Basel Committee on Banking Supervision (BCBS)
Brazil poised for real change on Basel II
Brazil is justifiably proud of the progress it had made in the implementation of Basel II, due for completion in 2013. However, a sudden increase in lending is raising a host of data issues and diverting management’s attention away from operational risk
OpRisk Europe: The slow drive for change
Speakers at OpRisk Europe agreed that, while change in op risk legislation and capital calculation is necessary, it needs to be undertaken slowly and carefully
Basel’s buffers won’t apply to op risk calculation
Basel Committee proposes capital buffer to be tied to macroeconomic indicators
Change is the only constant
Regulatory change is inevitable, but those in Basel say they are taking it slow
Basel counterparty risk charge to be reworked
Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
15 minutes with: Eraj Shirvani, Isda
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Basel Committee counter-cyclical proposals tie buffers to economic indicators
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
Funding concerns for banks could prompt Basel III rethink
The deadline for the implementation of proposed regulation may be extended, as banks protest against the potential impact of stringent new capital and liquidity rules.
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.