Basel Committee
Dealers predict CVA-CDS loop will create sovereign volatility
A recipe for disaster?
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
Q&A: Stefan Walter on Basel III, RWAs, 'anti-American' rules and CVA
“It’s good to have hard deadlines”
CVA desks to keep buying sovereign CDSs – even if they never pay out
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say
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
Asia Risk Congress 2011: CCP users need tactical collateral planning due to Basel III capital squeeze
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) clearings, meaning end-users of CCPs need to tactically plan…
Delayed Basel trading book review will be broad, say supervisors
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”
Bank of England's FPC seeks to unlock Basel III tool-kit
Systemic risk committee at the Bank of England calls for power to use tools - such as liquidity and leverage ratios, and margin standards - to influence systemic risk
Basel trading book review delayed
Fundamental review of Basel trading book rules may not begin in earnest until March 2012
Complexity Basel 2.5's biggest problem, Risk.net poll finds
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
AMA and loss data collection on the rise at US banks
More US banks expected to employ AMA, while new stress-testing proposals increase interest in operational risk quantification among smaller banks
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
Credit Risk USA: Basel trading book regime attacked by dealers
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
CRD IV proposals do not deviate markedly from Basel III, says EC's Faull
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Risk Japan 2011: MUFG risk chief hits out at supervisors on RRPs
Masao Hasegawa, CRO at Mitsubishi UFJ Financial Group, says he was taken aback by a regulatory requirement to develop a resolution and recovery plan before year-end
Risk & Return Australia 2011: Co-ordinated supervision critical for global financial stability
Speakers at Risk & Return Australia 2011 believe the ability of supervisors to implement regulation around the world in a consistent manner is the most critical component to financial regulatory reform. They also believe the timeframe for new rules needs…
Q&A: ACP's Nouy on CRD IV, equity in the LCR and CoCos
Behind Basel III
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Comment: Mario Draghi, governor of the Bank of Italy
Incoming president of the European Central Bank warns against pressure to water down regulatory reform, in this edited version of a foreward to a new Risk book
RWAs too easily manipulated, finds Risk.net poll
Sixty-nine per cent of respondents urge regulatory action on risk-weighted assets