Capital requirements

Basel CVA changes criticised

The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly

A focus on gone-concern contingent capital

Regulators have found it easier to reach consensus on a standard for contingent capital that converts at the point of a bank’s insolvency, but continue to struggle with the definitions for going-concern conversion. How will supervisors proceed? Joel…

Too networked to fail?

The need to craft special treatment for banks that are too big or interconnected to fail has long been a concern for regulators, but of equal importance is the challenge of identifying which institutions should be subjected to such measures. How can…

Compliance vendors triumph in adversity

Compliance providers have found new customers as a result of the recently changed regulatory environment, while adopting integrated approaches to make the best of tightened budgets everywhere. David Benyon reports

Basel III: kill or be killed

The Basel Committee is trying to prevent a repeat of the financial crisis with a package of new rules, but banks argue the cure could be worse than the disease. After spending the past two months filling out spreadsheets on the impact of the proposals,…

Dampening pro-cyclicality in margin

The Committee on the Global Financial System has released a proposal recommending changes to dampen pro-cyclicality in margin practices and haircuts for securities financing and over-the-counter derivatives. How could this affect collateral management…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here