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.
Corporate CVA exemption should be removed, says EBA
Short-term capital surcharge mooted in addition to longer-term reform
EU corporates ready for a fight over CVA exemption
Findings of EBA review to be discussed on December 5
Back-testing expected shortfall
Three easy-to-implement methods for back-testing expected shortfall
CVA hedge losses prompt focus on swaptions and guarantees
Regulators and accountants don't agree on CVA but banks say smart hedges exist
Reserve Bank of India eases liquidity ratio requirements
Central bank looks to relax India's twin track liquidity rules
Goldman Sachs bought $24 billion CDS portfolio from UBS
UBS in Australia sold off CDS portfolio in fixed income scale-back
Sympathy for the arbitrageur
Life has become more difficult for arbitrageurs - and other market participants should care
Peer-to-peer funding offers alternative finance source
CCP cleared P2P market option in place of prime brokers
How to hedge CVA without being hurt
A new product could smoothe the gap between capital and accounting rules
Credit exposure models backtesting for Basel III
The Basel Committee on Banking Supervision has introduced strict regulatory guidance on how to validate and backtest internal model methods for credit exposure. Fabrizio Anfuso, Dimitrios Karyampas and Andreas Nawroth incorporate these guidelines into a…
Bank rules would be stricter if UK left EU, says Bowles
Former MEP says UK would have "blindly copied" text of Basel III
Hedge funds face higher prime broker charges under Basel III
Funds urged to build treasury savvy as prime brokers retrench
Take care with repo market, ECB's Bindseil urges
Banks claim new rules will force repo business into hands of hedge funds
Commodity traders won’t replace banks, says Citi’s Staley
Commodities head "doesn't lay awake at night" worried about non-banks
Thailand questions Basel III counter-cyclical buffer metric
Central bank says credit-to-GDP ratio fails to reflect economic cycle
Custody Risk Americas Awards 2014: Securities Lender of the Year
Securities Lender of the Year: eSecLending
UK isolated as Germany retains bond volatility filter
Banks in other big EU states will be able to sidestep Basel III
Banks battle for share of burgeoning Asia repo market
Basel III pushes US and European banks to Asia
Hedge funds argue against tougher rules at CFTC roundtable
Investors should be free to pick risky strategies, managers say
Basel III battleground for primes
Consolidation predicted among prime brokers following regulatory shakeout
Gold-plating will stay common, academic argues
Race to the top likely on Basel and other rules
Paquin: AIFMD a ‘concentrating catalyst'
Coping with complexity