Capital requirements
UK banks won't face FRTB capital hike – BoE official
Policy expert says most trading risks already captured under Pillar 2 framework
Custodial sentence: G-Sib charge hits 'riskless' business
Treating custody deposits as wholesale funding increases risk, critics say
The rise of KVA: how 10 banks are pricing the capital crunch
Risk survey shows new add-on is gaining acceptance and could reshape the swaps business
Q&A: JFSA's Shirakawa on Basel III buffers
"Clarification is now urgently needed" on counter-cyclical buffers, says JFSA deputy commissioner
KVA losses would outweigh FVA – Risk survey
Respondents reveal huge gulf in pricing for generic swap
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
US rules on foreign banks criticised by SRB’s König
Local holding companies are a “step in the wrong direction”, says European resolution chief
Q&A: Finma’s Branson on Swiss banks and the Swiss franc
CS and UBS have "reshaped and resized", but risk to Swiss economy needs to be cut further
Insurers must admit their systemic nature, says top regulator
IAIS and Bafin chair commits to ICS by 2016 although industry raises doubts
Basel lacks data to judge FRTB impact, critics claim
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
ECB seeks end to capital carve-outs worth €130bn
On Thursday, eurozone bank supervisors will be asked to give up dozens of safe harbours
Q&A: the Bundesbank’s Andreas Dombret on small banks, big banks and shadow banks
Supervisors are “miles” from being able to monitor shadow banking risks, says financial stability head.
Too many questions in Basel floor plans, industry claims
While standardised rules are being revised, banks say they can't make a call on floors
Capital hit from death of 0% sovereign weight 'not enormous'
Banks would have to raise equity equal to 0.7% of current levels, ESRB finds
Basel will address leverage ratio threat to clearing
FAQ document to tackle treatment of segregated initial margin
What links Schumpeter, market structure and Basel III?
Regulators are hoping higher capital levels will translate into healthier markets
VAR limits: dislocations put focus on other lines of defence
Wild moves in the Swiss franc and US Treasuries blindsided VAR models
Hit the floor: banks fear Basel curbs for capital models
Regulators argue a backstop is needed to avoid too-low modelled numbers
CME fears futures clearing retreat
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
Basel floors must be below 75% to preserve models, banks say
Regulators plan to floor modelled capital at a percentage of standardised approaches
KVA: capital valuation adjustment by replication
KVA are introduced to take into account the effect of capital on funding