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 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Risk 25 firms of the future: Deutsche Bank
Difficult choices ahead
Risk 25 firms of the future: Eris Exchange
The future of swaps?
Risk 25 firms of the future: Basel Committee
Implementing rules and filling in gaps
Risk 25: Technology vendors adapt their risk systems
Intelligent thinking for risk systems
Bank of Thailand concerned over ‘unintended consequences’ of Basel III
Thailand joins the Philippines and India in introducing Basel III capital adequacy requirements ahead of schedule but doubts remain over some aspects of the accord
Quant Congress USA: Basel timelines meaningless, says panel
The banking industry is moving ahead with Basel III implementation – even in the US, where regulators only recently released their Basel III proposals
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Basel III threatens to throttle trade finance
An unwelcome trade-off
Structured solutions for Asian project finance
Structured solutions
The Orsa risk quantification challenge
The quantification question
Prices diverge as CVA exemption remains in limbo
Dealers face pricing headache as they wait to see whether Europe's version of Basel III will exempt corporate customers from the CVA capital charge
Writing love letters to models
Love letters to models
Swedish banks braced for home loan capital hike
A weighty issue
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
Cutting Edge introduction: The origins of the standardised CVA charge
The origins of CVA
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
Sponsored forum: Inflation
Growth in an era of austerity
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges