Basel Committee on Banking Supervision (BCBS)
New projections on economic impact of Basel III at odds with IIF estimate
Analysis by the Macroeconomic Assessment Group shows a smaller impact from higher capital ratios than an earlier industry report.
Basel Committee under time pressure
Time is on the slide
A crucial month for Basel III calibration
Implementing change
Mizuho provides a model model for AMA in Japan
Japan’s regulator points to Mizuho Financial Group’s operational risk management model as an example for banks in the country to follow. Shigehiko Mori, the group’s head of operational risk, talks about how the model works and his plans for continued…
Basel Committee defends adjustments to Basel III as calibration decisions loom
Regulators describe difficulties ahead as they prepare for Basel III calibration and transition decisions in September
Financial regulators tighten grip on banks with series of rule changes
July saw amendments to Basel III, the signing of the Dodd-Frank reform bill, and the results of stress tests on European banks. Credit assesses how investor sentiment towards the banking sector has been affected by this activity.
New Basel proposals threaten bank sub debt, investors warn
Bond investors voice concerns over freedom given to national regulators to determine trigger events for conversions or haircuts.
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Regulators tout new impact studies as proof of Basel III’s viability
Basel Committee and FSB studies play down the economic impact of Basel III - proof, regulators say, that the reforms are fit for purpose.
Basel Committee revises proposals for capital charge on counterparty risk
The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly
Basel Committee sets out plans for completion of Basel III
Regulators announce a longer transition period and changes to CVA charge
Regulators to present living wills proposals to G-20
Banks asked to draw up blueprints for resolution as part of a pilot scheme
Basel CVA changes criticised
The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly
A focus on gone-concern contingent capital
Regulators have found it easier to reach consensus on a standard for contingent capital that converts at the point of a bank’s insolvency, but continue to struggle with the definitions for going-concern conversion. How will supervisors proceed? Joel…
Liquidity takes centre stage for banks and regulators
Regulators and banks have increased their focus on liquidity risk management significantly since the crisis. William Perraudin discusses some of the possible implications
Brazil poised for real change on Basel II
Brazil is justifiably proud of the progress it had made in the implementation of Basel II, due for completion in 2013. However, a sudden increase in lending is raising a host of data issues and diverting management’s attention away from operational risk
OpRisk Europe: The slow drive for change
Speakers at OpRisk Europe agreed that, while change in op risk legislation and capital calculation is necessary, it needs to be undertaken slowly and carefully
Basel’s buffers won’t apply to op risk calculation
Basel Committee proposes capital buffer to be tied to macroeconomic indicators
Change is the only constant
Regulatory change is inevitable, but those in Basel say they are taking it slow
Basel counterparty risk charge to be reworked
Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
15 minutes with: Eraj Shirvani, Isda
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Basel Committee counter-cyclical proposals tie buffers to economic indicators
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
Funding concerns for banks could prompt Basel III rethink
The deadline for the implementation of proposed regulation may be extended, as banks protest against the potential impact of stringent new capital and liquidity rules.