Basel Committee on Banking Supervision (BCBS)
Big banks expect to miss Basel risk data deadline
Markit study and Basel progress report find industry is lagging
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
Ingves: ‘no doubts’ about post-crisis regulation
Market fragility fears outweighed by benefits of new rules, says Basel chairman
Ingves: Europe facing peer pressure on Basel III
Other jurisdictions will push EU to fix gaps in rules, says Basel chair
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
BCBS 239 – Principles for effective risk data aggregation and reporting
Sponsored forum: Risk data aggregation and risk reporting
DBS risk chief calls for wider margining exemption for non-banks
Margining rules for uncleared derivatives will be a drain on liquidity
Australian bank capital in top quartile - ABA
ABA calls for better ways to compare bank capital between countries
Japan banks will avoid US firms over margin rules
Dollar bias of US uncleared margin rules will impact swap pricing
Non-cleared margin rules pose cross-border challenge – Isda
Key differences between European and US rules could hit Asia
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
Top 10 op risks 2015: model risk
Avoiding model failure will be a key issue in 2015
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
Back-testing expected shortfall
Three easy-to-implement methods for back-testing expected shortfall
Softer NSFR may not save repo, banks warn
Final rule slashes funding requirement for reverse repo, but applies it more widely
Dealers fret over NSFR impact on equities
Basel Committee ignores calls to protect market in new funding rules
US bilateral margin rules: a hit parade of horrors
US regime differs on currency, threshold, eligible collateral and non-financials
In-depth introduction: Expected shortfall
Weird or pragmatic: VAR-based back-tests for expected shortfall
Back-testing expected shortfall: mission possible?
Expected shortfall is hard to back-test, critics say – but the search for a solution is underway
Hull and White on the pros and cons of expected shortfall
Expected shortfall may be more conservative than VAR, but there are backtesting and stability concerns
Basel's operational risk capital revisions welcomed
Basel Committee overhauls standardised approaches
AIB welcomes AFS bond filter preservation
Senior risk manager says economy too fragile to remove filter
German banks attack Basel charge for banking book rate risk
Current plans unsatisfactory, says industry association
VAR replacement may be too volatile, banks warn
Criticism of expected shortfall has been muted, but concerns are growing