Expanded risk-based approach (Erba)
CCB’s securitisation risk-weighted assets nearly quadruple
Residential mortgage securitisations held as investor rise 42-fold in six months
Fed to move tailored-capital goalposts soon, says Bowman
Banks hope agencies will index triggers for harsher capital rules to economic growth
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
Can US regulators keep Collins happy with one capital stack?
Legal experts say Basel III endgame redraft retains spirit if not letter of the floor
Has the Collins Amendment reached its endgame?
Scott Bessent wants to end the dual capital stack. How that would work in practice remains unclear
US Basel III endgame: a credit risk calibration conundrum
If regulators want to finalise the rules, they should strip out gold plate and cancel a haircut
Capital-neutral securitisation risk weights
A closed-form formula to allocate capital to the tranches of a securitisation is presented