Basel II
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
Basel Committee may adjust 'blunt' CCP default fund capital
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
The myths and truths about Basel II cyclicality
The myths and truths about Basel II cyclicality
Banks seek technology answers for Basel III
An uphill struggle
Revised Basel III liquidity rules force Asia into uncharted territory
Uncharted territory
ORR Innovation Awards 2011: Manager of the Year
Giulio Mignola, Intesa Sanpaolo
Stressed VAR questioned by risk managers
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
The art of securitising CVA
Securitising CVA
Brazilian banks expand governance as regulators tighten up
Family affairs
Basel III should aim higher on capital targets, says Bank of England
Discussion paper published by Bank of England and co-authored by external rate-setter David Miles suggests Basel III common equity requirements are too low
Vietnamese banks hit by Vinashin default
Flood defences
Revised CVA capital charge does not go far enough, say dealers
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
Vietnam eyes 2015 Basel II introduction; fears over parallels with Nigeria
Vietnam is looking at a theoretical date of 2015 for Basel II, however, planned hikes in capital requirements are a cause for concern for some bankers.
Munich Re: Using insurance to transfer op risk
Better together
The limitations of using correlation in default prediction
Market analysis: Correlation and default
Regulators double down
Regulators double down
Marco Moscadelli: The Bank of Italy man
After 20 years at Italy’s central bank, Marco Moscadelli knows his country’s banking industry well. But this hasn’t narrowed his focus, and pivotal roles on European supervisory bodies have also given him a say on how the operational risk is approached…
Dodd-Frank slows down full implementation of Basel II
Contradictions in the US regulations slowing down exit from Basel II parallel run
Karetsos moves to Vanguard for ERM
Global co-head of op risk departs Goldman Sachs for ERM role at Vanguard
Merkel's EU bailout plan threatens Basel’s sovereign zero risk weights
Discussions are already under way behind closed doors, knock-on effects for bank capital could be substantial