Capital requirements
Hedge fund of the year: Chenavari Investment Managers
With around $1 billion deployed in capital relief trades and the same amount in direct lending, Chenavari has found a sweet spot for investors - but a danger area for regulators
In-depth introduction: Government bonds
Central bankers and supervisors want to break Europe's bank-sovereign feedback loop. Politicians don't seem so sure
Cutting Edge introduction: pricing the CVA doom loop
Pricing the CVA doom loop
Capital relief accounts for 70% of some CDS spreads, quants say
New research sheds light on implications of product's role as regulatory capital hedge
Bank of Japan raises ‘major concerns' over US foreign bank rules
Letter to Fed governor challenges proposed regulation of foreign banks on the basis of inconsistency with international standards and restrictive liquidity rules
Think locally, act locally: Anger over US plans for foreign banks
The Federal Reserve is planning a radical departure from traditional supervision by requiring the local offshoots of foreign banks to meet US capital and liquidity rules. Overseas banks are furious – and regulators are backing them publicly, amid fears…
Huge settlements overwhelm op risk models
Capital punishment
Legally blind: Huge settlements overwhelm op risk models
Legally blind
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Macro-prudential supervision: the case against
The financial crisis could have been averted if regulators had been allowed to prick the credit bubble as it was inflating – or so claim advocates of macro-prudential supervision. But not everyone agrees. By Laurie Carver
Revealing the secrets behind RWA vanishing tricks
A weighty issue
The forgotten pillars of Basel II
Forgotten pillars
Sponsored statement: Moody's Analytics
The challenges and opportunities of implementing Basel III
Stressed VAR will hit forex options, dealers warn
Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
Q&A: Christian Clausen on bank capital, systemic risk buffers and bail-in debt
Hitting the buffers
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Risk 25 firms of the future: Basel Committee
Implementing rules and filling in gaps
Relief for dealers as Basel reins in capital for cleared trades
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Swedish banks braced for home loan capital hike
A weighty issue
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau