Capital requirements
CVA hedging: a false sense of security
Quo vadis, CVA?
Investor pull to replace regulator push on CoCos: Credit Suisse’s Ervin
A new pull for CoCos
Perverse capital
Perverse capital
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Bair bids bye-bye to FDIC
Bair bids bye-bye
Citi’s Gerspach: $12.7 billion accounting switch was legit
Switch of assets to trading book and subsequent sales meant to limit Basel III capital impact, says Citi's CFO
Risk Europe: no-go on CoCos, says panel
Traditional investors won't be won over by debt that converts into equity, says conference panel - and one CoCo issuer raises threat of feedback effects
Regulators may keep it simple for Sifi selection
Regulators may keep the rules simple for Sifi selection process
Sovereign risk weights under threat
Weight gain
Sigor chair warns rising op risk losses not reflected in capital
Head of Basel op risk subcommittee notes rising losses in 2008 and 2009 compared with minimal capital growth
Stressed VAR questioned by risk managers
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
Fears over consistency of Basel III implementation
The power of peer pressure
The art of securitising CVA
Securitising CVA
Confusion over CCP default fund charge
CCP charge confusion
Accounting change prompts rethink of US leverage ratios
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
What Basel III means to us
What Basel III means to us
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
The Basel Committee needs teeth
Basel needs teeth
Is the counter-cyclical toolbox incomplete?
Is the counter-cyclical toolbox incomplete?
Investors wary of contingent capital
Contingent upon capital
Regulators double down
Regulators double down
Asia Risk Congress 2010: G-20 summit a success on regulation, says Korean official
In his keynote speech, Korean regulator Jong-Goo Yi highlighted the G-20's success in agreeing international regulatory reform.
NAPF: EU Solvency II proposals could undermine provision
Insurance regulatory capital framework is "inappropriate" for the European pension industry, say organisations