Basel Committee on Banking Supervision (BCBS)
Basel considered axing standardised approach to CVA calculation
Committee discussed axing standardised and basic approaches in recent months, sources say – but ruled out both
EBA: small banks will be worst hit by IFRS 9
Standard approach banks disadvantaged by higher capital impact and implementation burden
Bankers confident on local adoption of Basel IRRBB rules
Risk USA: US, EU regulators expected to implement new framework consistently
FDIC’s Hoenig rounds on Europeans over Basel stand-off
Risk USA: Senior US regulator criticises focus on capital neutrality
FRTB: banks fearful of risk transfer missteps
Short credit and equity positions held in banking book will be caught by market risk capital requirements
BCBS 239: Data harmonisation heaven?
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Operational risk modelling – finally?
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Vickers renews criticism of BoE systemic buffer
Blanket 3% buffer would better support ring-fencing, Vickers tells Tyrie
Blueprint for FRTB: Building a future-state business strategy
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European bail-in buffers may stretch market-making capacity
New Basel capital exemptions could be too small if all EU banks have to issue bail-in bonds
Regulators struggle to conjure the right leverage ratio
Too low, and it has no effect; too high, and liquidity suffers. Time for flexibility?
Audio webinar: Implementing and capturing value from BCBS 239
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Reserving judgement: the BoE’s divisive leverage ratio plan
Central bank reserves exemption may squeeze interbank liquidity, raise capital requirements
Can the AMA be reborn?
Regulators could rescue op risk modelling through Pillar 2, writes former supervisor
Tweaks to standard op risk method not enough, experts warn
Basel Committee to integrate insurance and divestitures, but SMA still lacks forward-looking approach
Netting questions linger in Asia margining rules
Hong Kong set to exempt non-netting trades from margin regime, following Australian position
Time is tight: Implementing the IFRS 9 three-stage approach
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Risk Chartis Market Report: IFRS 9
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SGX risk chief urges Asia lobbying push on FRTB
Asian markets could be stifled by “irrelevant” global standards, warns Koh
FRTB data pooling crawls into action
Dealers voice concerns on data pooling as industry initiative to model risk factors faces significant challenges
Taking the FRTB plunge
Banks entering chilly FRTB waters for first time facing fresh challenges
Europe arrogant to reject capital increase, says lawmaker
Parliamentarian hits back at European Commissioner's criticism of Basel model floors
Regulatory fragmentation drives Basel RWA impasse
European Commissioner rejects model floors that US regulators have already imposed
FRTB sends banks around the bend
Banks uncover hidden challenges of data, computing power and need for joined-up approach