Stefan Walter
People: Deutsche Bank hires Nomura’s Neal for listed derivatives
Deutsche Bank hires Nomura’s Neal for listed derivatives
US and EU banks face different Basel III floors
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Changing hats, April 2012
Hong Kong's SFC sets up risk strategy unit and Bank of England governor to chair the BIS's Committee on Payment and Settlement Systems
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
People: Walter joins Ernst & Young regulatory push
Walter joins Ernst & Young regulatory push
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
Walter joins Ernst & Young
Former Basel Committee secretary-general returns to New York in regulatory consulting role
Dealers predict CVA-CDS loop will create sovereign volatility
A recipe for disaster?
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee will not impose CoCo requirement for Sifis
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
LCR should include equity, says ACP’s Nouy
Basel III liquidity coverage ratio should admit equities with significant haircuts, says Danièle Nouy at the Autorité de Contrôle Prudentiel
Basel Committee continues to reject equity for the LCR
Equities do not have the necessary characteristics to be included in the liquidity coverage ratio, says general secretary Stefan Walter – but some banks disagree
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Basel open to liquidity rule changes
Basel open to liquidity rule changes
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Risk Europe: Dodd-Frank rating requirement has competitive implications under Basel III
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Walter
Risk Europe: 'Humble' Basel Committee open to liquidity rule changes
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide