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.
The rise of KVA: how 10 banks are pricing the capital crunch
Risk survey shows new add-on is gaining acceptance and could reshape the swaps business
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
KVA losses would outweigh FVA – Risk survey
Respondents reveal huge gulf in pricing for generic swap
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
Clearing brokers send balance sheet allocations to Basel
Data from several clearers submitted to illustrate impact on bank leverage ratios
Are regulators listening at last on the leverage ratio?
Basel Committee, FSB and EBA open ears to balance sheet leverage concerns
Pension funds in limbo as EC leaves Emir exemption gap
Funds could be subject to CVA charge for period of weeks or months
How to fix the leverage ratio (by a prudential regulator)
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
FCMs try to ‘off-board’ credit and commodity funds
Fee hikes are being used to drive out clients that hog capital
BOCI pushing RMB as collateral in commodity derivatives deals
Bank of China's Hong Kong subsidiary looks for global role – and to expand the use of the yuan
Top 100 Banks: losses fall in 2014
OpRisk database sees loss figures improve
Citi exec laments plight of the quants
Quant Congress USA: Quant departments have become “sterile” and “dumbed-down”
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
Big data and cloud computing are banks' next tech challenges
Bank technology needs continue to evolve
Philippines central bank to implement Basel III liquidity rules
Central bank governor says local banks ready for the LCR
US rules on foreign banks criticised by SRB’s König
Local holding companies are a “step in the wrong direction”, says European resolution chief
Chenavari exploiting opportunities in energy, Asia and liquid alts
Credit player launches Ucits European vehicle and eyes '40 Act funds
Forex Sefs face uncertain future amid regulatory delays
NDFs unlikely to migrate before 2019
Depositors feeling the pinch as banks bow to Basel III
Seven firms say deposit business is being complicated by LCR and leverage rules
'Contradictory' Basel III regulations causing market distortions
Implementation of regulation such as Basel III is causing unusual outcomes say market participants
Philippines 5% leverage ratio causes few ripples
BSP brings in one of the highest basic leverage ratios globally, but local firms are unconcerned
Deal of the year: Citi
Citi acquired at least a dozen commodity books from rival dealers in 2014
Barclays exec: NSFR is magnifying bank leverage
Liquidity ratio also creating extra costs for repo desks