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.
Q&A: ACP's Nouy on CRD IV, equity in the LCR and CoCos
Behind Basel III
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
Perverse capital
Perverse capital
Capital One: banking on banking
Capital gains
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Comment: Mario Draghi, governor of the Bank of Italy
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
Counterparty risk capital and CVA
Counterparty risk capital and CVA
Fed aims for summer Sifi regulations
Bernanke says Fed expects to issue proposed rules on Sifi oversight this summer; also 'on schedule' to implement Basel III
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets
OECD calls for a permanent risk body
With the increased global threat of risk in the financial and other systems, the OECD calls for a permanent risk body within its organisation
Basel and Dodd-Frank create arbitrage potential, say analysts
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Insurers take lead role from banks in issuances of subordinated debt
Ahead of the game
Regulatory reform puts risk management under threat in Asia
Risk management under threat
OpRisk Europe 2011: Video
OpRisk Europe speakers and delegates give insight into the 13th annual OpRisk conference
Banks call for equity to be counted in LCR
A taste for diversification
Concern over accuracy of RWAs grows
A weight on their minds
The complexity of client clearing
Client clearing complexity
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
European stress tests not complete; EBA’s Enria
European Banking Authority chief says speculation on results of European stress test are “completely unfounded”
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee responds to RWA dispute
Roldán says the standards and implementation group of the Basel Committee will investigate risk-weighted assets
OpRisk Asia: regulatory change bigger than it looks for operational risk
Regulatory reforms seem to have left operational risk untouched, but in reality they mean substantial changes
Basel Committee will not impose CoCo requirement for Sifis
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Mervyn King lands three BIS roles; new BCBS chair named
Bank of England governor will chair the Basel Committee's oversight body. The committee itself will be chaired by Stefan Ingves, governor of Sweden's central bank