BCBS
Some stories require a subscription to access the full source article.
Regulators says Basel III bank capital work is done
By Huw Jones
November 30, 2020, Reuters
Global banking regulators on Monday drew a line under a decade-long project to toughen up capital requirements and urged lenders to use the …
Buffer stops? Why banks haven’t used Covid capital relief
By Samuel Wilkes
November 30, 2020, Risk
As the coronavirus swept across continents, bank supervisors reassured panic-stricken governments and economies that they had freed up trillions in lending capacity by …
SA-CCR switch clouded by confusion over netting sets
By Costas Mourselas
November 25, 2020, Risk
US banking regulators have been asked to clarify whether certain client cleared trades can be included in netting sets under the standardised approach …
Fed will start FRTB model approvals for US banks in 2021
By Sharon Thiruchelvam
November 23, 2020, Risk
A senior Federal Reserve official has told US banks intending to use the internal models approach to calculate their new market risk capital …
Isda study reveals size of Covid’s trading book capital hike
By Samuel Wilkes
November 20, 2020, Risk
A study by the International Swaps and Derivatives Association has found trading book risk-weighted assets faced an average increase of 25% across 20 …
Read More →
Basel Committee to persist with bank requirements even as pandemic spreads, official says
By Neil Roland
October 20, 2020, MLex
Implementation of Basel III capital and liquidity requirements for banks shouldn’t be slowed due to the pandemic because these global reforms, while incomplete, …
Fed will calibrate NSFR to avoid hurting repo
By Philip Alexander
September 25, 2020, Risk
The US Federal Reserve will seek to calibrate a key Basel liquidity ratio to avoid putting pressure on US Treasury cash and repo …
Read More →
CVA desks arm themselves for the next crisis
By Natasha Rega-Jones
August 24, 2020, Risk
April is said to be the cruellest month. But for one European bank’s credit valuation adjustment desk, the pain came a month earlier.…
Read More →
Inside the Fed’s secret liquidity stress tests
By Sharon Thiruchelvam
August 17, 2020, Risk
On March 24, at the height of the Covid-19 market crisis, the US Federal Reserve quietly shelved confidential liquidity reviews and stress tests …
Read More →
All US Bank Regulators Should Require Banks to Incorporate Climate Change Risks Into Their Risk Management Frameworks and Disclosures
By Mayra Rodriguez Valladares, MRV Associates
Read More →Originally published in Forbes
It is imperative that banks incorporate climate change risks in every aspect of their day-to-day risk management so that they …