Basel Committee on Banking Supervision (BCBS)
MVA will be a ‘game-changer’, say valuation experts
Leap in initial margin will cut CVA, FVA and KVA, but generate new funding effects
Pillar 2 'unlikely to cushion' trading book capital impact
Pillar 1 capital hike likely to outstrip any Pillar 2 add-ons, say dealers
EU 'five-year delay' to Basel op risk modelling axe
Scrapping op risk modelling in Europe could take five years, say lawyers
JFSA calls for substituted compliance on uncleared margin rules
Deputy commissioner Shirakawa says remaining differences make this more important
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
Coen: leverage ratio hit to clearing due to clashing mandates
Coen calls for greater parity between leverage ratio and clearing requirements
Banks forlorn over new Basel counterparty risk charge
Standardised risk charge delivers few benefits, and plenty of trouble
EBA chair says current regulation not fit for all banks
Rules derived from Basel III too complex for some banks
Trading book QIS: residual risk is 'killing everybody'
Residual risk add-on more broadly applicable than first thought under Basel rules
Reining in capital models is bad for risk management
AMA's likely demise is latest sign of worrying trend in bank capital rules
Bank business models changing due to Basel III, says EY
Half of G-Sifis face demands to change business mix or deleverage, survey finds
JFSA's Mori warns on over-regulation of banks
"The factories manufacturing new regulation are still operating at their full capacity"
Dealers criticise Basel’s 'nonsensical’ CVA impact study
Tight deadline and limited portfolio makes measurement difficult
IFRS 9: Managing the transition to the new loss modelling
Sponsored webinar: Wolters Kluwer
Basel Committee to consult on scrapping op risk modelling
Regulators plan to propose single simple method
Traders see DVA adjustment as 'accounting fudge'
Dealers at London event remain unconvinced by controversial funding adjustment
Expected shortfall’s silver lining
Despite continuing to insist that replacing value-at-risk with expected shortfall in the Basel Capital accord is wrongheaded and potentially dangerous, David Rowe argues that the shift may have an important silver lining
UK banks won't face FRTB capital hike – BoE official
Policy expert says most trading risks already captured under Pillar 2 framework
Banks shun internal models in CVA impact study
Accounting exposures win out as banks seek to align capital with front-office practice
Banks reject NMD maturity limits in interest rate risk rules
Consultation respondents warn of reduced lending and higher systemic risk
Q&A: BoJ's Nakaso on QE, JGB liquidity and Basel III
Coherence of new Basel rules needs study, says BoJ deputy governor
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
Clearing brokers send balance sheet allocations to Basel
Data from several clearers submitted to illustrate impact on bank leverage ratios
Are regulators listening at last on the leverage ratio?
Basel Committee, FSB and EBA open ears to balance sheet leverage concerns