Basel Committee on Banking Supervision (BCBS)
Basel Committee convenes for crunch mid-year meeting
QIS results, industry feedback, recalibration and transition top the agenda of quarterly committee meeting.
Quant Congress USA: Economist praises dynamic provisioning
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Quant Congress USA: 'High risk of mis-calibration' in Basel III
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Index hedges may be allowed in Basel CVA charge
Basel Committee modelling group chair suggests index hedges and double counting could be fixed in proposed CVA charge.
Netherlands’ Wellink survives resignation calls
Calls for Netherlands Bank governor to quit followed damning report into the central bank’s handling of failure of DSB
No changes yet as Basel III redrafting looms
Basel Committee members are seeking to fend off speculation they have already decided to abandon or rewrite key elements of their proposals.
Data not judgement required for Nordic banks' Basel approach
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calculations. Banks don’t have enough instances of default in…
Liquidity risk management sponsored forum: Experience shared is a lesson learned
The financial crisis showed that not nearly enough attention had been paid to liquidity risk management by either banks or supervisors. Extensive regulation has been proposed in response, but what will this mean for the financial sector? A group of…
Basel Committee: no decision yet to scrap Basel III liquidity rules
Regulators accept reform package will need to be reshaped but claim no decisions will be taken until July's committee meeting
Regulators refute calls for Basel III rethink
Speculation that Basel Committee will scrap key proposals in bank capital framework is misplaced, say insiders.
Basel II and Basel III: Top articles from Risk.net
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
Regulators hit back at IIF’s doom-laden predictions of Basel III impact
Regulators believe the IIF has over-estimated the effect of the planned Basel III reforms.
Basel Committee adjusts market risk framework
A formal 8% floor is set for correlation trading capital charge following analysis of QIS results.
Canada ponders best route to derivatives clearing
Dealers and regulators are in separate discussions on over-the-counter derivatives clearing.
G-20 pursues systemically important banks, despite abandoning levy
Banks will still face new constraints as the G-20 continues with plans to prevent them from posing a systemic threat.
Industry urged to stop fighting Basel III and negotiate transition period
Banks should focus on the timeline for implementation and stop resisting the Basel reform package itself, say regulators
When market and credit risk collide
The financial crisis highlighted that interactions between market risk and credit risk could expose banks to greater risks than had been assumed. Banks are responding by altering their structure and the models they use – but it is by no means an easy…
Hopes grow for liquidity risk recalibration
Conservative concerns
Slow ahead for euro rates business
Investors have grown increasingly worried about exposures to eurozone sovereigns given the problems faced by Greece and others. Christophe Mianné, head of global markets at SG CIB, warns the second quarter will prove to be tough for the European rates…
Governance returns
Excessive risk-taking was a major cause of the recent meltdown in the financial markets. Time, then, for corporate governance to return in force
Where there’s a will…
Living wills have quickly emerged as a new measure to ensure banks are better prepared for the next crisis. But clear definitions of exactly what information they should contain and how they should be drawn are lacking
Risk Europe: Changes to liquidity ratios likely, say regulators
Bank supervisors may look to recalibrate liquidity proposals under Basel III following industry comment.