BoE paper’s prophesies of lower investment and thinner liquidity are too dramatic, specialists think
In richer test, ‘filtered’ VAR beats five other measures
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
By Bogie Ozdemir and Peter Miu
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.