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
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…
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…
Regulators and banks have increased their focus on liquidity risk management significantly since the crisis. William Perraudin discusses some of the possible implications
Basel Committee considers recalibrating the simpler approaches to op risk measurement but says changes will happen later rather than sooner
Regulatory change is inevitable, but those in Basel say they are taking it slow
Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
Architect of Hong Kong dollar currency peg believes regulators outside Asia must do more to address threat from 'shadow banking'
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
The deadline for the implementation of proposed regulation may be extended, as banks protest against the potential impact of stringent new capital and liquidity rules.
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Basel Committee modelling group chair suggests index hedges and double counting could be fixed in proposed CVA charge.
Contrasting regulation for buyers and issuers of bank paper is adding to stress in funding markets.
Basel Committee members are seeking to fend off speculation they have already decided to abandon or rewrite key elements of their proposals.
Regulators and politicians know what needs to be done to put the eurozone on an even keel and fix the holes exposed by the subprime crisis, says Mattias Persson, head of financial stability at the Sveriges Riksbank, Sweden’s central bank. The result will…
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.
Speculation that Basel Committee will scrap key proposals in bank capital framework is misplaced, say insiders.
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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