Leverage ratio
Banks call for Basel III rewrite as QIS exercise ends
The industry hopes the impact study will lead to a rewrite of proposed new rules on capital, liquidity and leverage.
Capital punishment?
At a landmark meeting early this month, the Basel Committee will finalise its proposals for a host of measures, including counter-cyclical capital buffers and a leverage ratio. The consultation in early 2010 will be the industry’s last chance to fight…
No accounting for leverage
The Basel Committee is set to unveil proposals for a leverage ratio in December as a means of constraining the excessive growth of bank balance sheets. But risk managers warn the proposals risk creating an unlevel playing field between US and European…
FDIC: crisis validates US Basel II delay and leverage ratio
The decision by the US to retain the leverage ratio has been validated by the events of the financial crisis and spared the country from an even more severe fiscal implosion, a senior Federal Deposit Insurance Corporation (FDIC) official has claimed.
Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
Crude but credible
Regulators are warming to the idea of introducing a leverage ratio to limit the excessive build-up of assets on bank balance sheets. But they face an uphill battle to create an internationally consistent measure that addresses differences in accounting…
Regulatory capital volatility
When the consultation period ends, what calibration of risk weights will Basel finally decide on? Here, Esa Jokivuolle and Samu Peura demonstrate that the ratings sensitivity of risk weights may require Basel to think more carefully about the…