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.
Sponsored webinar: Ernst & Young
Basel III and liquidity – Going all the way
ALM Europe: Banks could issue more sub debt to cut bail-in risk, says BoI capital head
Banks could issue more subordinated debt to protect senior creditors from the threat of a bail-in – in theory. But Bank of Ireland capital head says the market is too thin
More risk at the top table
Top 100 banks
ALM Europe: ‘Economic case’ for Basel III delay, says SG economist
Sequencing of the reforms is wrong, Société Générale's chief European economist tells conference
The last word: Basel III
The leading question
OTC Derivatives Clearing Summit: Some FCMs charging five times more than others, says panel
Fees charged by clearing members can vary wildly – and low-cost providers may try to terminate relationships if they prove unprofitable, panellists warn
Special report: Technology
The pace of regulation is driving Asian banks to place an ever great focus on technology
Technology innovation: Numerix
Structured Products Asia Awards 2012
Basel III guidelines may increase systemic liquidity risk for Indonesian banks
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
How Basel III is turning borders into barriers
Turning borders into barriers
The agent-principal dilemma
The agent-principal dilemma
Regulation to hit bank profitability - Risk survey
Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
In favour of macro-prudential regulation
In favour of macro-prudential regulation
Sponsored statement: Moody's Analytics
The challenges and opportunities of implementing Basel III
Increased competition for Australian retail deposits won’t cause future liquidity issues
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat to deposit levels
Asian values – Aaron Woolner column
Asian values
Asia faces obstacles in implementing regional clearing regime
Clearing the obstacles
Asia dealers question applicability of CVA to region’s markets
Questionable values
Model foundations of Basel III standardised CVA charge
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardised CVA charge formula can be obtained by adding several…
Q&A: Christian Clausen on bank capital, systemic risk buffers and bail-in debt
Hitting the buffers
Credit Suisse: Algorithmic gymnastics
Algorithmic gymnastics
Risk 25: How Basel III is turning borders into barriers
Turning borders into barriers