Basel Committee on Banking Supervision (BCBS)
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Risk Annual Summit: CVA rethink needed, says HSBC risk specialist
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Risk Annual Summit: Loan and bond markets will suffer under Basel III, say panellists
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Cutting operational risk capital through insurance
Using insurance can produce significant capital savings - but some legal problems remain
Managing operational risk at commodity trading firms
Managing operational risk
South African banks will struggle with CCP default fund requirements, say participants
Default fund contributions will be too onerous for South African banks, say conference participants
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