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 Europe: no-go on CoCos, says panel
Traditional investors won't be won over by debt that converts into equity, says conference panel - and one CoCo issuer raises threat of feedback effects
Risk Europe: Dodd-Frank rating requirement has competitive implications under Basel III
The requirement under the Dodd-Frank Act to eliminate any reliance on external credit ratings could put US banks at a competitive disadvantage under Basel III, says the Basel Committee’s Stefan Walter
Risk Europe: 'Humble' Basel Committee open to liquidity rule changes
The Basel Committee's Stefan Walter says door is open to changing LCR and NSFR - but it's not open wide
Sponsored statement: Royal Bank of Scotland
Basel III and IFRS 9: A tightening of the regulations
Maybank CRO talks about his group's Asean aspirations
Asean aspiration
Funding and pricing OTC derivatives proves treacherous in Australia
Treacherous path ahead
JWG risk data survey shows firms slow to respond to regulation
Survey from London-based think tank shows firms not yet ready to meet the data challenge posed by new financial regulation
Sovereign risk weights under threat
Weight gain
Unlevel playing field for CCP members concerns banks
Under the bar, over the top?
EBA’s Huertas: credible stress-test is first task
Taking the strain
Triple threat to sovereign default-risk-free status
European policymakers and regulators are considering dramatic changes to the capital treatment for government bonds
MF Global looks to take more risk
"We're not taking enough risk"
Sponsored statement: Royal Bank of Scotland
Basel III and IFRS 9: A tightening of the regulations
Prudential’s Thiam sees Asian infrastructure deals as ALM panacea; 340,000 Asia sales force 'completely insufficient'
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
Risk officers concerned about regulators’ approach to branch liquidity
Some risk officers at international and domestic banks in the Asia-Pacific region are frustrated by the regulatory focus on country-by-country stress tests and a trend towards branch liquidity.
Basel Committee may adjust 'blunt' CCP default fund capital
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
The Nava-gator
Safe-keeping
Banks seek technology answers for Basel III
An uphill struggle
UK DMO stresses need for consistency
Consistency rules
Revised Basel III liquidity rules force Asia into uncharted territory
Uncharted territory
One-way collateral agreements with sovereign leave banks exposed
A call for collateral
Put your hands together
Put your hands together