Risk-weighted assets (RWAs)
Basel 2.5 behind JP Morgan’s CIO trading loss
Rehedging mechanism within the comprehensive risk measure allowed JP Morgan to reduce risk-weighted assets while increasing market risk, claim industry experts
JP Morgan and the CRM: How Basel 2.5 beached the London Whale
It’s the untold story of JP Morgan’s credit trading losses – how traders were able to reduce risk-weighted assets while loading up on risk, and the part played by Basel 2.5. Michael Watt reports
Responding to the eurozone crisis
The cutting crew
Risk 25: Banks prepare for a low-RWA future
Weight loss: preparing for a low-RWA future
Swedish banks braced for home loan capital hike
A weighty issue
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
JP Morgan loss was bungled attempt to cut Basel III RWAs, says Dimon
Loss-making unit's RWAs would have tripled under Basel III, JP Morgan chief executive says - but attempting to cut capital burden made its hedges more complex
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
Basel III takes a bite out of aircraft and shipping finance
On the scrapheap
Different preferences create divided implementation of Basel III
A matter of taste
Regulatory differences could be behind RWA inconsistency, report suggests
Initial findings of a review led by the European Banking Federation suggests differences in regulatory regimes could be behind a divergence in RWA numbers
Bank capital
In depth: bank capital introduction
SIG to keep an open mind on RWA probe, says Himino
The Basel Committee’s standards implementation group has begun an investigation into RWA consistency, but chair Ryozo Himino says there might be good reasons for discrepancies
Basel 2.5 caused €200 billion jump in RWAs
European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum
RWA probe could cut modelling flexibility, says new Basel chief
A stricter approach to the modelling of bank capital is "high likely", as a result of concerns that risk-weighted asset numbers are too divergent
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Credit derivatives house of the year: Deutsche Bank
Risk awards 2012
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Asia’s opinions on Basel III
The Basel Committee has published rules on the capitalisation of bank CCP exposures and global Sifis in recent months. It will now monitor how the rules are implemented, and tweak calibrations where necessary. Asia Risk talks to a selection of leading…
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
Risk USA: Regulators need to be wary of capital overshoot, says Roldán
Adding to Basel III capital levels might have unintended consequences, says former chair of Basel Committee’s standards implementation group