Leverage ratio
Asian trade finance at risk from Basel III
Paul Harrald of Standard Chartered tells Asean Risk 2012 conference that Asian banks providing trade finance services will struggle to meet Basel III rules on leverage ratios
BoE's Tucker: FPC capital powers 'won't be popular'
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Sweden will go beyond Basel III capital rules, says Ingves
Riksbank governor Stefan Ingves says Sweden will follow Switzerland and UK in implementing higher capital adequacy requirements than Basel III for largest banks; details to be released soon
Asia Risk Congress 2011: ‘Strong baseline supervision’ a domestic priority, says CBRC head
Chinese banking watchdog director-general Luo Ping says China should continue with its conservative regulatory approach, which insulated it against the worst effects of the global financial crisis
Boon to US leverage ratios as FASB ditches netting proposals
Derivatives accounting proposals abandoned to relief of dealers - but move deals a blow to hopes of convergence between US standards and IASB
Proposals on balance-sheet netting spark worries about leverage ratios
Called to account
The Nava-gator
Safe-keeping
Fears over consistency of Basel III implementation
The power of peer pressure
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
The end of the beginning for Basel III
Basel III: in your own time...
The Basel Committee needs teeth
Basel needs teeth
Basel Committee doesn’t have the last word, vows Othmar Karas, MEP
European Parliament’s rapporteur for CRD IV suggests Basel III will hit European banks hardest and adjustments will be needed when the standards are transposed into European law
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
Basel Committee under time pressure
Time is on the slide
A crucial month for Basel III calibration
Implementing change
StanChart sees no need for Basel III capital
Standard Chartered (StanChart) believes it is already well capitalised and has no plans to react to Basel III proposals by building up more capital.
Basel Committee sets out plans for completion of Basel III
Regulators announce a longer transition period and changes to CVA charge
Slow ahead for euro rates business
Investors have grown increasingly worried about exposures to eurozone sovereigns given the problems faced by Greece and others. Christophe Mianné, head of global markets at SG CIB, warns the second quarter will prove to be tough for the European rates…
15 minutes with: Eric Litvack, SG CIB
SG CIB's Eric Litvack talks to Risk about the implications of evolving rules on bank capital and OTC derivatives.
Basel III: kill or be killed
The Basel Committee is trying to prevent a repeat of the financial crisis with a package of new rules, but banks argue the cure could be worse than the disease. After spending the past two months filling out spreadsheets on the impact of the proposals,…
A dynamic model for leveraged funds
Guido Giese derives a model for the performance and Sharpe ratio of leveraged and inverse index funds that follow a dynamic leveraged trading strategy, that is, they are rebalanced on a daily basis to ensure a constant degree of leverage with respect to…