Basel Committee
Rethink urged over Basel’s counterparty exposure framework
Industry calls for softening of SA-CCR amid claims it could lead to doubling of calculated exposures
Implementation of Basel III capital ratios on Korean banks to drive subordinate debt issuance
Basel III capital requirements in Korea expected to dampen down M&A and ramp up issuance of subordinated debt
Basel Committee may look to floors and fixed parameters
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
No CVA exemptions in US Basel III rules
Europe isolated as US regulators opt for broad counterparty risk charge
Dealers plan standard margin model for WGMR regime
Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules
Bond investors attack 'disastrous' CRD IV rules on CoCos
Don't go CoCo
Bank capital models need more consistency: OCC's Pasch
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Another RWA, another dollar: Capital pressures prompt questions over pay
Basel III is forcing banks around the world to reduce their risk-weighted asset numbers. Some have set up specific teams to do so, but how will these traders fit into a remuneration system that focuses on revenue generation? By Michael Watt
Barnier: US will implement Basel III
Europe's internal markets commissioner dismisses suggestions that US will retreat from new rules, but says "technical delays" are possible on both sides of the Atlantic
Q&A: Solving the RWA conundrum
How to define RWAs has prompted debate across the global industry but Standard Chartered head of portfolio risk, Paul Harrald, says he has a solution