Basel III
Quality's Matrix
Data quality improvement efforts—even those aimed at making the process simpler—are proving to be a complex mix involving different actions for different types of data, regulations to contend with, and management issues to be grasped. Michael Shashoua…
Basel Committee's Next Steps
Guidance on Basel III capital adequacy regulation issued last year focused on risk calculation methods, and sends a signal on what else the Basel Committee on Banking Supervision could address in fleshing out the rules
Mizuho Chooses GoldenSource for Data Quality, Regulatory Compliance
Mizuho International will use GoldenSource's enterprise data management platform to help it comply with regulations such as the European Market Infrastructure Regulation by improving data quality and transparency
AxiomSL Addresses Basel III Liquidity Requirements
AxiomSL has added a new configuration to its reporting platform that allows users to meet new Basel III liquidity requirements.
Choosing Data Battles
Choices concerning the value of data, the use of data utilities and planning data governance are gaining importance to firms preparing to meet data demands produced by new compliance requirements
IRD's Editor on Basel Committee's Latest Guidance
The Basel Committee on Banking Supervision has been actively defining details of Basel III capital adequacy rules. Expect more from the committee throughout the remainder of the year.
Basel Committee Returns To Spotlight
The Basel Committtee on Banking Supervision sees the upcoming G20 summit as an opportunity to put forward more details on Basel III capital adequacy rules
Basel Committee Recommends Reporting Improvements
The Basel Committee on Banking Supervision says enhanced disclosures by banks, including granular data on asset class mixes, may be needed to improve understanding of risk-weighted assets
Europe's Build-Up to Basel III
The European Union’s Capital Requirements Directive IV will implement Basel III proposals across the continent when it comes into force at the beginning of next year. With firms likely to do much of their risk-modeling internally, the demands on data…
Open Platform: Value at Risk - The New Data Challenge
Following the financial crisis, the industry is reevaluating how it uses and calculates Value at Risk. But more accurate and frequent VaR needs the ability to capture and analyze more frequent underlying data, requiring a new approach to risk data…
Markit Readies Front-Office Upgrade for OTC Charges
Markit has announced new calculations in its front-office analytics suite, designed to help customers cope with a range of complex regulatory calculations from a single application.
Counterparty Credit Models Herald New Workflows
Initial cost and hardware limitations are often tallied as potential problems for sell-side firms complying with new capital-charge requirements by optimizing netting strategies and collateral usage. Now those firms face a different challenge: where to…
IRD's Editor on Basel's Mixed Messages
The Basel Committee on Banking Supervision's latest guidance on Basel III capital adequacy requirements finds the regulator suddenly getting strict.
Reading the Basel Tea Leaves
The Basel Committee on Banking Supervision's latest guidance on the Basel III capital adequacy rules seems to contradict the tone of past statements
Regulators Propose Added Basel III Guidance
The Basel Committee on Banking Supervision, the author of the Basel III capital adequacy regulation, has issued proposals concerning leverage ratios, collateral and derivatives exposures
IRD's Editor on 'Extraterritoriality'
Reference data professionals are buzzing about "extraterritoriality," the concept of differences between jurisdictions or countries in how they handle new rules and regulations.
Michael Shashoua: Identification, Linkage and Risk
Efforts to get comprehensive views of reference data, driven by risk management needs and mandates, are taking different shapes. Michael classifies these into the straightforward and the more subtle.
IRD's Editor on Basel III and Tax Reporting Requirements
Inside Reference Data editor Michael Shashoua asks if it is wise for the European Parliament to tie tax reporting rules to Basel III
Basel III Mash-Up?
Will tax reporting requirements be added to Basel III capital adequacy rules, and what is the wisdom or folly of doing so?
FSB Lays Out More Regulatory Deadlines To G-20
FSB chairman Mark Carney has told bank regulatory officials of the G-20 countries of new time frames for accounting standards, Basel III implementation stages, insurance company identification and central clearing of derivatives
IRD's Editor on Data's Role in Risk Management
Inside Reference Data editor Michael Shashoua considers how well data management efforts are responding to regulation and risk developments
Roots Of Data Management Rationales
Basel III is but one aspect of the direct line going from risk management imperatives driving regulation that affects data management
Art and Science: Credit Valuation Challenge II
Although the technical requirements for calculating credit valuation adjustment can be significant, other factors also need to be considered in order for an efficient counterparty risk management operation to be established. The second part of this…
IRD's Editor on Basel III Liquidity Ratios
Inside Reference Data editor Michael Shashoua relates how Basel III liquidity ratio threshold changes are being seen as weakening the rules