Expanded risk-based approach (Erba)
Fed to move tailored-capital goalposts soon, says Bowman
Banks hope agencies will index triggers for harsher capital rules to economic growth
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