Basel III counterparty credit risk and exposures to central counterparties – Frequently asked questions (update of FAQs published in November 2012) (Basel Committee) “The Basel Committee on Banking Supervision has received a number of interpretation questions related to the December 2010 publication of the Basel III regulatory frameworks for capital and liquidity as well as… Continue Reading
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Revisions to the Basel Securitisation Framework
Revisions to the Basel Securitisation Framework – consultative document, December 2012 “The performance of securitisation exposures and the central role they played during the recent financial crisis were a key motivation for the Basel Committee to perform a broader review of its securitisation framework for regulatory capital requirements. The Committee’s objectives are to make capital… Continue Reading
Basel III counterparty credit risk – Frequently asked questions
Basel III counterparty credit risk – Frequently asked questions (update of FAQs published in July 2012), November 2012 “The Basel Committee on Banking Supervision has received a number of interpretation questions related to the December 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on… Continue Reading
Basel III: Necessary, but not sufficient (speech by Wayne Byres)
Remarks by Wayne Byres, Secretary General of the Basel Committee on Banking Supervision, prepared for the Financial Stability Institute’s 6th Biennial Conference on Risk Management and Supervision, Basel, 6 November 2012: “My main message to you this afternoon is that implementing Basel III is essential, but it must be accompanied by other measures and reforms… Continue Reading
Report to G20 Finance Ministers and Central Bank Governors on Basel III implementation
“Full, timely and consistent implementation of the Basel III framework is essential for promoting confidence in the regulatory framework for banks and to help secure a stable global banking system. The Basel Committee is monitoring its member jurisdictions’ implementation through a recently launched comprehensive review programme. A key element of the process is transparency, including… Continue Reading
CRS – U.S. Implementation of the Basel Capital Regulatory Framework
U.S. Implementation of the Basel Capital Regulatory Framework, Darryl E. Getter, Specialist in Financial Economics. September 20, 2012 “The Basel III international regulatory framework, which was produced in 2010 by the Basel Committee on Banking Supervision at the Bank for International Settlements, is the latest in a series of evolving agreements among central banks and… Continue Reading
Results of the Basel III monitoring exercise as of 31 December 2011
Results of the Basel III monitoring exercise as of 31 December 2011: “This report presents the results of the Basel Committee’s Basel III monitoring exercise. The study is based on rigorous reporting processes set up by the Committee to periodically review the implications of the Basel III standards for financial markets; the first results of… Continue Reading
CBO Baseline Economic Forecast August 2012
Baseline Economic Forecast August 2012. August 22, 2012: “This file supplements information in CBO’s August 2012 report An Update to the Budget and Economic Outlook: Fiscal Years 2012 to 2022.” Related postings on financial system Continue Reading
Medicares Payments to Physicians: The Budgetary Impact of Alternative Policies Relative to CBOs March 2012 Baseline
“Medicares payment rates for physicians services are scheduled to be reduced by 27 percent in 2013, the Congressional Budget Office (CBO) estimates, under the provisions of law known as Medicares Sustainable Growth Rate (SGR) mechanism. The SGR mechanism consists of expenditure targets, which are established by applying a growth rate (calculated by formula) to spending… Continue Reading
BIS – Banks Reactions to Basel-III
Banks Reactions to Basel-III – Paolo Angelini, Bank of Italy. Andrea Geralim, Bank of Italy. July 1, 2012 Bank of Italy Temi di Discussione (Working Paper) No. 876 “We use a dynamic general equilibrium model of the euro area to study banks possible responses to the stricter capital requirements called for by the Basel III… Continue Reading
Basel III counterparty credit risk – Frequently asked questions
Basel III counterparty credit risk – Frequently asked questions, July 2012 “The Basel Committee on Banking Supervision has received a number of interpretation questions related to the December 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at the… Continue Reading
Principles for effective risk data aggregation and risk reporting – consultative document (Basel Committee)
Principles for effective risk data aggregation and risk reporting – consultative document, June 2012 “The financial crisis that started in 2007 revealed that many banks, including global systemically important banks (G-SIBs), were unable to aggregate risk exposures fully and quickly. This meant that banks’ ability to take risk decisions in a timely fashion was seriously… Continue Reading
