Basel Committee on Banking Supervision (BCBS)
Credit Risk USA: Basel trading book regime attacked by dealers
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
ICB capital levels would hurt UK banks, critics say
Report recommends a worst-case capital level of 22.5% for large ring-fenced retail banks and UK-headquartered systemically-important banks
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Inclusion of legal losses in op risk databases has banks fretting
Banks worry Basel rules requiring legal events to be included in operational risk databases earlier might mean the information is used against them in legal proceedings
Regulators move to impose AMA capital floors
Floor flaws
Risk & Return Australia 2011: Co-ordinated supervision critical for global financial stability
Speakers at Risk & Return Australia 2011 believe the ability of supervisors to implement regulation around the world in a consistent manner is the most critical component to financial regulatory reform. They also believe the timeframe for new rules needs…
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
Risk waterfall at CME, Ice makes porting harder, dealers say
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Ignoring the perils of portability
The perils of portability
Q&A: ACP's Nouy on CRD IV, equity in the LCR and CoCos
Behind Basel III
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
Basel and Dodd-Frank create arbitrage potential, say analysts
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Going-concern triggers on CoCos unrealistic, says White
Contingent capital instruments designed to provide a capital boost before the point of non-viability are laudable but unrealistic, says former RMMG chair Mark White
Regulatory reform puts risk management under threat in Asia
Risk management under threat
Derivatives users face tough choices on CCPs
A clear path?
Banks call for equity to be counted in LCR
A taste for diversification
Concern over accuracy of RWAs grows
A weight on their minds
CVA charge will hit sovereign exposures
Adjusting to change
Basel Committee takes tiered capital approach to Sifis
Systemically important solutions
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures