Basel Committee on Banking Supervision (BCBS)
Review of 2016: turn and face the strange
Post-crisis reform has caused upheaval, but gave recent years a sense of direction; in 2016, that was missing
EU banks fear fresh blow on Basel credit risk capital rules
Possible revision to standardised approach would favour US banks for corporate exposures
Basel IV – a timeline
How Basel's plans to tighten control over banks' internal models have evolved since 2014
Doom loop reloaded: CRR II goes soft on sovereign debt
EC dilution of Basel liquidity and market risk rules could create new regulatory arbitrage
Non-cleared margin – a timeline
Milestones in the development of margin requirements for non-cleared trades
FRTB survey: internal model approval tops list of bank fears
Two years on from its devising, chunks of the new market risk framework remain 'unworkable'
FRTB survey: banks fear high bar for P&L test
One bank expects all of its desks to fail the P&L attribution test
Basel still pushing for capital model floors
Bank treasurers call plan to underpin internal models with standardised floors “unmanageable”
EU could impose negative rate shocks via IRRBB rules
Banking Book Risk Summit: EBA guidance on shocks is “outdated”, says ECB official
Bank treasuries grapple with IRRBB data requirements
Banking Book Risk Summit: Data from recent zero rates era not a reliable behavioural indicator
IFRS 9 to drive regulatory capital volatility, experts warn
Banking Book Risk Summit: Expected credit loss accounting will be subjective and confusing
The impact of IFRS 9 on earnings volatility and uncertainty in the supply and demand for regulatory capital
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European NSFR revamp could save banks billions in funding costs
Commission expected to ease pressure of liquidity ratio on derivatives positions when it unveils CRD V proposals
Non-cleared margin rules confuse Asian private banks
Exotic OTC products for Asian high-net-worth investors could be under threat
Basel considered axing standardised approach to CVA calculation
Committee discussed axing standardised and basic approaches in recent months, sources say – but ruled out both
EBA: small banks will be worst hit by IFRS 9
Standard approach banks disadvantaged by higher capital impact and implementation burden
Bankers confident on local adoption of Basel IRRBB rules
Risk USA: US, EU regulators expected to implement new framework consistently
FDIC’s Hoenig rounds on Europeans over Basel stand-off
Risk USA: Senior US regulator criticises focus on capital neutrality
FRTB: banks fearful of risk transfer missteps
Short credit and equity positions held in banking book will be caught by market risk capital requirements
BCBS 239: Data harmonisation heaven?
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Operational risk modelling – finally?
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Vickers renews criticism of BoE systemic buffer
Blanket 3% buffer would better support ring-fencing, Vickers tells Tyrie
Blueprint for FRTB: Building a future-state business strategy
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European bail-in buffers may stretch market-making capacity
New Basel capital exemptions could be too small if all EU banks have to issue bail-in bonds