Basel Committee on Banking Supervision (BCBS)
Banks fear ill-aligned op risk capital under new simple method
Proposals for revised standardised approach receive mixed response
Basel will address leverage ratio threat to clearing
FAQ document to tackle treatment of segregated initial margin
VAR limits: dislocations put focus on other lines of defence
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Op risk capital would double under Basel's RSA proposals – ORX
Proposed revised standardised approach would hit big banks hardest
KVA: banks wrestle with the cost of capital
As the bank capital burden grows, dealers are trying to price in the associated costs
Trading book fears grow as rules enter home straight
Hedging threatened by treatment of liquidity and diversification, critics claim
CVA switchback will hit bank capital ratios, EBA says
One bank faces 3% hit to equity ratio if EBA proposals accepted
Collateral damage: what HSBC's troubles mean for AMA
HSBC affair highlights a problem with modelling op risk capital
Banks claim trading book rules will hit hedges
Regulatory measures of risk would leap 133% for some positions, warns ING
AMA uncertainty hindering widespread adoption among banks
Some banks shy away from the op risk method under review
Regulators defend AMA as a process to manage op risk
Modelling operational risk capital provides insight into banks’ weak spots
Leverage ratio threat to Eurodollar liquidity
Cost of benchmark contract will rise and liquidity will fall, clearers warn
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Big banks expect to miss Basel risk data deadline
Markit study and Basel progress report find industry is lagging
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
Ingves: ‘no doubts’ about post-crisis regulation
Market fragility fears outweighed by benefits of new rules, says Basel chairman
Ingves: Europe facing peer pressure on Basel III
Other jurisdictions will push EU to fix gaps in rules, says Basel chair
EBA 'abolishing' two-pillar Basel framework, critics say
New guidelines prescribe make-up of Pillar II capital add-ons for first time
BCBS 239 – Principles for effective risk data aggregation and reporting
Sponsored forum: Risk data aggregation and risk reporting
DBS risk chief calls for wider margining exemption for non-banks
Margining rules for uncleared derivatives will be a drain on liquidity
Australian bank capital in top quartile - ABA
ABA calls for better ways to compare bank capital between countries
Japan banks will avoid US firms over margin rules
Dollar bias of US uncleared margin rules will impact swap pricing