Basel III
97 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.
Integrating ECL Onto a Stress Testing Platform: Credit Risk Characteristics
FRG’s white paper authored by Jonathan Leonardelli, FRG’s Director of Business Analytics, examines how credit loss in the ECL process can leverage the changes in the credit risk profile of a portfolio during a stress scenario.
Integrating ECL Onto A Stress Testing Platform: Scenarios
This white paper examines technological and methodological strategies to help to produce stress testing expected credit loss values that comply with IFRS 9 as well as CECL Standards for your financial institution.
Reading Between the Fines: A Deep Dive into Financial Institution Penalties in 2022
Fenergo’s latest research report on financial institution penalties in 2022 is available now. Key analysis shows that fine values in the Asia-Pacific region were just 0.77% of what they were in 2021. Read the report to find out about the biggest actions from the past year, key trends driving…
Complying with climate risk framework standards for streamlined processes
Conscious that climate change affects all sectors of the economy, financial institutions are realising the significant impact this will have on their customers and, ultimately, their own profit margins. In addition, there is a greater appreciation of how their own activities can influence the…
Podcast: Leveraging Real-time Data Feeds For Faster Business Decisions
The markets have been on a very volatile ride in 2022, which makes low-latency data more crucial to the business. This broadcast brought on a veteran data leader from the London Stock Exchange Group (LSEG), who shared what the key markets challenges are, and how firms can leverage LSEG’s vast…
SCRA Best practice guide
The financial world has been familiar with the Basel III framework since its inception in 2010 and countless hours have already been spent tackling the 1,626-page tome and its various amendments over the years. There is no doubt that full implementation of Basel III will be a gargantuan effort for…
FRTB: a question of strategy for US banks
As pieces of the FRTB puzzle fall into place, the model methodology reshuffle raises new questions for US banks hoping to heed the lessons from their FRTB forerunners in Europe and beyond. This Risk.net paper explores the key decisions facing US banks as they look to future-proof their FRTB…
Leveraging data in e-FX trading
In a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy, writes Daniel Chambers, head of Data & Analytics at BidFX.
BASEL III – SCRA IMPLEMENTATION FAQ
The scale of the data management effort will depend on the size and geographic spread of a bank’s unrated portfolio, but will likely entail significant time and resources, which is why Fitch Solutions developed an SCRA data offering to meet this need. To help banks understand the challenge, Paul…
Why do BI solutions struggle so much when it comes to market risk analytics?
This white paper addresses the deficits in business intelligence solutions for market risk since many lose performance once faced with non-linear calculations and aggregation of complex financial instruments. It also looks at how to weave together disparate technologies across the bank and…