Liquidity coverage ratio (LCR)
UBS chairman slams ‘simplistic’ leverage ratio
Axel Weber says Basel III has not made the financial system better
Repo market coping with liquidity regulation for now – bankers
Efficiency gains have kept capital supply up, but challenges remain
In-depth introduction: Bonds
Interplay between rules could reshape demand for government debt
Highlights from Isda's 2015 AGM
Risk.net's coverage of Isda's 30th annual general meeting
Banks struggle to make strategy calls as rules pile up
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
RBC calls for ‘realism’ on LCR definitions
Isda AGM: Canadian banks will start reporting LCR in second quarter
Asia takes a flexible approach to LCR implementation
Regulators in Asia are adopting a practical stance in implementing the LCR to the relief of banks
Australia banks unfazed by speedy LCR implementation
Regulators have brought in Basel III liquidity measures ahead of peers but the industry is ready
Credit portfolio manager of the year: Crédit Agricole
Risk Awards 2015: French bank shared trade finance exposure with World Bank
Nationwide: ABS markets need more than warm words
"There does seem to be this sense in which covered bonds are innocent until proven guilty"
Banks hail ‘improved’ European leverage ratio
New rules mirror US tweaks but leave question mark over pending settlements
Bank treasurers warn on ‘racy’ EU liquidity rules
European stance on covered bonds and ABSs seen as risky
Banks avoiding covered bonds for LCR buffer over liquidity fears
Concerns raised about liquidity in stressed environments
Fed rejects muni bonds from US LCR
Tarullo hints at future inclusion subject to criteria
US muni treasurers warn LCR could crimp spending
If US regulators do not count muni debt as highly liquid, issuers fear financing cost rise
Basel III battleground for primes
Consolidation predicted among prime brokers following regulatory shakeout
South African banks say NSFR changes do not go far enough
New proposals are positive, but banks warn they will still fall short of the ratio's minimum
Nepal central bank cautious on Basel III counter-cyclical buffer
Central bank to study need for counter-cyclical buffer in a developing economy
IASB: Liquidity buffers seek a safe home
Fair-value friend
Asia Risk Congress: BIS points to Asia example as evidence new LCR not 'relaxed'
Asian regulators' partial recognition of Level 2B assets justifies revised Basel liquidity approach
Branch LCR calculations should include parental support within three days
Loss of capital fungibility creates systemic risk, according to BAML compliance head
China relaxes liquidity rules to fall in with Basel timeline
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
Liquidity & Funding Risk 2013: Modelling endangers LCR, panellists warn
New liquidity ratio could be undermined if EBA allows banks to estimate their own exposures
Banks round on LCR approach to derivatives collateral flows
The Basel Committee decided earlier this year to include collateral outflows arising from changes in derivatives values in bank liquidity requirements. Their suggested approach, however, has worried some in the industry. By Michael Watt