Basel Committee
HKMA warns banks not to weaken liquidity profile to benefit from LCR phase-in
Hong Kong regulator to consult banks on new LCR this quarter and assess level playing field implications before deciding on whether to adopt a phased approach
Revealing the secrets behind RWA vanishing tricks
A weighty issue
Banks fear outcome as Basel Committee wraps up RWA review
Mending the RWA machine
The forgotten pillars of Basel II
Forgotten pillars
Banks told they will not benefit from LCR delay
National supervisors tell banks not to lower liquidity buffers, with market forces also pushing banks towards 100% compliance with measure
Addition of equities and mortgage bonds to LCR sparks criticism
Liquidity rules 'ruined' as regulators perform U-turn on equities, and also allow banks to include mortgage securities
Korea ready for Basel III, claims FSC
Meeting the challenges
Early adopter: Philippines set to introduce Basel III by start-2014
From Manila to Basel
Regulators hope changes will end LCR debate
A new ratio regime
Basel faulty
Basel faulty
Bank of Thailand: LCR horizon should be a maximum of seven days
Experience of the Asian financial crisis leads Bank of Thailand's deputy governor to question the LCR parameters
Raft of changes could shrink Basel III liquidity buffers
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
Basel III and Islamic finance: friend or foe?
Faith in the system
Risk USA: Regulators called on to restrict loan modelling choices
Less modelling freedom makes sense, says loan data expert – and the alternatives would be far worse
Risk USA: "We needed to run a simpler bank," says UBS risk manager
Capital pressures that drove UBS out of fixed income could force other banks to follow suit, says market risk head – and names Société Générale and BNP Paribas as examples
HKMA’s tight control over default data inputs reduces RWA significance
Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
Philippine early implementation of Basel III capital ratios politically motivated
The decision to bring full Basel III compliance in five years ahead of the final deadline is based on politics rather than economics, according to one risk manager
Risk-based approach "remains the foundation" of bank capital, says Basel Committee's Byres
Risk-based capital creates right incentives for banks, according to head of Basel Committee secretariat - but critics claim supervisors are making models less risk-sensitive
Basel 2.5 behind JP Morgan’s CIO trading loss
Rehedging mechanism within the comprehensive risk measure allowed JP Morgan to reduce risk-weighted assets while increasing market risk, claim industry experts
ALM Europe: Basel right to rein in capital models, says EIB exec
Regulators should be more intuitive in their approach to capital levels, EIB treasury risk head tells conference
Sponsored webinar: Ernst & Young
Basel III and liquidity – Going all the way
ALM Europe: Banks could issue more sub debt to cut bail-in risk, says BoI capital head
Banks could issue more subordinated debt to protect senior creditors from the threat of a bail-in – in theory. But Bank of Ireland capital head says the market is too thin
ALM Europe: ‘Economic case’ for Basel III delay, says SG economist
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference
Basel III guidelines may increase systemic liquidity risk for Indonesian banks
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding