Procyclicality
Tackling pro-cyclicality in banking regulation
Addressing pro-cyclicality
Basel Committee stalls on key element of counter-cyclical plans
Market participants cast doubt on the collective strength of multiple measures to mitigate pro-cyclicality in Basel III.
Scor looks to Solvency II
Philippe Trainar, chief risk officer at Scor, talks to Alexander Campbell
Basel Committee counter-cyclical proposals tie buffers to economic indicators
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
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
Daily news headlines
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
Daily news headlines
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