Trading book
Basel Committee sketches regulatory action plan
Basel Committee on Banking Supervision identifies eight issues it is working on as Basel III reform package heads into the political sphere
Industry expresses concern over timing of Basel trading book review
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
Banks struggle with Basel 2.5
Challenging change
Europe hikes capital rules, slashes banker bonuses
Legislation adopted by European Parliament requires banks hold up to four times more capital to protect against trading risk; half of bankers’ bonuses to be paid in contingent capital
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,…
Uncertain liquidity ratios
Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for liquidity and not capital that most concern market participants.
Basel harmony still a long way off, notes IIF
“No-one really appreciated the complexity of the whole [Basel Accord] process,” says Charles Dallara, managing director at the Institute of International Finance (IIF). “It is only in the last nine months that regulators and bankers have woken up to the…
Basel Committee announces additional credit risk working groups
The Basel Committee on Banking Supervision announced today that it is launching three working groups, in partnership with the International Organization of Securities Commissions (Iosco), to explore a number of counterparty credit risk and trading book…
Forward CMS rate adjustment
Constant maturity products
The maturity offset problem
Regulation