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.
HKMA’s tight control over default data inputs reduces RWA significance
Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
Asia Risk Congress: LCR drives expanding regional liquidity swap market
Insurers providing liquidity swaps to banks is a growing trend in Asia
Asia Risk Congress: Collateral requirements will hit derivatives trading volumes
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
Banks should give more info on RWAs and models, says FSB
It is impossible for investors to understand modelling differences between banks, FSB report warns
Banks retreat from commodity derivatives
Wall Street retreats
White paper: The New Challenges of Regulatory Reports and Data Lineage
There is a new regulatory focus on the quality of risk and regulatory reporting – but not just on the finished result. Executives now must be able to attest to the figures and demonstrate that report producing processes are robust. Learn how these new…
Banks cut commodity VAR as regulatory reform bites
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
Keeping it in the family – Aaron Woolner column
Keeping it in the family
Insurers welcome Eiopa’s review of capital charges on infrastructure and securitisations
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
FX Week Asia: Exemptions offer little solace for corporates
Corporate treasurers remain concerned about increased hedging costs as a result of new regulation, and expect banks to pass the costs on – despite exemptions for corporate hedging
Sponsored webinar: Data management and regulatory reporting
A panel of experts discuss the challenges posed new regulation - and in particular, those relating to data collection and reporting
As banks retreat who will dominate US power trading?
Power struggle
SGX proposes to drop clearing member minimum share capital from S$1bn to S$50m
First Asian exchange to offer client clearing looking to dramatically alter the terms to become an OTC client clearing member
The pricing paradox
The pricing paradox
Isda: understanding Dodd-Frank
Cause and effect
Responding to the eurozone crisis
The cutting crew
Sponsored statement: Standard Chartered
Asia’s local capital markets stand on the verge of a boom
Sponsored forum: Collateral management
Scope for more efficient collateral movement
Sponsored webinar: Ernst & Young
Basel III and liquidity – Going all the way
ALM Europe: Banks could issue more sub debt to cut bail-in risk, says BoI capital head
Banks could issue more subordinated debt to protect senior creditors from the threat of a bail-in – in theory. But Bank of Ireland capital head says the market is too thin
More risk at the top table
Top 100 banks
ALM Europe: ‘Economic case’ for Basel III delay, says SG economist
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference
The last word: Basel III
The leading question
OTC Derivatives Clearing Summit: Some FCMs charging five times more than others, says panel
Fees charged by clearing members can vary wildly – and low-cost providers may try to terminate relationships if they prove unprofitable, panellists warn