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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How to build CVA on top of an existing risk structure

Company: Misys

This white paper explores the current credit valuation adjustment (CVA) landscape, looking at the different challenges of implementation. It discusses the various CVA strategies that are available to banks and provides insight to those looking to implement CVA projects effectively. VIEW SUMMARY

Category: Basel III | Published: 01 May 2013 | Type: White Paper

Rating: + 12

Basel III reforms: how easy will it be to mitigate CVA capital charges?

Company: Baker & McKenzie

One of the most important, and also controversial, reforms under the Basel III framework is the introduction of credit valuation adjustment into calculations of counterparty credit risk capital. Baker & McKenzie analyse Article 375 on eligible hedges to see what guidance it can provide. VIEW SUMMARY

Category: Basel III | Published: 31 October 2012 | Type: White Paper

Rating: + 6

Basel III Data Aggregation – Asking the Impossible?

Company: Finsbury Solutions Ltd

For the first time in banking regulation there are explicit requirements for accuracy, completeness and timeliness in the aggregation of risk data. This white paper considers these obligations as set out in Basel III, and discusses how to build the systems and processes that can best ensure VIEW SUMMARY

Category: Basel III | Published: 03 September 2012 | Type: White Paper

Rating: + 8

Basel Committee 2012 – Risk Data Aggregation

Company: ClusterSeven Ltd

As regulators reviews key lessons from the financial crisis, banks face new requirements to ensure that their information technology and data architectures are adequate in supporting the broad management of financial risks. This white paper discusses how this can be achieved. VIEW SUMMARY

Category: Basel III | Published: 03 September 2012 | Type: White Paper

Rating: + 13

Wrong-way CVA done right

Company: Goldman Sachs

Credit valuation adjustment (CVA) has been at the forefront of many discussions since the 2007–2008 financial crisis as a result of losses taken by major market participants due to counterparty defaults on derivatives. Basel III and threatened clearing requirements are driving change. VIEW SUMMARY

Category: Basel III | Published: 26 April 2012 | Type: Article

Rating: + 8

Managing emerging risks and macro-prudential regulation

Company: Oracle

A 2012 survey of global financial institutions, sponsored by Oracle Financial Services, has explored how firms are coping with the new macro-prudential regulatory environment. While many financial institutions see the new requirements as an opportunity to differentiate themselves, challenges in VIEW SUMMARY

Category: Basel III | Published: 03 February 2012 | Type: White Paper

Rating: + 1

Basel III and Beyond: Banking Regulation Beyond The Crisis

Company: Risk Books

Around the world, central bankers, regulators and governments have responded to the financial crisis with new regulation and legislation. The cornerstone of this global initiative to contain risk is Basel III – sweeping new regulatory standards for banks on capital adequacy and liquidity. VIEW SUMMARY

Category: Basel III | Published: 27 July 2011 | Type: White Paper

Rating: + 7

Securitised debt markets in Asia are poised for growth, but challenges remain

Company: DBS Bank

Securitised debt has, at best, played a supporting role in Asia over the past decade or so. No sooner did issuers and investors begin to embrace the product than it met an unexpected hurdle that took the wind out of its sails. VIEW SUMMARY

Category: Structured Products | Published: 01 April 2011 | Type: Article

Basel III and IFRS 9: A tightening of the regulations

Company: Royal Bank of Scotland (RBS)

During the second half of 2010, both the Basel Committee on Banking Supervision (BCBS) and the International Accounting Standards Board (IASB) provided further clarification and quantification of the required global standards for capital, liquidity and for the accounting of financial instruments. In VIEW SUMMARY

Category: Basel III | Published: 01 April 2011 | Type: Article

Rating: + 10

The ultimate risk – flawed liquidity risk management

Company: Sybase

As the global financial services industry digests Dodd-Frank, Basel III, European bank stress tests and the inexplicable ‘flash crash’ that downed Dow Jones 700 points in minutes, the question is where to now? VIEW SUMMARY

Category: Liquidity Risk | Published: 24 November 2010 | Type: Article

Rating: + 3

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