Basel Committee on Banking Supervision (BCBS)
China relaxes liquidity rules to fall in with Basel timeline
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
Cross-border cultural concerns are a priority for Raiffeisen
Raiffeisen Bank International operates across central and eastern Europe – op risk head Nicole Murtinger discusses the cultural challenges this brings her
Central Bank of Ireland diverges from Basel III on AFS bonds
Irish bank capital numbers would filter out unrealised gains and losses on government bonds
Regulators pine for the simple life
Prudential regulation is too complicated, the Basel Committee has conceded - but that does not mean it will embrace an all-powerful leverage ratio. By Duncan Wood
ECB’s Russo: indirect clearing model needs work
Clarification call on capital charges that apply to indirect clearing
Acting as a clearing member will be uneconomical – Isda panel
New proposed rules on CCP default fund capital and the leverage ratio will together make acting as a clearing member uneconomical, says industry panel
FX options clearing a 'big challenge', warns NY Fed official
Speaking at the FX Invest West Coast conference, the New York Fed's Jeanmarie Davis addressed the challenges associated with clearing and settlement of forex options
Basel III capital charges to dent bank M&A activity
Capital controls
FX swaps and forwards off initial margin hook
Working Group on Margining Requirements has confirmed the exemption of FX swaps and forwards from initial margin, as well as a more restricted exemption for cross-currency swaps
Risk interdealer rankings 2013: Dealers
Shakes, rattles and rolls
Pakistan adds Basel III capital surcharge to allow for modelling shortfalls
State Bank of Pakistan outlines its Basel III capital requirements for domestic banks
Leverage ratio changes threaten European clearing model, industry warns
Proposed revisions appear to catch back-to-back trades that are used to get exposure into European CCPs
WGMR exemption for FX swaps and forwards expected imminently
Final rules on margin requirements for non-centrally cleared derivatives are expected within weeks, including a long-awaited exemption for forex swaps and forwards
CME default fund contributions likely to rise following CFTC move
A change in CFTC rules could lead to clearing members having to increase default fund contributions at CME and other US CCPs
RBI policy document pushes CCIL closer to QCCP status
Indian regulator takes explicit responsibility for supervising the Mumbai-based clearing house
Regulators should keep internal models
The Basel Committee on Banking Supervision is looking closely at the use of supervisor-approved internal models by banks, but the alternatives, such as a leverage ratio, are not a realistic option, argues Uwe Gaumert
Basel faces challenge on charge for interest rate risk in the banking book
Rates expectations
Basel Committee has work cut out on interest rate risk charge
Basel Committee taskforce starts work to develop a Pillar I charge for interest rate risk in the banking book, but some bankers and former regulators say the challenges will be too great
OpRisk Top 100 Banks: how huge fines are skewing bank losses
Increasing spread of operational risk losses linked to fines in this year's survey of op risk at the world's 100 largest banks
Industry offers alternative to simplified securitisation capital formula
The Basel approach is criticised as inconsistent, prompting a group of quants to develop an alternative
Implementing the AMA: an insider's view
Joachim Pfeifer, formerly head of operational risk at Commerzbank, describes the bank's journey towards advanced measurement approach approval
Basel Committee may look to floors and fixed parameters
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
Basel tries to create clearing pull with new capital rules
Dealers say rules for default fund exposures are an improvement, but risk weights are not tied to "real default probabilities"
Basel leverage ratio would double up collateralised OTC positions
Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures