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Basel

The Basel Committee issues revised standards for Interest Rate Risk in the Banking Book

Basel, News Item, Regulations /

On April 21st 2016 The Basel Committee on Banking Supervision (BCBS) issued the final standards for Interest Rate Risk in the Banking Book (IRRBB). The revised standards consist of supervisory expectations for banks’ identification, measurement, monitoring and control of IRRBB as well as their supervision. The key enrichments to the 2004 Principles include: Broader instructions […]

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Basel Committee issues proposed revisions to the operational risk capital framework

Basel, News Item, Regulations, Risk /

On March 4th 2016, the Basel Committee on Banking Supervision (BCBS) specified the proposed alternations to the operational risk capital framework, also known as the new Standardised Approach (SMA). The SMA is part of BCBS’s consultation paper which has been issued in October 2014. The suggested alternations of the operational risk capital framework are aimed

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Revised Market Risk Framework published

Basel, News Item, Regulations, Risk /

The BIS has published on January 14th, 2016 the revised market risk framework,  also referred to as Fundamental Review of the Trading Book (FRTB). The 2007-2008 period of severe market stress exposed weaknesses in the framework for capitalising risks from trading activities. In 2009, the Committee introduced a set of revisions to the Basel II market

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Basel Committee consults on interest rate risk in the banking book

Basel, News Item, Regulations /

The Basel Committee on Banking Supervision has issued in June 2105 a consultative document on the risk management, capital treatment and supervision of interest rate risk in the banking book (IRRBB). This consultative document expands upon and is intended to ultimately replace the Basel Committee’s 2004 Principles for the management and supervision of interest rate

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EBA publishes results of the Basel III monitoring exercise

Basel, News Item, Regulations /

The European Banking Authority (EBA) published today its eight report of the Basel III monitoring exercise on the European banking system. This exercise, run in parallel with the one conducted by the Basel Committee on Banking Supervision (BCBS) at a global level, allows the gathering of aggregate results on capital ratios and leverage ratio (LR), as well

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