Banking book
Absa: Gaining a single view of risk across both trading and banking books
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Basel to unveil ‘Pillar 1-lite’ approach to rate risk
First public consultation expected this month in long-running project
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
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Banking book rate risk project splits in two
Regulators working on Pillar II guidance as well as fixed capital regime
Basel rate-risk project sets up scrap over deposit models
Regulators could cap the maturity banks assume for large chunks of their deposit base
Examining the current state and future direction of enterprise stress testing
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German banks attack Basel charge for banking book rate risk
Current plans unsatisfactory, says industry association
How regulatory stress testing is shaping the future for banks
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Commercial credit analytics: Improving productivity
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Incentives remain in banking book vs trading book choice
Regulators have attempted to address a flaw within Basel II that gave banks an incentive to hold assets in the trading book. But Basel 2.5 may have gone too far, and made it more attractive to place assets in the banking book instead. By Giovanni Pepe
Basel faces challenge on charge for interest rate risk in the banking book
Rates expectations
Basel Committee has work cut out on interest rate risk charge
Basel Committee taskforce starts work to develop a Pillar I charge for interest rate risk in the banking book, but some bankers and former regulators say the challenges will be too great
Collateral damage: Capital proposals threaten Europe's ABS market
Insecuritisation
OpRisk North America: Confusion remains between trading book and banking book definitions
International definitions of banks' trading book and banking book still woolly, keynote speaker Charles Taylor tells conference
Wholesale banking: Challenges in automating commercial credit risk management
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Bank capital
In depth: bank capital introduction
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO