Basel III
WHAT IS THIS? Basel III is a set of bank soundness rules drawn up by the Basel Committee on Banking Supervision in response to the financial crisis. It hikes the minimum amount of capital banks must hold, introduces new leverage and liquidity ratios, and limits the use of internal models.
Europe goes its own way on CVA
Europe goes its own way on CVA
European CVA rules put Asia banks at disadvantage
Competitive disadvantage
Asia corporates unfairly ‘penalised’ by CVA capital charge
The move by European authorities to exempt European banks from holding CVA capital should be matched by regulators in Asia, according to senior bankers in the region
UK banks face £25 billion capital shortfall
Banks told to achieve common equity Tier I capital ratio of 7% of RWA by end-2013
Higher Basel III pricing deters Asian banks from issuing new Tier II capital
Banks issued debt before the end-of-2012 deadline for Basel II capital, lessening their refinancing requirements for this year
Risk & Return Cape Town: Dealers expect deviation from NSFR standard
Bankers say some local markets may be forced to deviate from the NSFR standard – that’s if the Basel Committee decides to go ahead with it at all
Regulatory certainty required for Basel III bond uptake in India
Indian banks are in need of regulatory compliant capital instruments – but domestic investors are wary
De Larosière slams US protectionism and EU Solvency II rules
Former IMF and Banque de France chief Jacques de Larosière says the introduction of a swath of new regulations in Europe may jeopardise the continent’s growth
Europe edges towards three-pronged CVA exemption
CRD IV set to exempt trades with corporates, sovereigns and pension funds
Banks fear capital swings if Basel III kills bond filter
Filter furore
Central clearing obligations cause collateral headaches in Asia
Collateral thinking
Another RWA, another dollar: Capital pressures prompt questions over pay
Basel III is forcing banks around the world to reduce their risk-weighted asset numbers. Some have set up specific teams to do so, but how will these traders fit into a remuneration system that focuses on revenue generation? By Michael Watt
Repo markets in Asia set to grow on the back of Basel III
Don't fear the repo
Barnier: US will implement Basel III
Europe's internal markets commissioner dismisses suggestions that US will retreat from new rules, but says "technical delays" are possible on both sides of the Atlantic
RBI sees developing repo markets necessary in meeting Basel liquidity rules
India central bank views repo as an increasingly important market in the wake of Basel III implementation
JSE eyes OTC market as it revamps futures clearer
South African futures CCP limits member liabilities
Risk.net poll: Simpler Basel framework is needed
A majority of Risk.net readers think regulators should reduce complexity in the Basel framework, after a recent report shows wide variations in RWAs
US politicians plot national impact study for Basel III
Basel III could face more delays in the US as legislators press for a national impact study
Basel III blues: US politicians push for new QIS
Basel III is losing traction. Already hit by implementation delays and a loss of support from senior policy-makers, some US politicians are now calling for a national impact study – mirroring developments that saw Basel II grind to a halt. Michael Watt…
Bank analysts spooked by huge gulfs in Basel RWA review
Some banks calculating measures that are 3% of the median in Basel Committee study, while others are more than 2,500%
ESRB fine-tunes macro-prudential toolkit
The ESRB slims down its proposed macro-prudential principals to focus on 15 key macro-prudential levers