Basel Committee on Banking Supervision (BCBS)
Provisioning for the future
A growing number of regulators have highlighted dynamic provisioning as a means of lessening pro-cyclicality in the financial system. José Mar√≠a Rold√°n, director-general of banking regulation at the Banco de Espa√±a and chair of the Standards…
A combined effort
Rather than running the business process and operational risk management frameworks in tandem, why not combine them and use one structure to comply with many rules? By Dennis Dickstein
Basel liquidity standards due in December
The Basel Committee on Banking Supervision is set to unveil quantitative liquidity requirements for public consultation at its quarterly meeting in December, the co-chair of the committee's liquidity working group has told Risk News.
Basel Committee releases Basel II capital enhancements
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Central clearing will need new laws, Isda report finds
New laws will be needed in the US and Europe to support the introduction of central clearing of credit default swap (CDS) trades, according to a study published yesterday by the International Swaps and Derivatives Association.
Agencies aim to unite US with Basel liquidity risk standards
US regulatory authorities yesterday released proposed guidance on contingent funding and liquidity risk in a bid to bring US financial institutions into alignment with international liquidity standards.
Building up Basel II
In an exclusive interview with Risk, Stefan Walter, secretary-general of the Basel Committee on Banking Supervision, discusses everything from capital to pro-cyclicality, while outlining the reform agenda for Basel II. Rob Davies reports
Basel changes could "kill off correlation trading”
Proposed changes to the Basel II Accord’s trading book regime, due in early July, will make correlation trading uneconomical unless a compromise can be found, say dealers.
Basel Committee extends membership to G-20
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The shock of the interaction
Banks have long talked of enterprise risk management, but many firms have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market risk are closely linked. What are the challenges…
Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
Building on Basel II
Editor's letter
Basel releases guidance on wire-transfer messages
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Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
Basel releases framework for assessing systemic risk of large banks
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BCBS releases valuation and leverage report
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IMF: leverage best for determining bank bailouts
Leverage ratios, return on assets and stock data are among the most reliable indicators for predicting whether banks would require government intervention in the credit crisis, according to a study published by the International Monetary Fund (IMF) this…
Hard times for VaR
The Basel Committee's ambitious plan to overhaul VaR models is coming in for fierce criticism. By John Ferry