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.
Special report: Technology
The pace of regulation is driving Asian banks to place an ever great focus on technology
Technology innovation: Numerix
Structured Products Asia Awards 2012
Basel III guidelines may increase systemic liquidity risk for Indonesian banks
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
How Basel III is turning borders into barriers
Turning borders into barriers
The agent-principal dilemma
The agent-principal dilemma
Regulation to hit bank profitability - Risk survey
Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
In favour of macro-prudential regulation
In favour of macro-prudential regulation
Sponsored statement: Moody's Analytics
The challenges and opportunities of implementing Basel III
Increased competition for Australian retail deposits won’t cause future liquidity issues
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat to deposit levels
Asian values – Aaron Woolner column
Asian values
Asia faces obstacles in implementing regional clearing regime
Clearing the obstacles
Asia dealers question applicability of CVA to region’s markets
Questionable values
Model foundations of Basel III standardised CVA charge
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several…
Q&A: Christian Clausen on bank capital, systemic risk buffers and bail-in debt
Hitting the buffers
Credit Suisse: Algorithmic gymnastics
Algorithmic gymnastics
Risk 25: How Basel III is turning borders into barriers
Turning borders into barriers
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Risk 25 firms of the future: Deutsche Bank
Difficult choices ahead
Risk 25 firms of the future: Eris Exchange
The future of swaps?
Risk 25 firms of the future: Basel Committee
Implementing rules and filling in gaps
Risk 25: Technology vendors adapt their risk systems
Intelligent thinking for risk systems
