Basel Committee on Banking Supervision (BCBS)
Basel proposal to cause ‘huge problem’ for TLAC market-making
Proposal requiring banks to deduct holdings of other banks’ TLAC debt could restrict market-making
Basel op risk reform proposal expected to be delayed
Consultation on scrapping operational risk modelling is now expected in early 2016
FRTB may lead banks to take more risk, says Deloitte
Analysis shows some trading desks receive lower capital with stressed market risk charge
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
Bafin's Hufeld: op risk modelling 'almost impossible'
AMA can go, but other models will stay, Felix Hufeld tells Risk.net
Basel Committee readies op risk and FRTB releases
Supervisors under pressure to finalise post-crisis reforms to capital rules
FRTB: the nightmare before Christmas
Unwanted gift will be delivered, say regulators, and only its size is up for debate
US regulators not backing down in leverage ratio stand-off
Yellen, Gruenberg and Curry offer no concessions to agriculture committee
Statistical spin may decide severity of trading book rules
Capital increase levied by Basel Committee could depend on use of mean versus median
US politicians renew push for change to leverage ratio
Agriculture committee ups pressure on Fed over client margin
Fears mount over CCP client porting
Shrinking pool of FCMs could undermine efforts to port client positions in a default
MVA will be a ‘game-changer’, say valuation experts
Leap in initial margin will cut CVA, FVA and KVA, but generate new funding effects
Pillar 2 'unlikely to cushion' trading book capital impact
Pillar 1 capital hike likely to outstrip any Pillar 2 add-ons, say dealers
EU 'five-year delay' to Basel op risk modelling axe
Scrapping op risk modelling in Europe could take five years, say lawyers
JFSA calls for substituted compliance on uncleared margin rules
Deputy commissioner Shirakawa says remaining differences make this more important
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
Coen: leverage ratio hit to clearing due to clashing mandates
Coen calls for greater parity between leverage ratio and clearing requirements
Banks forlorn over new Basel counterparty risk charge
Standardised risk charge delivers few benefits, and plenty of trouble
EBA chair says current regulation not fit for all banks
Rules derived from Basel III too complex for some banks
Trading book QIS: residual risk is 'killing everybody'
Residual risk add-on more broadly applicable than first thought under Basel rules
Reining in capital models is bad for risk management
AMA's likely demise is latest sign of worrying trend in bank capital rules
Bank business models changing due to Basel III, says EY
Half of G-Sifis face demands to change business mix or deleverage, survey finds