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Basel III white papers

Found  51 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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Enterprise Stress Testing Systems 2015: SAS Vendor Highlights

Company: SAS

This report provides an independent evaluation and description of leading practices from SAS as well as its competitive position in the market. The report also includes a brief look at key business and regulatory challenges and focuses on the technology landscape for enterprise stress testing. VIEW SUMMARY

Category: Credit Risk | Published: 13 January 2016 | Type: White Paper

Rating: + 2

Interest Rate Risk In The Banking Book – How to manage IRRBB considering the Monetary Policy and the new regulation

Company: Chappuis Halder

This white paper focuses on understanding how current market conditions (low interest rates) can affect banks’ revenues and profitability. The paper further analyses, via simulations on a real portfolio, the impacts of interest rate moves on the Economic Value of Equity and the Earnings at Risk. VIEW SUMMARY

Category: Asset Liability Management | Published: 21 December 2015 | Type: White Paper

Rating: + 10

An Enhanced Liquidity Risk Management Framework for Banks

Company: Moody's Analytics

This white paper shows the advantages of including internal behavioural models into an institution’s liquidity risk management practices to enhance returns and exploit competitive advantages related to their balance sheet composition, funding structure, and business model. VIEW SUMMARY

Category: Enterprise Risk Management | Published: 07 December 2015 | Type: White Paper

Rating: + 7

Fundamental Review of the Trading Book: Impacts on financial institutions in Australia

Company: Wolters Kluwer

This white paper aims to outline the Fundamental Review of the Trading Book's key requirements, and how they translate into processes in and around the trading book. It offers suggestions with respect to best practices for the design and development of a platform to meet concerns raised by VIEW SUMMARY

Category: Risk Systems | Published: 24 November 2015 | Type: White Paper

Rating: + 1

Post-Scoring Classification for Low Default Portfolios

Company: Chappuis Halder

This whitepaper aims to provide clues for optimizing Post-Scoring classification as well as analysing the relationship between the number of classes in a rating scale and the impact on regulatory capital for Low Default Portfolios. VIEW SUMMARY

Category: Credit Risk | Published: 23 November 2015 | Type: White Paper

Rating: + 7

Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle

Company: Wolters Kluwer

The global financial crisis and the aftermath that continues to unfold have created a justifiable obsession with stress among bankers and supervisors. The sharper focus has made stress testing a key component of the evolving global regulatory framework covering risk control and capital discipline. VIEW SUMMARY

Category: Compliance | Published: 16 October 2015 | Type: White Paper

Rating: + 9

Next generation criminal fraud detection: Identifying account takeover and fraudulent transactions to help stop cybercriminals

Company: IBM United Kingdom Limited

In today’s ever changing fraud landscape, much of the currently used statistical-based fraud detection methodology is creating significant challenges for both organizations and end users. These statistical models generate high false positive rates and provide a risk score that does not effectively VIEW SUMMARY

Category: Operational Risk | Published: 05 June 2015 | Type: White Paper

Rating: + 6

A New Approach to Regulatory Compliance

Company: HCL Technologies

Since the 2008 ‘financial crisis’, regulators in virtually every jurisdiction have significantly ‘upped the ante’ in terms of levels of disclosure, granularity, trace-ability and frequency of regulatory reporting requirements. VIEW SUMMARY

Category: Compliance | Published: 27 April 2015 | Type: White Paper

Rating: + 8

OECD CRS: The Global Challenge for Automatic Account Reporting

Company: Software Daten Service

FATCA, and in particular the implementation via intergovernmental agreements, has triggered a global wave VIEW SUMMARY

Category: Compliance | Published: 31 March 2015 | Type: White Paper

Rating: + 4

OTC IRS Portfolio Optimisation: how trade compression could save funds $mlns before the 2016 European Clearing Mandate strikes

Company: Catalyst Development Ltd

This white paper describes a new approach to trade compression that allows fund managers to reduce the costs of swap clearing by up to 80% by eliminating excess gross notional from their books. The aim is to increase both trading and clearing efficiency in advance of the impending 2016 European VIEW SUMMARY

Category: Interest Rate Derivatives | Published: 27 March 2015 | Type: White Paper

Rating: + 9

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