Risk weights
Most US G-Sib assets attract low risk weightings
Of total assets, 53% have a standardised risk weighting of 50% or lower
Banks rocked by U-turn on FRTB equity risk weights
Risk managers warn of higher capital charge after Basel reverts to original 2016 treatment
Esma questions CCP ‘free ride’ for sovereigns
Regulator has asked EC to take a stance on venues that let public entities clear without posting margin
Europe’s co-op banks face capital hit from new Basel rules
Sharp increase in risk weight for strategic equity stakes will capture ownership of apex banks
MUFG head criticises internal modelling restrictions
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
Q&A: Visco of Bank of Italy on bank reforms and supervision
Splitting off prop trading would ‘complement’ EU resolution regime
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
Apra toughens mortgage risk weights for Australian banks
Financial stability fears drive regulators to raise capital levels for banks
A simple, transparent and rational weighting approach to combining different operational risk data sources
The authors propose a generic weighting function based on a nonparametric approach that can be used to weight the different distributions.
AIB welcomes AFS bond filter preservation
Senior risk manager says economy too fragile to remove filter
Banks treat most sovereign exposures as risk-free
Basel report highlights overuse of standardised approach
EU banks fear capital hit from CCP approval delays
Risk-weights set to jump after June 15
Simple indicators better for regulators, BoE economist argues
The experience of the 2008 crisis shows that leverage ratios are better warning signs than more complex measures such as capital ratios
Malaysian banks face 20% capital surcharge from Basel III internal model switch
Basel III sovereign cap creates internal model headache for Malaysian banks
Basel II implementation in Vietnam by 2015 remains challenging
While the Vietnam regulator is consulting on setting up an asset management company to take on NPLs to help clean up domestic banks' balance sheets, slow progress is being made towards Basel II
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
Video: New York Fed’s Marc Saidenberg denies US go-slow on Basel II implementation
The US is introducing Basel II at a similar pace to international peers and is also committed to timely implementation of Basel III, according to Marc Saidenberg, senior vice-president of bank supervision at the New York Fed, who warns of the dangers of…
From micro to macro: Basel III tools eyed as systemic risk controls
Keeping the lid on
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
Concern over accuracy of RWAs grows
A weight on their minds
Bair bids bye-bye to FDIC
Bair bids bye-bye
Basel Committee takes tiered capital approach to Sifis
Systemically important solutions
Sovereign risk weights under threat
Weight gain