The Basel Committee's consultative paper The non-internal model method for capitalising counterparty credit risk exposures outlines a proposal to improve the methodology for assessing the counterparty credit risk associated with derivative transactions. The proposal would, when finalised,...

The Basel Committee on Banking Supervision has today issued a second consultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of proposals for a comprehensive revision of the market risk framework. This initiative forms part of...

Implementation of the Basel III framework is a key global regulatory reform priority. Full and consistent implementation within the internationally agreed timeframe is aimed at strengthening the resilience of the banking system, improving market confidence in regulatory ratios and promoting a...

In January 2013, the Basel Committee's oversight body, the Group of Governors and Heads of Supervision (GHOS), agreed the final form of the Liquidity Coverage Ratio (LCR). At that time, the GHOS asked the Committee to undertake some additional work on liquidity disclosure, the use of...