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Basel II
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Merrill Lynch’s former head of market risk oversight sounds off on what he sees as the failures of current risk management practices. Is he right?Be the first to comment
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Reforms to the world's financial system still fall short of ensuring that big and systemically important banks will not need to be bailed out by governments if they fail, regulators say.
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Global banking regulators will examine whether their new rules forcing lenders to hold more capital to absorb any future losses should be simplified after criticism that they are too complex to be effective.
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Banks will continue to grapple with a host of regulatory demands, especially as Basel III and Dodd-Frank provisions come into effect.
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A simple approach to reining in risks at banks would fail to capture the complexity of modern day lenders, a top global regulator said.
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Regulatory and audit requirements offer banks an opportunity for a bottom-up approach to credit strategies, which can also be applied to other business processes. Key to this approach is a decision-optimization framework.
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European Union regulators start implementing tougher global bank rules known as Basel III from January 2013 so that lenders can withstand market shocks better and are less likely to need taxpayers to bail them out. But not all the measures will be ready.
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Several large U.S. banks have upgraded the estimates of their capital positions in accordance with the new Basel III guidelines, according to research from Charlottesville, Va.-based SNL Financial.
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The Basel III regulations are set to begin being enforced in January of next year.
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The world's top 29 banks may need a total $556 billion to meet tougher new capital rules, cutting returns by a fifth and forcing them to curb investor payouts and raise customer charges, Fitch Ratings said on Thursday.
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The world's biggest banks would have had to raise more than $600 billion euros to achieve minimum capital ratios if tougher rules that are coming in for the industry had been in force last year.
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Facing an ever-intensifying regulatory environment, banks are expected to spend more on risk management than ever before. But there is a silver lining: Many of the new standards with which banks must comply can help make their operations more efficient.
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IBM acquires Algorithmics; deal is latest step in series of investments IBM has made in predictive analytics, increasingly used by financial institutions to improve risk management efforts.
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Banks will be required to have comprehensive liquidity risk management programs and must be able to clearly identify and assess enterprise-wide liquidity risk under normal and extreme market conditions -- as well as develop strategies to effectively bridge liquidity gaps.
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While Dodd-Frank and the CARD act have paved the way for a new level of consumer protection, U.S. financial institutions will have some uncertainty as to their affect until the regulators solidify the rules behind them. Where in some cases Basel III is a step in the right direction, in others it could potentially make matters worse, Citigroup CEO Vikram Pandit said.
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What kind of impact will the proposed Basel III bank capital rules have on U.S. banks – not only the biggest institutions, but also mid-sized and community banks?
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Poor data quality could lead to costly higher capital requirements, Ernst & Young principals say.
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Christine Pratt to head Aite Group’s Lending and Credit Risk research; industry veteran’s coverage will span analyst firm’s retail and wholesale banking coverage.
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New regulations expected to get in the way of improving risk management; silos continue to prevent banks from getting a truly enterprise-wide view of risk, survey suggests.
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SAP has launched SAP banking service 7.0, a set of innovations to its industry-specific banking software suite.
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Swedbank to deploy Aleri Liquidity Risk Manager; solution will help Swedbank Markets unit manage risk and meet FSA regulations.
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Huntington names former RMA CEO Kevin Blakely Chief Risk Officer.
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Ambit Risk Performance suite for retail, commercial and private banks supports front-, middle- and back-office operations, as well as financial management, risk and compliance.
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In an industry reeling from the financial crisis, enterprise risk management finally is finding a more willing audience among banks. But achieving ERM requires both a mastery of data and a cultural commitment.
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