel III.
Philippe Trainar, chief risk officer at Scor, talks to Alexander Campbell
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
The Committee on the Global Financial System has released a proposal recommending changes to dampen pro-cyclicality in margin practices and haircuts for securities financing and over-the-counter derivatives. How could this affect collateral management…
Supervisors look to keep a firmer grip on securities lending haircuts to prevent asset bubbles from forming.
Ensuring banks put in place counter-cyclical capital buffers has become a key area of focus for regulators across the globe, with some proposing capital cushions be based on financial or macro variables. Alessandro Conciarelli and Mario Quagliariello disc