Basel III white papers

Found  63 white papers and resources

Risk Library hosts a number of Basel III white papers by leading experts. Use the information resource for the latest industry developments and to ensure that your organisation meets all Basel III requirements.

Basel III is the third set of global regulatory requirements agreed upon by members of the Basel Committee. It builds upon Basel I and II by adding new core capital requirements to strengthen a banks position. Banks will now have to hold increased levels of common equity and additional capital butters, including a counter cyclical buffer. A minimum leverage ratio and liquidity ratios are being introduced.

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IFRS 9, Stress Testing, ICAAP - A comprehensive framework for PD calculation

Company: Prometeia

This white paper explores a comprehensive framework for IFRS 9, Stress Testing and ICAAP probabilities of default (PD) calculation. It further addresses some of the main problems arising in developing PDs for regulatory purposes and how to overcome these challenges. VIEW SUMMARY

Category: Regulation | Published: 10 July 2017 | Type: White Paper

Rating: + 27

Rising to the Intraday Challenge

Company: SmartStream Technologies Ltd

This white paper explores the new requirements for intraday cash and liquidity management reporting introduced by Basel III. The paper further provides a solution to help organisations comply with this new regulation. VIEW SUMMARY

Category: Basel III | Published: 18 April 2017 | Type: White Paper

Rating: + 9

A Summary of BCBS Interest Rate Risk in the Banking Book Directive

Company: Moody's Analytics

This white paper summarizes the core Pillar 2 approach of Interest Rate in the Banking Book VIEW SUMMARY

Category: Regulation | Published: 05 April 2017 | Type: White Paper

Rating: + 13

Achieving Optimal IFRS 9 Compliance: Going Beyond Compliance by Optimizing Your Implementation Effort and Financial Impact

Company: SAS

This white paper explores the software functionality needed to support optimal IFRS 9 compliance. It further discusses why any steps taken towards IFRS 9 compliance should not be taken in isolation, but rather in the context of existing regulatory pressures. VIEW SUMMARY

Category: Basel III | Published: 27 January 2017 | Type: White Paper

Rating: + 6

The IFRS 9 Impairment Model and its Interaction with the Basel Framework

Company: Moody's Analytics

This white paper explores the growing interaction between risk management and accounting in relation to credit risk modelling approaches, capital ratios, and provisions calculations, as well as data management and governance in preparation for IFRS 9. VIEW SUMMARY

Category: Operational Risk | Published: 12 January 2017 | Type: White Paper

Rating: + 31

Are Internal Credit Models for Structured Securities Going Away? An Analysis of the Recent Basel Consultative Document

Company: Moody's Analytics

This white paper focuses on the proposed changes and their implications for calculating credit risk capital, as well as the proposal’s integration with Basel’s other recent revisions and upcoming initiatives. The paper also discusses what next steps are expected with regard to this proposal. VIEW SUMMARY

Category: Basel III | Published: 13 December 2016 | Type: White Paper

Rating: + 9

Basel III Standardized Approach to Counterparty Credit Risk (SA-CCR): Adoption and Implementation Status

Company: Moody's Analytics

This white paper provides a brief introduction to the new standardized approach for measuring counterparty credit risk, its expected benefits, and its actual impacts. The paper further details the potential difficulties associated with its implementation and the current status of its adoption in VIEW SUMMARY

Category: Operational Risk | Published: 25 November 2016 | Type: White Paper

Rating: + 20

Liquidity Optimization: Building a Liquidity Risk Framework for Competitive Advantage

Company: Intellect Design

This white paper will provide financial institutions guidance on how to manage, monitor and optimize liquidity. The paper further addresses why organisations should implement key risk indicators to help provide a holistic view of liquidity. VIEW SUMMARY

Category: Operational Risk | Published: 20 October 2016 | Type: White Paper

Rating: + 9

The 10 greatest challenges and pitfalls when designing and implementing SA-CCR

Company: Misys

This white paper explores the greatest challenges financial institutions will face when implementing SA-CCR. VIEW SUMMARY

Category: Compliance | Published: 05 April 2016 | Type: White Paper

Rating: + 8

Reading the Tea Leaves of Recent Regulatory Guidance

Company: Moody's Analytics

This white paper will explore the Federal Reserve’s “Guidance on Supervisory Assessment of Capital Planning and Positions” (SR 15-18 and SR 15-19). The paper further examines the BCBS’s “Guidance on Credit Risk and Accounting for Expected Credit Losses”. VIEW SUMMARY

Category: Credit Risk | Published: 01 March 2016 | Type: White Paper

Rating: + 3

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