Trading book
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
Cutting Edge introduction: risky contributions
Risky contributions
Use of OECD ratings in US market risk proposals questioned
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Basel trading book review delayed
Fundamental review of Basel trading book rules may not begin in earnest until March 2012
Complexity Basel 2.5's biggest problem, Risk.net poll finds
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
Credit Risk USA: Basel trading book regime attacked by dealers
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
RBS faces $100 million lawsuit in US
RBS being sued in the US by Highland Capital for $100 million
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Sovereign risk weights under threat
Weight gain
Triple threat to sovereign default-risk-free status
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
Revised CVA capital charge does not go far enough, say dealers
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
Back to the drawing board for trading book rules
Throwing the book
Basel Committee sketches regulatory action plan
Basel Committee on Banking Supervision identifies eight issues it is working on as Basel III reform package heads into the political sphere
Industry expresses concern over timing of Basel trading book review
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
Banks struggle with Basel 2.5
Challenging change
Europe hikes capital rules, slashes banker bonuses
Legislation adopted by European Parliament requires banks hold up to four times more capital to protect against trading risk; half of bankers’ bonuses to be paid in contingent capital