Incremental risk charge (IRC)
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Writing love letters to models
Love letters to models
US and EU banks face different Basel III floors
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Spanish banks allowed to ignore default risk for sovereign bonds
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
Dangerous embrace: disentangling bank and state
Dangerous embrace
Stress test struggle: separating liquidity and market risks
Stress test struggle
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Complexity Basel 2.5's biggest problem, Risk.net poll finds
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
A practical anatomy of IRC modelling
Research Papers
Back to the drawing board for trading book rules
Throwing the book
Banks struggle with Basel 2.5
Challenging change
Basel II and Basel III: Top articles from Risk.net
The ink was hardly dry on Basel II when the international financial crisis saw that agreement being ripped up and recreated as Basel III.
Basel Committee adjusts market risk framework
A formal 8% floor is set for correlation trading capital charge following analysis of QIS results.
When market and credit risk collide
The financial crisis highlighted that interactions between market risk and credit risk could expose banks to greater risks than had been assumed. Banks are responding by altering their structure and the models they use – but it is by no means an easy…
Uncertain liquidity ratios
Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for liquidity and not capital that most concern market participants.
The shock of the interaction
Banks have long talked about enterprise risk management, but many have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market risk are closely linked. What are the challenges to…