G-Sibs
Vickers renews call for greater focus on bank equity
Bank of England overconfident on resolution and counter-cyclical buffer, ICB head says
BoE: leverage ratio carve-out needed for clearing
Collateral should cut exposure, says BoE, citing need to ensure "continuity" of clearing business
Banks explore spin-offs for cleared swaps desks
Non-bank dealers would escape Basel III; private equity seen as likely owners
Dealers tout bond repacks to bridge TLAC issuance gap
G-Sibs see repacks as possible substitute for structured notes
FSB’s Andresen: liquidity risks were underpriced pre-crisis
Top staffer at FSB addresses liquidity, bank risk data and securities financing risks in a wide-ranging interview
BoE reveals final element of ring-fencing framework
Systemic risk buffer aims to dampen banking sector stress
Banks say multiple-point-of-entry firms gain TLAC advantage
No equivalent cap on aggregate buffer for G-Sibs that face resolution as single group
JFSA's Mori warns on over-regulation of banks
"The factories manufacturing new regulation are still operating at their full capacity"
G-Sibs fret as Fed mulls including surcharges in CCAR
Surcharges are excluded from CCAR in 2016 but could be factored in from 2017
Custodial sentence: G-Sib charge hits 'riskless' business
Treating custody deposits as wholesale funding increases risk, critics say
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
US custodians face G-Sib capital hit
Banks warn treatment of deposits could raise custody fees
Bank war on deposits to continue despite US G-Sib relief
Excess cash still too expensive to hold, say dealers
Cash is not king: unwelcome depositors seek new homes
Companies face more liquidity risk as Basel III prompts banks to reject excess cash
National bank supervisors must improve co-operation, says FSB
Peer review flags problems in national regulation of systemically important banks
JP Morgan warns on swaps clearing
Bank says client clearing returns are "incompatible" with current capital rules
Big banks expect to miss Basel risk data deadline
Markit study and Basel progress report find industry is lagging
How to spot a systemically important bank
A fixed set of weighted criteria can help pick out systemically important banks, according to the EBA
EU stress tests see €46bn trading loss for G-Sibs
Estimated losses are lower than in last crisis, analysts say
Banks falling behind on Basel risk data principles
Room for improvement
Embedding the Bank for International Settlements risk data aggregation and reporting principles across the organisation
Sponsored statement: Moody's Analytics
Basel challenges big banks to improve risk data aggregation
Crunch time for data
Lack of co-ordination of bank resolution regimes behind subsidiarisation push
Asia still behind on global rules forcing subsidiarisation of foreign banks in the region