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.
Adios AMA: Basel proposal to bin op risk models worries banks
Firms doubtful about risk sensitivity of standardised replacement charge
EBA chair says current regulation not fit for all banks
Rules derived from Basel III too complex for some banks
Centrica CRO keeps watchful eye on new regulation
Post-2008 surge in new market rules poses challenges for UK utility
Bank business models changing due to Basel III, says EY
Half of G-Sifis face demands to change business mix or deleverage, survey finds
Expected shortfall’s silver lining
Despite continuing to insist that replacing value-at-risk with expected shortfall in the Basel Capital accord is wrongheaded and potentially dangerous, David Rowe argues that the shift may have an important silver lining
BoE may impose extra liquidity charges, says regulator
Regulator will impose Basel III add-on if risks are not captured by LCR
Video: Basel III hasn't changed Asia banks' deposit approach
Asia banks slow to follow European and US peers in pulling deposit services, says BTMU's Tomballe
Market liquidity has been drained by regulations, says DBS chief
Volcker, Basel III and Dodd-Frank have combined to reduce liquidity
In-depth introduction: Japan
Senior officials at the BoJ and JFSA speak to Risk.net about QE, Basel III and more
Q&A: BoJ's Nakaso on QE, JGB liquidity and Basel III
Coherence of new Basel rules needs study, says BoJ deputy governor
The rise of KVA: how 10 banks are pricing the capital crunch
Risk survey shows new add-on is gaining acceptance and could reshape the swaps business
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
KVA losses would outweigh FVA – Risk survey
Respondents reveal huge gulf in pricing for generic swap
BoJ and JFSA officials seek bank capital clarity
BoJ’s Nakaso suggests moratorium after current rule-book changes are complete
Clearing brokers send balance sheet allocations to Basel
Data from several clearers submitted to illustrate impact on bank leverage ratios
Are regulators listening at last on the leverage ratio?
Basel Committee, FSB and EBA open ears to balance sheet leverage concerns
Pension funds in limbo as EC leaves Emir exemption gap
Funds could be subject to CVA charge for period of weeks or months
How to fix the leverage ratio (by a prudential regulator)
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
FCMs try to ‘off-board’ credit and commodity funds
Fee hikes are being used to drive out clients that hog capital
BOCI pushing RMB as collateral in commodity derivatives deals
Bank of China's Hong Kong subsidiary looks for global role – and to expand the use of the yuan
Top 100 Banks: losses fall in 2014
OpRisk database sees loss figures improve
Citi exec laments plight of the quants
Quant Congress USA: Quant departments have become “sterile” and “dumbed-down”
Standardised approaches pile up capital and data woes
Banks round on one-size-fits-all rules for market, credit and op risk
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash