Basel Committee on Banking Supervision (BCBS)
Banks tout break clauses as capital mitigant
Breaking with tradition
Adapting banking supervision for a crisis scenario
Rethinking banking supervision
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
South African banks push for central bank liquidity facility to help LCR compliance
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town
Banks criticise plan to deduct DVA from equity capital
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Goodbye VAR? Basel to consider other risk metrics
Trading book review will look at replacing value-at-risk, but quants say the obvious alternative - expected shortfall - is not much better
ORR Innovation Awards: Initiative of the year
Revised ORX data reporting standards
ORR Innovation Awards: Regulator of the year
Mitsutoshi Adachi
Industry calls for new approach to op risk capital
The AMA today
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
RWA probe could cut modelling flexibility, says new Basel chief
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
CCPs fear prescriptive Esma standards on margin and risk
Esma could take key risk management decisions out of the hands of CCPs, according to new discussion paper on the technical standards required by European clearing rules
Walter joins Ernst & Young
Former Basel Committee secretary-general returns to New York in regulatory consulting role
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Banks want derivatives collateral included in LCR
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Basel 2.5: US ratings workaround criticised
Workaround woes
Reconsidering the LCR
Reconsidering the LCR
Cutting Edge introduction: risky contributions
Risky contributions
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Asia banks seek Sifi status
Badge of honour
Asia financial regulators press on with banking reforms
Diverging directions