Leverage ratio
The Nava-gator
Safe-keeping
Fears over consistency of Basel III implementation
The power of peer pressure
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
The end of the beginning for Basel III
Basel III: in your own time...
The Basel Committee needs teeth
Basel needs teeth
Basel Committee doesn’t have the last word, vows Othmar Karas, MEP
European Parliament’s rapporteur for CRD IV suggests Basel III will hit European banks hardest and adjustments will be needed when the standards are transposed into European law
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
Basel Committee under time pressure
Time is on the slide
A crucial month for Basel III calibration
Implementing change
StanChart sees no need for Basel III capital
Standard Chartered (StanChart) believes it is already well capitalised and has no plans to react to Basel III proposals by building up more capital.
Basel Committee sets out plans for completion of Basel III
Regulators announce a longer transition period and changes to CVA charge
Slow ahead for euro rates business
Investors have grown increasingly worried about exposures to eurozone sovereigns given the problems faced by Greece and others. Christophe Mianné, head of global markets at SG CIB, warns the second quarter will prove to be tough for the European rates…
15 minutes with: Eric Litvack, SG CIB
SG CIB's Eric Litvack talks to Risk about the implications of evolving rules on bank capital and OTC derivatives.
Basel III: kill or be killed
The Basel Committee is trying to prevent a repeat of the financial crisis with a package of new rules, but banks argue the cure could be worse than the disease. After spending the past two months filling out spreadsheets on the impact of the proposals,…
A dynamic model for leveraged funds
Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…
Banks call for Basel III rewrite as QIS exercise ends
The industry hopes the impact study will lead to a rewrite of proposed new rules on capital, liquidity and leverage.
Capital punishment?
At a landmark meeting early this month, the Basel Committee will finalise its proposals for a host of measures, including counter-cyclical capital buffers and a leverage ratio. The consultation in early 2010 will be the industry’s last chance to fight…
No accounting for leverage
The Basel Committee is set to unveil proposals for a leverage ratio in December as a means of constraining the excessive growth of bank balance sheets. But risk managers warn the proposals risk creating an unlevel playing field between US and European…
FDIC: crisis validates US Basel II delay and leverage ratio
The decision by the US to retain the leverage ratio has been validated by the events of the financial crisis and spared the country from an even more severe fiscal implosion, a senior Federal Deposit Insurance Corporation (FDIC) official has claimed.