Basel Committee on Banking Supervision (BCBS)
Banks see clash in Basel's trading and banking book work
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
ABA hits out at minimum capital floor proposals
Australian banks say minimum floor will reduce risk sensitivity of the Basel framework
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Q&A: the Bundesbank’s Andreas Dombret on small banks, big banks and shadow banks
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Nouy: Europe should keep 3% leverage ratio
SSM chair also wants to end rule opt-outs that make banks "look stronger than they really are"
Basel scraps plans for final trading book QIS
Banks fear regulators will not have enough data to draw up sound rules by year-end
Q&A: Finansinspektionen's Uldis Cerps on capital floors and too-big-to-fail
Floors framework should not overstate risk, says Sweden's bank supervision chief
Capital floors could spur risk-taking – Swedish FSA
"Very careful" calibration needed to avoid bad incentives, says senior supervisor
Fed: future of op risk models “in the balance”
Basel Committee mulling altered AMA – or even replacement with RSA
Basel Committee launches FVA project
US regulators also looking into divergent valuations for uncollateralised swaps
Banks fear ill-aligned op risk capital under new simple method
Proposals for revised standardised approach receive mixed response
Basel will address leverage ratio threat to clearing
FAQ document to tackle treatment of segregated initial margin
VAR limits: dislocations put focus on other lines of defence
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Op risk capital would double under Basel's RSA proposals – ORX
Proposed revised standardised approach would hit big banks hardest
KVA: banks wrestle with the cost of capital
As the bank capital burden grows, dealers are trying to price in the associated costs
Trading book fears grow as rules enter home straight
Hedging threatened by treatment of liquidity and diversification, critics claim
CVA switchback will hit bank capital ratios, EBA says
One bank faces 3% hit to equity ratio if EBA proposals accepted
Collateral damage: what HSBC's troubles mean for AMA
HSBC affair highlights a problem with modelling op risk capital
Banks claim trading book rules will hit hedges
Regulatory measures of risk would leap 133% for some positions, warns ING
AMA uncertainty hindering widespread adoption among banks
Some banks shy away from the op risk method under review
Regulators defend AMA as a process to manage op risk
Modelling operational risk capital provides insight into banks’ weak spots
Leverage ratio threat to Eurodollar liquidity
Cost of benchmark contract will rise and liquidity will fall, clearers warn