Quantitative impact study (QIS)
FRTB managers face hard facts about risk factors
There are ways to reduce the capital charges caused by NMRFs, but they come at a price
Japan regulator: we are racing to finish FRTB in 2018
Japanese banks warn against rushing rules with poor data, and fret over EU delays
Basel III changes set to create big winners and losers
Capital hit for G-Sibs ranges from 28% drop to 43% jump, QIS reveals
Fears of fragmentation over Basel shadow banking rules
Step-in risk guidelines could be taken more seriously in the EU than in the US
Basel considers U-turn on fourth trading book QIS
Industry lobbying prompts regulator to revive plans for a further impact study
Trade bodies gear up for Solvency II impact studies
Trade bodies gear up for Solvency II impact studies
OpRisk North America: US foreclosure crisis highlights boundary risks
US foreclosure crisis highlights boundary risks
New QIS for Europe to explore economic impact of CRD IV
A new quantitative impact study for Europe will be launched to analyse the impact of Capital Requirements Directive IV
Solvency II not a concern for corporate debt markets
ING Investment Management relaxed about Solvency II reducing appetite for corporate bonds
Industry urged to stop fighting Basel III and negotiate transition period
Banks should focus on the timeline for implementation and stop resisting the Basel reform package itself, say regulators
Basel Committee’s Walter: Basel III on track
A package of reforms to the Basel II capital framework will be calibrated by year-end as planned, says secretary-general.
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,…
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.
Road to transition
For a moment it looked as if the post-crisis drive for reform was losing momentum. But the Basel Committee on Banking Supervision has established working groups to keep the industry focused, and to propose ways to keep moving forward
Basel QIS 6 a 'mini-LDCE'
The Basel Committee out with a mini loss-data collection exercise to track performance over crisis period
Sigor to recalibrate TSA betas for operational risk capital
Rumours that regulators will be recalibrating the TSA betas have been proven true
US regulators outline QIS4 process
US regulators are busy finalising the text for the fourth quantitative impact study (QIS4), which they expect to issue at the end of October to the banks participating in the exercise.