Basel Committee
Banks forlorn over new Basel counterparty risk charge
Standardised risk charge delivers few benefits, and plenty of trouble
Trading book QIS: residual risk is 'killing everybody'
Residual risk add-on more broadly applicable than first thought under Basel rules
Bank business models changing due to Basel III, says EY
Half of G-Sifis face demands to change business mix or deleverage, survey finds
Dealers criticise Basel’s 'nonsensical’ CVA impact study
Tight deadline and limited portfolio makes measurement difficult
Dealers fret over Basel CVA revisions
Punitive standardised approach may replace modelling
Expected shortfall’s silver lining
Despite continuing to insist that replacing value-at-risk with expected shortfall in the Basel Capital accord is wrongheaded and potentially dangerous, David Rowe argues that the shift may have an important silver lining
Banks reject NMD maturity limits in interest rate risk rules
Consultation respondents warn of reduced lending and higher systemic risk
G-Sibs fret as Fed mulls including surcharges in CCAR
Surcharges are excluded from CCAR in 2016 but could be factored in from 2017
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
How to fix the leverage ratio (by a prudential regulator)
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
New trading book QIS tackles correlation gripes
Changes proposed for correlation, exotic derivatives and hard-to-model risks
Counterparty calamity: inside Basel's new standard charge
Capital for modelling banks could jump by half if 75% floor is applied to SA-CCR
Regulators forge compromise on banking book rate risk
Basel rules allow a combination of internal and standardised models
UBS chairman slams ‘simplistic’ leverage ratio
Axel Weber says Basel III has not made the financial system better
No quick fix to leverage ratio stance on margin, banks told
Regulators to address capital hit via standard on segregation – but not before 2017
Q&A: Finma’s Branson on Swiss banks and the Swiss franc
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
Basel considers U-turn on fourth trading book QIS
Industry lobbying prompts regulator to revive plans for a further impact study
Banks find huge capital jump in FRTB impact study
QIS shows five-times increase under revised standardised approach to market risk
Smaller China banks opt for internal credit risk modelling
Basel III and a rise in bad loans drive banks to reassess credit risk management
SEC's Piwowar: FSB "knows nothing" about insurance, asset mgt
Isda AGM: SEC commissioner rejects idea of expanded role for FSB
Banks see clash in Basel's trading and banking book work
Draft rules on interest rate hedging could set back arbitrage fix, critics claim
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Basel scraps plans for final trading book QIS
Banks fear regulators will not have enough data to draw up sound rules by year-end