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Basel III

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.

Unlocking FATCA and CRS

At the end of October 2014, the UK and 50 other countries from the Organisation for Economic Co-operation and Development (OECD) signed up to the Common Reporting Standard (CRS). Governments have committed to implement automatic exchange of tax information in 2017. CRS: A Game-Changer CRS is…

Optimizing the Capital Ratio under Basel III

Basel III stresses the integration between liquidity and credit risk, and the need to manage both from an enterprise-wide risk-management context. This demands a new enterprise-wide organization of tasks, processes, and calculation infrastructure, specifically in terms of systemsintegration, data…