Basel Committee
Isda AGM: Banks to blame for regulatory fragmentation, says Basel Committee’s Coen
Bank lobbying has encouraged national supervisors to water down global standards, says deputy secretary-general of Basel Committee
Europe goes its own way on CVA
Europe goes its own way on CVA
European CVA rules put Asia banks at disadvantage
Competitive disadvantage
Basel trading book review triggers fight for modelling freedom
Regulators have embarked on a wholesale review of the way trading book exposures are capitalised. The industry responded, and continues to lobby – but is it getting anywhere? Laurie Carver reports
Q&A: Mark Branson on the too-big-to-fail problem, modelling and Basel III
Switzerland went first – and furthest – on post-crisis banking reforms, making its industry a test case for the impact of the new regime. But it has not yet solved the too-big-to-fail problem, Mark Branson, chief bank supervisor at Eidgenössische…
Risk Annual Summit: Basel ‘caved in’ on LCR, says German regulator
Bafin liquidity expert tells conference that national concerns and industry pressure caused LCR rewrite
Higher Basel III pricing deters Asian banks from issuing new Tier II capital
Banks issued debt before the end-of-2012 deadline for Basel II capital, lessening their refinancing requirements for this year
JP Morgan manipulated VAR and CRM models at London whale unit - Senate report
Trading book capital measures were at heart of efforts to free up traders and reduce capital
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Regulatory certainty required for Basel III bond uptake in India
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
Mooted VAR substitute cannot be back-tested, says top quant
Basel Committee should stick with VAR, argues Paul Embrechts of ETH Zürich
Europe edges towards three-pronged CVA exemption
CRD IV set to exempt trades with corporates, sovereigns and pension funds
Bank groups revise trading book counter-proposals
Industry associations seek to put banks in control of diversification treatment - but propose regulatory safeguards
‘Near-final’ margin rules to be issued within days, says Iosco chief
Secretary general of Iosco confirms that further work is needed to assess the economic impact of margin requirements for uncleared derivatives
Risk.net poll: Simpler Basel framework is needed
A majority of Risk.net readers think regulators should reduce complexity in the Basel framework, after a recent report shows wide variations in RWAs
US politicians plot national impact study for Basel III
Basel III could face more delays in the US as legislators press for a national impact study
Revised LCR falls short on ending Basel III concerns over trade finance
The relaxation of Basel III’s liquidity coverage ratio (LCR) requirements have been a major boon to trade finance, a sector which expected to suffer badly from the new regulatory regime. But not all issues related to Basel III have been resolved
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Bank analysts spooked by huge gulfs in Basel RWA review
Some banks calculating measures that are 3% of the median in Basel Committee study, while others are more than 2,500%
LCR changes result from regulatory high-wire act
The recent easing of the Basel III liquidity coverage ratio is welcome, but highlights the difficult – perhaps impossible – regulatory challenge of striking the right balance in a world of too-big-to-fail banks, writes David Rowe
Basel RWA review said to show banks 'many multiples' apart
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
JP Morgan report confirms RWA reduction led to CIO loss
A misguided plan to reduce Basel 2.5 RWAs and a series of management failures combined to leave JP Morgan’s chief investment office with a $6 billion loss, the bank finds