Basel Committee on Banking Supervision (BCBS)
Basel shadow banking rules leave industry in the dark
The step-in risk concept may need a total overhaul to be fit for purpose as the UK goes its own way
Indecent exposure: Fed limits threaten swaps liquidity
Unworkable due diligence rules may prompt G-Sibs to cut single counterparty exposures below 5%
Even for me, AMA models are too complicated
The AMA doesn’t make any sense – but the idea of a single, simple equation does, writes Ruben Cohen
Time to gear up for MVA
Banks must be prepared for the looming rise of non-cleared margin requirements
Banks told to seize moment to devise new op risk charge
Banks should “get clever and develop their own model” in response to SMA, says UK bank risk manager
Basel arbitrage warning leaves dealers guessing
Banks told to avoid trades that offset regulatory adjustments, but details are thin
Fed paper stirs debate on new operational risk charge
Researchers offer academic justification for Basel's standardised measurement approach
Weighing criticism of the SMA reveals a lack of balance
Operational risk managers are becoming unusually excitable, with some justification
US regulators favour September margin deadline
September 1 roll-out would threaten bilateral swap trading chasm between EU and US
Banks reject Basel’s IRB data shortage claim
Internal models remain more accurate than standardised approaches, say industry responses
Funding flap: dealers slam NSFR impact on derivatives
Banks fume over “extremely punitive” funding costs from liquidity rule
Interview: Iosco’s Andrews stresses CCP resilience and recovery
CCP resolution spells regulatory failure; guidance to follow on PFMIs and CCP stress-testing
European regulators resist Basel risk models clampdown
EU authorities express concern over move to less risk-sensitive capital requirements
Basel’s Adachi: banks may discard some loss data under SMA
Losses from discontinued businesses may not count towards op risk capital
NPLs to blame for lending drag, say regulators
Banks that have already increased capital are lending most, says EBA's Enria
EU could go it alone on leverage ratio, says MEP
Swinburne says clearing should be shielded from ratio “if Basel does not deliver”
Basel liquidity ratios ‘destructive’ US Senate told
Fed's analysis of NSFR costs "dubious at best", says AEI scholar Paul Kupiec
Euro banks to bear brunt of €115bn SMA capital hike: study
"You will get some winners and some losers, but with this it's mostly losers," says ORX's Carrivick
Three months left: dealers fret over slow start to Simm tests
Banks "still working like mad" in race to implement standard margin model
Metro Bank aspires to IRB for credit risk
CRO Aileen Gillan discusses UK bank’s approach to culture, conduct and credit risk under Basel II
Basel Committee’s CVA shocker ignores trade-offs
Ditching own models for CVA risk is too binary and eliminates possibility of further dialogue
Trust in clusters: a new approach to stress testing
Search for plausible stress scenarios leads Natixis risk managers in a new direction
Manipulation threat to FRTB data pooling
Concerns over the governance of submitted data and costs could spawn rival initiatives
Banks battle to preserve ‘good value’ IRB models
Improving credit risk modelling assumptions could soften Basel's push for input floors