capital requirements

Major regulatory changes, evolving market structure and funding challenges are making capital efficiency more imperative. Against this backdrop, the economics of derivatives and cash activities are being reshaped. OpenLink's Mark Abrams explains how a holistic approach to risk management — especially in regard to counterparty risk and collateral management — can play a pivotal role in improving your firm’s efficiency and maintaining its competitiveness.    

The Basel Committee issued today its second consultative paper on the Capitalisation of bank exposures to central counterparties.

The Committee's proposals relate to the capitalisation of bank exposures to a central counterparty (CCP) and cover both capital requirements for default fund exposures and trade-related exposures to CCPs. The Committee will finalise the rules around year end and expects that they will be implemented in its member jurisdictions by January 2013.

The Basel Committee on Banking Supervision issued today its first Progress report on Basel III implementation.

The Basel Committee on Banking Supervision today issued Basel III frequently asked questions. To promote consistent global implementation of Basel III, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the rules text and interpretative guidance that may be necessary.

Today the Basel Committee on Banking Supervision announced that it has completed its review of and finalised the Basel III capital treatment for counterparty credit risk in bilateral trades. The review resulted in a minor modification of the credit valuation adjustment, which is the risk of loss caused by changes in the credit spread of a counterparty due to changes in its credit quality (also referred to as the market value of counterparty credit risk).

The Basel Committee issued today a consultative paper on the Capitalisation of bank exposures to central counterparties.The Basel Committee issued today a consultative paper on the Capitalisation of bank exposures to central counterparties.

The Basel Committee issued today a consultative paper on the Capitalisation of bank exposures to central counterparties.The Basel Committee issued today a consultative paper on the Capitalisation of bank exposures to central counterparties.

The Financial Stability Board (FSB) and Basel Committee on Banking Supervision (BCBS) concluded their assessment of the macroeconomic impact of the transition to the new bank capital and liquidity standards.

The Basel Committee on Banking Supervision met today in Seoul, South Korea, to work towards finalising its reform programme.

A clear majority for an equally clear position: The European Parliament today unanimously adopted its Report on Basel II and the revision of the Capital Requirements Directive. Parliament's Rapporteur, EPP Group Vice-Chairman Othmar Karas MEP, succeeded in finding a broad consensus among all political groups: "We have now prepared a strong position for the European Parliament. This will be a clear guideline for the European Commission.