Credit growth is widely used as an indicator of potential financial stress, and it plays a role in the new Basel III framework. However, it is not clear how good an indicator it is in markets that have been financially liberalised. The authors of this paper take a sample of 14 OECD countries [...]
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Posted on January 13th, 2013
Posted on January 13th, 2013
The Basel Committee on Banking Supervision today issued frequently asked questions (FAQs) on Basel III’s counterparty credit risk rules and the interim framework for bank exposures to central counterparties (CCPs). To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions and publish answers along with [...] Posted on January 13th, 2013
The Basel Committee on Banking Supervision (BCBS) published the finalised Liquidity Coverage Ratio (LCR) on 7 January 2013. The finalised LCR is less onerous than the original formulation published in December 2010 and should therefore be welcomed by banks. This briefing outlines the main amendments to the LCR and considers their effect. Source: [...] Posted on January 9th, 2013
The performance of securitisation exposures and the central role they played during the recent financial crisis were a key motivation for the Basel Committee to perform a broader review of its securitisation framework for regulatory capital requirements. The Committee’s objectives are to make capital requirements more prudent and risk-sensitive; to mitigate mechanistic reliance [...] Posted on January 7th, 2013
The Group of Governors and Heads of Supervision (GHOS), the oversight body of the Basel Committee on Banking Supervision, met on January 6, 2012 to consider the Basel Committee’s amendments to the Liquidity Coverage Ratio (LCR) as a minimum standard. It unanimously endorsed them. A summary description of the agreed LCR is [...] 130 pages
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