Basel Committee On Banking Supervision

Regulators are bracing for fresh criticism of bank capital modelling, say industry sources

The International Swaps and Derivatives Association has proposed an alternative approach to trading book capital requirements, and urged regulators not to disincentivise banks from improving their internal models, in its response to the Basel Committee...

One of the founders of the theory of portfolio management has defended it against widespread claims that it failed during the crisis – in fact, the crisis vindicates the theory, argues Harry Markowitz, professor of finance at the University of California,...

Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit

Bank supervisors say they are keeping a close eye on a new generation of corporate deposits that use a rolling 35-day option to remain out of reach of the 30-day threshold embedded in the Basel III liquidity coverage ratio (LCR) – one of the first products...