Basel Committee
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Different preferences create divided implementation of Basel III
A matter of taste
Isda 27th Annual General Meeting Chicago 2012
End in sight?
Bail-in regimes will reduce demand for bank debt - Risk.net poll
Over three-quarters of poll respondents believe new resolution plans will hurt market for bank bonds - at a time when issuance needs to increase
Regulator Q&A: Grant Spencer, deputy governor, Reserve Bank of New Zealand
Despite New Zealand’s domestic banking sector escaping the worst ravages of the recent financial crisis, the Reserve Bank of New Zealand is not wasting any time in introducing the Basel III framework – but with a local twist
BoE's Tucker: FPC capital powers 'won't be popular'
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
Use of PIT model neutralises impact of counter-cyclical capital buffer
Banks using a PIT model instead of a TTC model may receive a capital saving for the Basel III counter-cyclical capital buffer but such an approach might not be viewed as within the spirit of the rules by regulators
Regulatory differences could be behind RWA inconsistency, report suggests
Initial findings of a review led by the European Banking Federation suggests differences in regulatory regimes could be behind a divergence in RWA numbers
Bank capital
In depth: bank capital introduction
Credible capital: regulators prepare to tackle RWA divergence
Credible capital
Basel 2.5 caused €200 billion jump in RWAs
European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum
New Zealand proposes partial earlier adoption of Basel III capital requirements
New Zealand regulators have opted to bring in the capital conservation and counter-cyclical buffers ahead of the Basel Committee schedule – but market participants are unsure if this is necessary
Risk Annual Summit: Bank deleveraging 'might not be cyclical'
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Risk Annual Summit: CVA rethink needed, says HSBC risk specialist
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Risk Annual Summit: Loan and bond markets will suffer under Basel III, say panellists
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Risk Annual Summit: Deutsche credit risk head questions CRD IV timeline
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
Banks tout break clauses as capital mitigant
Breaking with tradition
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
Goodbye VAR? Basel to consider other risk metrics
Trading book review will look at replacing value-at-risk, but quants say the obvious alternative - expected shortfall - is not much better
Let’s hear it for the tail risks
We must recognise the value of the right-hand side of the loss data distribution
Expected problems
The capital reductions to be gained from properly assessing expected losses can’t be ignored, says Marcelo Cruz
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact