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.
Risk technology rankings 2012
Breaking the banks?
Risk research: Almost 60% see increased IT spend in 2013
Expense makes sense
Basel faulty
Basel faulty
CRD IV at risk of non-compliance because of national exemptions, MEP warns
MEP Kay Swinburne warns that CRD IV is becoming too diluted by national exemptions
Lack of certainty over OTC clearing location a problem for Asia asset managers
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
Regulators in Asia target shadow banking sector
Regulators in Asia are striving to strike balance between regulating the shadow banking sector and letting Asian financial intermediation develop
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New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
Model behaviour: supervisors grapple with internal model approval
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports
Raft of changes could shrink Basel III liquidity buffers
Basel Committee estimates liquid asset shortfall could be cut by 14% if a menu of potential changes is adopted
Basel III and Islamic finance: friend or foe?
Faith in the system
Risk USA: Regulators called on to restrict loan modelling choices
Less modelling freedom makes sense, says loan data expert – and the alternatives would be far worse
New rules designed to kill OTC market, says European regulator
Central Bank of Ireland adviser says reforms will cause an "Ice Age" in the derivatives market
Optimising retail deposit pricing
Optimising retail deposit pricing
HKMA’s tight control over default data inputs reduces RWA significance
Hong Kong doesn't give local banks any latitude over the data inputs to their risk models, says one risk manager from the Special Administrative Region
Asia Risk Congress: LCR drives expanding regional liquidity swap market
Insurers providing liquidity swaps to banks is a growing trend in Asia
Asia Risk Congress: Collateral requirements will hit derivatives trading volumes
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
Banks should give more info on RWAs and models, says FSB
It is impossible for investors to understand modelling differences between banks, FSB report warns
Banks retreat from commodity derivatives
Wall Street retreats
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There is a new regulatory focus on the quality of risk and regulatory reporting – but not just on the finished result. Executives now must be able to attest to the figures and demonstrate that report producing processes are robust. Learn how these new…
Banks cut commodity VAR as regulatory reform bites
Basel capital rules and regulatory reform stymie risk appetite of major banks in commodities
Keeping it in the family – Aaron Woolner column
Keeping it in the family
Insurers welcome Eiopa’s review of capital charges on infrastructure and securitisations
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
FX Week Asia: Exemptions offer little solace for corporates
Corporate treasurers remain concerned about increased hedging costs as a result of new regulation, and expect banks to pass the costs on – despite exemptions for corporate hedging
Sponsored webinar: Data management and regulatory reporting
A panel of experts discuss the challenges posed new regulation - and in particular, those relating to data collection and reporting