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.
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
RWA probe could cut modelling flexibility, says new Basel chief
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Corporate backlash on costs of regulation continues
Banks will not be able to avoid passing on the hefty costs of regulatory reform to their buy-side clients, argued participants at the ACI UK’s annual square mile debate
European capital rules could squash CVA feedback loop
European capital rules could squash CVA feedback loop
Eurex to offer full segregation in March launch of OTC clearing
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Reconsidering the LCR
Reconsidering the LCR
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Cutting Edge introduction: risky contributions
Risky contributions
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
FSA outlines draft guidance on liquidity swap transactions
Guidelines require notification of deals and improved risk management processes
Regulator Q&A: Amando Tetangco, governor of the Central Bank of the Philippines
The head of the Philippine central bank explains how Basel III has a “perverse” impact on countries with strong fiscal discipline and why the Sifi designation is less important than rigorous regulation
Regulatory releases and developments in Asia
Regulatory releases and developments in Asia
Sponsored forum: OTC derivatives
Addressing the challenges of central clearing for the buy side
Risk.net poll: Basel rules make client clearing uneconomical
Fifty-four per cent of respondents say new capital rules for bank exposures to central counterparty default funds makes it unattractive to offer client clearing services
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Hedge fund derivatives house of the year: Deutsche Bank
Risk awards 2012
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Deal of the year: Credit Suisse
Risk awards 2012
Corporate risk manager of the year: Rolls-Royce
Risk awards 2012