Basle III



Featured image for “US IRS volumes – SEF MAT cliff or steady decline?”

February 26, 2014 - Editor

A couple of recent pieces suggested a dramatic downturn in SEF IRS trading in week 1 of MAT.   Such short-term effects may be shown

Featured image for “Davis Polk : Analysis of the Revised Basle 3 Leverage Ratio”

January 22, 2014 - Editor

From DP: The Basel Committee recently finalized its revisions to the Basel III leverage ratio. Compared to its June 2013 proposal, the Basel Committee has

Featured image for “Weekly Roundup | US & International Regulation | 18 January 2014”

January 18, 2014 - Editor

US Regulation: The Volcker Rule Agencies Issue Final Rules Implementing the Volcker Rule Five federal agencies on Tuesday issued final rules developed jointly to implement

Featured image for “Deja vu? Latest Basel III CCP capital rules may make CCP membership uneconomical | Risk.net Clearing Member poll”

October 30, 2013 - Editor

Risk.net conducted a poll of clearing members, a big majority of whom think CCP membership will become uneconomical under newest proposed risk-based and leverage ratio

Featured image for “€20 billion: The annual cost of OTC derivatives regulation”

October 1, 2013 - Editor

In its Macroeconomic impact assessment of OTC derivatives regulatory reforms, published on 26 August, the BIS have estimated the additional annual global cost of reforms as

Featured image for “The week that was (Dazzling Derivatives; issue of 2nd September 2013)”

September 2, 2013 - Editor

Dear all, The TOP Stories of last week: Craig Pirrong picks apart recent BIS study Craig Pirrong tears apart the logic behind a recent BIS

Featured image for “The weeks that were (Dazzling Derivatives; issue of 26th August 2013)”

August 26, 2013 - Editor

Dear all, the "Dazzle" had a one-week hiatus – but is back this week in full swing and with loads of worthy information. Have a

Featured image for “?Backwards Regulation Risk Systemic OTC The Is | Should Bilateral Margin and Capital Have Come Before Clearing?”

August 8, 2013 - Editor

I often notice that the different regulators and the different associated interacting market participants, utilities and commentators dissociate regulations of bank capital (e.g. Basel III)

Featured image for “U.S. Basel III Final Rule: Standardised Risk Weights Tool | Davis Polk”

July 12, 2013 - Editor

DP have made a tool in which you can click on various types of exposure and see the underlying capital calculations relating. It includes the

Featured image for “Do clearing mandates actually work?”

April 26, 2013 - Editor

In an environment where bilateral and cleared trades are more appropriately risk mitigated through bilateral margin, CCP margin and guarantee funds and Basel III capital,