Basel Committee On Banking Supervision
Basel RWA review said to show banks 'many multiples' apart
Regulators are bracing for fresh criticism of bank capital modelling, say industry sources
Isda defends trading book models in response to Basel proposals
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...
Portfolio theory vindicated by crisis, says Markowitz
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,...
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Regulators wary of new corporate deposits that sit outside Basel III LCR
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...
AIB suffers deeper losses in 2010
Allied Irish Banks (AIB) has announced pre-tax losses of over €12bn for 2010, plunging €9.4bn deeper into the red compared with the previous year as it continues to pay the price of bad loans made to property developers leading up to the financial crisis....
Europe's banks face core Tier 1 requirements of 5%
Europe’s banks need to meet Core Tier 1 capital ratio requirements of 5% from the end of this year, as the new European banking regulator puts pressure on institutions to bolster their underlying financial health.