Basel III
108 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.
Fundamental Review of the Trading Book: Impacts on financial institutions in Australia
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…
Post-Scoring Classification for Low Default Portfolios
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.
Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle
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.
Next generation criminal fraud detection: Identifying account takeover and fraudulent transactions to help stop cybercriminals
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…
A New Approach to Regulatory Compliance
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.
OECD CRS: The Global Challenge for Automatic Account Reporting
FATCA, and in particular the implementation via intergovernmental agreements, has triggered a global waveof regulatory measures geared towards an automatic exchange of tax-related information and increased tax transparency. This currently culminates in the upcoming implementation of the OECD Common…
OTC IRS Portfolio Optimisation: how trade compression could save funds $mlns before the 2016 European Clearing Mandate strikes
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…
Emerging Themes 2015 Another turbulent year for financial regulation
2015 is set to be another turbulent year for the financial services industry, especially for those working in UK banks. Few would disagree that there needs to be a significant improvement in banking standards or that bankers should be remunerated in a way that incentivises good behaviour and does…
Selecting the right cybercrime-prevention solution
This white paper discusses key considerations and best practices to help organizations achieve effective and sustainable cybercrime prevention.
The Legal Risk Challenge Widens
In-house counsels tasked with managing legal risk have interesting times ahead. The new European Banking Authority rules may strain resources, and force a review of legal-risk categories and risk models.