Basel Committee on Banking Supervision (BCBS)
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
Non-cleared margin rules pose cross-border challenge – Isda
Key differences between European and US rules could hit Asia
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
Top 10 op risks 2015: model risk
Avoiding model failure will be a key issue in 2015
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
Back-testing expected shortfall
Three easy-to-implement methods for back-testing expected shortfall
Softer NSFR may not save repo, banks warn
Final rule slashes funding requirement for reverse repo, but applies it more widely
Dealers fret over NSFR impact on equities
Basel Committee ignores calls to protect market in new funding rules
US bilateral margin rules: a hit parade of horrors
US regime differs on currency, threshold, eligible collateral and non-financials