Basel III
WHAT IS THIS? Basel III is a set of bank soundness rules drawn up by the Basel Committee on Banking Supervision in response to the financial crisis. It hikes the minimum amount of capital banks must hold, introduces new leverage and liquidity ratios, and limits the use of internal models.
Do bank complexities increase the risks? Insights from four Asian countries
Focussing on China, Malaysia, Pakistan and Qatar, the authors investigate how bank complexity impacts bank risk.
Bucking Japan megabank trend, Norinchukin’s market RWAs spike 41%
Latest surge underscores challenge of adapting to FRTB
BoE official plays down fears of global regulatory fragmentation
Risk Live: UK expects close co-operation with US, while others express concern over Basel III endgame
US Basel III delay to 2026 seen as almost inevitable
Reprioritisation and leadership changes cast doubts on timing of new proposals
CRR III curbs charges for BPCE’s equity stakes
RWAs for subsidiaries outside prudential consolidation drop 82% after Basel revamp
How to reform the NSFR… and why regulators may never get there
Ideas for updating funding rules after SVB include recalibration and concentration limits
Why Basel’s push to overhaul PFE is a wake-up call for risk teams
The regulatory push, lessons from Archegos and why a unified PFE/XVA framework is becoming the new standard
Norinchukin trims slotting approach reliance, expands A-IRB scope
Bank’s models recover ground after Basel III curtailing
The IMA map: charting market risk capital under Basel 2.5
The current market risk framework refuses to be superseded. Risk.net dissects banks’ disclosures to explore how trading book capital requirements have evolved
CVA capital charges more than double at BPCE post-Basel III
French bank leads European trend of elevated capital requirements under new rules