Basel II
Change is the only constant
Regulatory change is inevitable, but those in Basel say they are taking it slow
Basel counterparty risk charge to be reworked
Several aspects of Basel counterparty risk charge up for revision, including calibration and index hedges
15 minutes with: Eraj Shirvani, Isda
Isda's chairman discusses some of the changes in the regulation of the over-the-counter derivatives market
Key Basel III decisions due as oversight board gathers
Governors and heads of supervision will review recommendations brought forward from July 14-15 Basel Committee meeting
Chinese banks’ AMA op risk projects on hold
AMA projects on hold as Chinese banks get to grips with credit risk portion of Basel II
Basel Committee counter-cyclical proposals tie buffers to economic indicators
Committee publishes paper on counter-cyclical capital and defers recommendations on Basel III to oversight board meeting on July 26
'Basel II was a big mistake': Larry Meyer exclusive interview
The former Fed governor, now vice-chairman of Macroeconomic Advisers, talks to Credit about the US central bank’s handling of the financial crisis, and gives his views on where US monetary policy is heading.
Quant Congress USA: Economist praises dynamic provisioning
Barclays Capital senior economist praises dynamic provisioning approach to loan losses
Quant Congress USA: 'High risk of mis-calibration' in Basel III
Tight timetable for Basel III, politicisation and new liquidity ratios criticised by CRO
Index hedges may be allowed in Basel CVA charge
Basel Committee modelling group chair suggests index hedges and double counting could be fixed in proposed CVA charge.
Clear and present danger
Transparency is a concept that has been bandied about by banks a lot lately, usually when they know the press is watching. But just how transparent are banking practices, and just how clear is the Basel approach to operational risk?
Sheen: The FSA's go-to guy for op risk
Andrew Sheen at the UK Financial Services Authority has rapidly become one of the most respected experts in operational risk, perhaps due to his clear vision of where the profession needs to go and what it must do to get there.
Regulators refute calls for Basel III rethink
Speculation that Basel Committee will scrap key proposals in bank capital framework is misplaced, say insiders.
Basel II and Basel III: Top articles from Risk.net
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
Cebs to disclose stress-test results, says EU Council
The European Council has mandated Cebs to issue the results of this year's stress-testing exercise of the EU cross-border banking sector
Epperlein named as Nomura risk methodology head
Eduardo Epperlein joins Nomura from Citigroup
Too networked to fail?
The need to craft special treatment for banks that are too big or interconnected to fail has long been a concern for regulators, but of equal importance is the challenge of identifying which institutions should be subjected to such measures. How can…
Hopes grow for liquidity risk recalibration
Conservative concerns
Sponsored statement: Strategies for success
A practical and holistic approach to stress testing in financial services
Risk Europe: Industry should stop fighting Basel III and focus on transition
Senior Basel Committee member tells banks to get involved in negotiations over the phase-in period for Basel II reforms
FSA seeks to enhance op risk frameworks
UK regulator moves forward with its work stream focusing on raising the bar for TSA firms
Systemic risk regulators should direct policy not just give warnings, says HSBC's Haswell
Past experience suggests the new financial stability bodies should direct regulatory policies, not just warn about instability
15 minutes with: Eric Litvack, SG CIB
SG CIB's Eric Litvack talks to Risk about the implications of evolving rules on bank capital and OTC derivatives.