Procyclicality
Dampening pro-cyclicality in margin
The Committee on the Global Financial System has released a proposal recommending changes to dampen pro-cyclicality in margin practices and haircuts for securities financing and over-the-counter derivatives. How could this affect collateral management…
Through-the-cycle haircut in securities financing likely, says senior regulator
Supervisors look to keep a firmer grip on securities lending haircuts to prevent asset bubbles from forming.
A variable response
Ensuring banks put in place counter-cyclical capital buffers has become a key area of focus for regulators across the globe, with some proposing capital cushions be based on financial or macro variables. Alessandro Conciarelli and Mario Quagliariello disc
A variable response to pro-cyclicality
Ensuring banks put in place counter-cyclical capital buffers has become a key area of focus for regulators across the globe, with some proposing capital buffers be based on financial or macro variables. Alessandro Conciarelli and Mario Quagliariello…
Cebs consults on liquidity buffers
Daily news headlines
BIS outlines 'narrow path ahead' in annual report
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Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
Lessons learned
OpRisk USA
Raiders of the loss arc
Regulators are looking at ways to remove pro-cyclicality from accounting standards, with some advocating the scrapping of incurred loss models in favour of dynamic provisioning
Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
BCBS releases valuation and leverage report
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A vicious circle
Regulators are looking at how best to ensure capital adequacy rules are not pro-cyclical. The Basel Committee has proposed changes to its market risk rules, but further, counter-cyclical changes have been suggested. What is being considered and what are…
Breaking the cycle
Basel II
A counter-cyclical Basel II
The Basel Committee on Banking Supervision is making various changes to the Basel II framework in the wake of the financial crisis. But Ryozo Himino argues there should be greater focus on incorporating a built-in stabiliser into the Accord
Wellink: Banking should be 'shock absorber' for financial system
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Crisis will shape regulatory capital, says UK FSA chairman
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Stable doors and bolting horses
Editor's Letter
Banks urge pro-cyclicality review
The subprime crisis has sparked fears that regulators may insist on banks holding higher regulatory capital, a result some bankers insist would choke off lending and push the global economy into a recession.