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.
Sponsored survey analysis: Ordnance Survey
Future risks for 2013 – What does the risk landscape look like?
Replacing VAR, OIS discounting and the future of quant finance – the top stories of 2012
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
Korea ready for Basel III, claims FSC
Meeting the challenges
Derivatives traders optimistic for 2013, according to Risk.net poll
Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Oprisk Software Profiles 2012/2013
Oprisk Software Profiles 2012/2013
Segreti leaves inflation for prime services role at Barclays
Ralph Segreti set to lead agency derivatives origination at Barclays, with Adam Law taking over the inflation business
Early adopter: Philippines set to introduce Basel III by start-2014
From Manila to Basel
Derivatives trader 2.0: Sun is setting on old-school risk-takers
Traders of the lost art
Regulators hope changes will end LCR debate
A new ratio regime
Risk software survey 2012
Coping with complexity
Risk technology rankings 2012
Breaking the banks?
Risk research: Almost 60% see increased IT spend in 2013
Expense makes sense
Basel faulty
Basel faulty
CRD IV at risk of non-compliance because of national exemptions, MEP warns
MEP Kay Swinburne warns that CRD IV is becoming too diluted by national exemptions
Lack of certainty over OTC clearing location a problem for Asia asset managers
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
Regulators in Asia target shadow banking sector
Regulators in Asia are striving to strike balance between regulating the shadow banking sector and letting Asian financial intermediation develop
Sponsored video: Regulatory impact on collateral
New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
Model behaviour: supervisors grapple with internal model approval
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports
Raft of changes could shrink Basel III liquidity buffers
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
Basel III and Islamic finance: friend or foe?
Faith in the system
Risk USA: Regulators called on to restrict loan modelling choices
Less modelling freedom makes sense, says loan data expert – and the alternatives would be far worse
New rules designed to kill OTC market, says European regulator
Central Bank of Ireland adviser says reforms will cause an "Ice Age" in the derivatives market
Optimising retail deposit pricing
Optimising retail deposit pricing