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By Jim Brunsden, Bloomberg |
March 22, 2013
Global regulators are planning to crack down on banks that underestimate their capital requirements because of the way they use credit-default swaps and other instruments to lower the amount of risk on their books.
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By Press Release |
January 7, 2013
The liquidity coverage ratio is an important part of Basel III reforms, global regulatory standards on bank capital endorsed by the G20.
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By Jim Brunsden, Bloomberg |
December 9, 2012
This week, global banking regulators will seek to resolve clashes over how far to ease a planned liquidity rule, amid calls it may thwart economic recovery.
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By Jim Brunsden, Bloomberg |
November 6, 2012
Global banking regulators will propose an overhaul of capital rules for assets on banks’ trading books and to reinforce safeguards against excessive risk taking as part of a third wave of rule changes in response to the 2008 financial crisis.
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By Jim Brunsden |
September 15, 2012
EU lawmakers are resisting a push by the ECB to water down a planned bank liquidity rule amid concerns that it may harm economic recovery.
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By Alanna Byrne |
July 6, 2012
The Commodities Futures Trading Commission announced Friday that it will reopen the public comment period on a proposed rule that would establish initial and variation margin requirements for uncleared swaps.
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By Press Release |
July 6, 2012
The Commodity Futures Trading Commission (Commission) published in the Federal Register on April 28, 2011 a notice of proposed rulemaking that would establish initial and variation margin requirements for uncleared swaps.
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By Canaccord Genuity Morning Coffee |
September 13, 2011
JPMorgan Chase CEO Jamie Dimon says the U.S. should look at leaving the Basel group of regulators
