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.
Basel III liquid asset definitions loosened in CRD IV draft
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Dealers push for further CVA amendments under Basel III
Adjusting the adjustments
Supervisors seek to manage shadow banking risks
Chasing shadows
Asia’s banks move to meet new capital and liquidity rules
A capital plan
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
US regulators uneasy with Collins Amendment
Bank supervisors echo industry concerns about Dodd-Frank capital and leverage rules
Banks look to offload structured credit assets as prices recover
Making good on bad assets
Banks wary of uneven application of Basel III bank capital rules
Battle over Basel
New loan-loss reserve requirement under Basel III set to crimp profits at Chinese banks
A new 2.5% minimum loan-loss reserve requirement to be implemented in China under Basel III is likely to reduce the ability of banks to distribute profits to shareholders
Sheer volume of new regulations is 'risk in itself'
Banks struggling to cope with implementing the wave of new legislation might miss indications of another crisis
Bank of Cyprus CoCoCo exchange offer arouses curiosity
The second-largest bank in Cyprus is in the market with an offer to convert shares into convertible contingent capital securities, but is it a curiosity piece or the genuine article?
Impact of regulatory reform only 50% understood, warns KPMG's Topping
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speakers at industry event in Hong Kong. Intra-day data and new…
Australian banks still face many liquidity challenges
The liquidity conundrum
Collateral: look, but don’t touch
Collateral: look, but don’t touch
Push for lower Tier II capital fund raising prior to window closing
Investment banks are urging financial institution clients to issue old-style lower Tier II capital before the window closes on January 1, 2013, when the full force of Basel III capital rules come into effect.
Supervisors on the tracks of shadow banks
Chasing shadows
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Criticism of Basel III liquidity ratios continues
Rationalising ratios
Asia’s LCR challenge
Asia’s LCR challenge
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Fitch rates Australian covered bond legislation
Fitch Ratings endorses Australian draft legislation on covered bonds, but says market needs more detail on reporting requirements
Deutsche restructures Taunus to avoid unnecessary capital movement
Despite reports the German Bank is seeking to sidestep new US capital rules, the restructure of Taunus will help Deustche Bank put capital to better use
