Basel II
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
Europe in a ratings wonderland
Europe in wonderland
Counterparty risk capital and CVA
Counterparty risk capital and CVA
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
OECD calls for a permanent risk body
With the increased global threat of risk in the financial and other systems, the OECD calls for a permanent risk body within its organisation
Inconsistent regulations delaying AMA rollouts globally, banks say
Pillar II is causing banks to face challenges from host regulators
Basel and Dodd-Frank create arbitrage potential, say analysts
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Concern over accuracy of RWAs grows
A weight on their minds
Basel Committee responds to RWA dispute
Roldán says the standards and implementation group of the Basel Committee will investigate risk-weighted assets
China banking regulator eases lending rules for small businesses
The China Banking Regulatory Commission has eased regulatory capital requirements on the small business lending activities of banks, effectively carving these out from loan-deposit ratios. The move looks set to bolster lending to small enterprises while…
Emerging risk detection continues to pose dangers
Regulators keen to see evidence of how institutions identify emerging risks in next round of stress tests
OpRisk Europe: Reporting key to competent risk management
Reporting is key to competent risk management, yet is often neglected, New York Fed op risk specialist warns
OpRisk Europe: clear risk lines vital, Wymeersch says
Eddy Wymeersch calls for independent risk function at top level
Developing a sharia op risk framework
Risk and riba
US regulators uneasy with Collins Amendment
Bank supervisors echo industry concerns about Dodd-Frank capital and leverage rules
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Video: Algorithmics' Michael Zerbs on the ‘unintended consequences’ from Basel III
Algorithmics' president and chief operating officer Michael Zerbs talks about the long-term impact of moving from Basel II to Basel III, including some 'unintended consequences' likely to emerge from the move to central clearing as well as the specific…
Chinese banks move closer to advanced measurement approach
Two requests for proposals to help build AMA programmes issued in China
Risk Europe: Dodd-Frank rating requirement has competitive implications under Basel III
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Walter
OpRisk North America: US foreclosure crisis highlights boundary risks
US foreclosure crisis highlights boundary risks
Sovereign risk weights under threat
Weight gain
Unlevel playing field for CCP members concerns banks
Under the bar, over the top?
Triple threat to sovereign default-risk-free status
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds