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.

Basel CVA changes criticised

The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly

Lufthansa wary of OTC regulations

Corporates across the globe have lobbied to ensure end-users are not subjected to new clearing requirements for derivatives. For Lufthansa’s treasury department in Frankfurt, ensuring it is able to continue to hedge its foreign exchange and interest rate…

A focus on gone-concern contingent capital

Regulators have found it easier to reach consensus on a standard for contingent capital that converts at the point of a bank’s insolvency, but continue to struggle with the definitions for going-concern conversion. How will supervisors proceed? Joel…

Sheen: The FSA's go-to guy for op risk

Andrew Sheen at the UK Financial Services Authority has rapidly become one of the most respected experts in operational risk, perhaps due to his clear vision of where the profession needs to go and what it must do to get there.

A keen eye for convergence

Ellen Davis talks to Danièle Nouy, chair of the Committee of European Banking Supervisors about the CRD, Pillar III and divergence, along with other issues currently occupying the CEBS

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