Basel Committee
Basel and Dodd-Frank create arbitrage potential, say analysts
Removal of credit ratings under Dodd-Frank will create arbitrage opportunities – and is already being exploited by some US banks, research claims
Going-concern triggers on CoCos unrealistic, says White
Contingent capital instruments designed to provide a capital boost before the point of non-viability are laudable but unrealistic, says former RMMG chair Mark White
Concern over accuracy of RWAs grows
A weight on their minds
Bair bids bye-bye to FDIC
Bair bids bye-bye
CVA charge will hit sovereign exposures
Adjusting to change
Basel Committee takes tiered capital approach to Sifis
Systemically important solutions
Equity should be included in LCR – Risk.net poll
Equity should be included in Basel III liquidity coverage ratio, say respondents
Credit Risk 2011: Basel III overreaching into macro-prudential policy, say panellists
Basel III counter-cyclical buffer a misguided, macroeconomic tool, say industry figures
Basel Committee responds to RWA dispute
Roldán says the standards and implementation group of the Basel Committee will investigate risk-weighted assets
Basel Committee will not impose CoCo requirement for Sifis
Basel Committee proposes a staggered common equity capital surcharge for systemically important banks, but steers clear of contingent capital
Mervyn King lands three BIS roles; new BCBS chair named
Bank of England governor will chair the Basel Committee's oversight body. The committee itself will be chaired by Stefan Ingves, governor of Sweden's central bank
FSA's Turner: RWA divergence would undermine Basel III
FSA chair highlights growing concern about foundation of risk-based regulatory capital system
Europe lax on RWA calculations, says Bair
FDIC chairman warns of international divergences on risk-weighted assets
Largest Sifis should hold capital surcharge of at least 3%, says FDIC’s Bair
FDIC chairman Sheila Bair rejects argument by some bankers that a Sifi surcharge is not necessary
IIF’s Dallara criticises Basel Committee for shortcomings on governance reform
Institute of International Finance managing director Charles Dallara “deeply troubled” by the Basel Committee’s lack of focus on bank risk culture
LCR should include equity, says ACP’s Nouy
Basel III liquidity coverage ratio should admit equities with significant haircuts, says Danièle Nouy at the Autorité de Contrôle Prudentiel
Basel III liquidity rules won't be watered down in Europe, says ACP's Nouy
Autorité de Contrôle Prudentiel secretary-general Danièle Nouy says looser language in the CRD IV draft won't ultimately mean weak rules in Europe
Basel III liquid asset definitions loosened in CRD IV draft
Draft legislation seen by Risk contains less prescriptive language on what counts as an eligible liquid asset under the liquidity coverage ratio
Asia’s banks move to meet new capital and liquidity rules
A capital plan
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
New loan-loss reserve requirement under Basel III set to crimp profits at Chinese banks
A new 2.5% minimum loan-loss reserve requirement to be implemented in China under Basel III is likely to reduce the ability of banks to distribute profits to shareholders
BCBS issues final version of report on financial sector pay
Basel Committee on Banking Supervision reveals risk-adjusted remuneration report; urges large firms to move away from remunerating employees based purely on profits
Sigor plans new LDCE to capture operational risk losses since crisis
Working group is also considering raising betas in the Basel II standardised approach to encourage movement towards the AMA, but some say this is not the answer
Push for lower Tier II capital fund raising prior to window closing
Investment banks are urging financial institution clients to issue old-style lower Tier II capital before the window closes on January 1, 2013, when the full force of Basel III capital rules come into effect.