Basel III white papers

Found  57 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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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: Basel III | Published: 25 November 2016 | Type: White Paper

Rating: + 8

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: Liquidity Risk | Published: 20 October 2016 | Type: White Paper

Rating: + 7

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: Regulation | 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: Regulation | Published: 01 March 2016 | Type: White Paper

Rating: + 3

Fundamental Review of the Trading Book: Impacts & Market Perspectives

Company: Chappuis Halder

This white paper analyses the Fundamental Review of the Trading Book (FRTB), covering its origins, responsibilities and priorities. The paper further identifies how market participants interpret the reform and examines some of the FRTB’s key issues. VIEW SUMMARY

Category: Market Risk | Published: 24 February 2016 | Type: White Paper

Rating: + 19

Risk-Weighted Assets (RWA) density | What lies behind this underrated financial ratio

Company: Chappuis Halder

This white paper will cover the origins of the Risk-Weighted Assets ratio and the history of its use in financial analysis. The paper will further showcase its characteristics and behavioural traits, exemplified through a number of theoretical tests. VIEW SUMMARY

Category: Enterprise Risk Management | Published: 12 February 2016 | Type: White Paper

Rating: + 18

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: + 3

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: + 20

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: + 10

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

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