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Industry divided on whether Europe should delay FRTB

Most bankers prefer to keep to earlier start date, even though it puts continent out of sync with US

Banks unravel data conundrum as FRTB implementations stall

This Risk.net Rapid read survey report, commissioned by Refinitiv, details how much progress banks have made in implementing FRTB and highlights the major

Basel III definition - Risk.net

Basel III is an international agreement that governs the regulation and supervision of banks globally, largely informed by the financial crisis of 2007–08. Implementation is determined at the level of individual jurisdictions. The Basel Committee published an initial version of Basel III rules in 2009, while an agreement dubbed “Basel IV” by the industry drew a line under the agreement at the end of 2017. The main aims of Basel III rules are to ensure that banks hold sufficient capital, maintain healthy leverage and liquidity ratios and build up countercyclical buffers. Basel III increased Common Equity Tier 1 capital from 4% to 4.5% of risk-weighted assets (RWAs) and minimum Tier 1 capital from 4% to 6% compared to Basel II. Overall regulatory capital was maintained at 8% of RWAs. Basel III also added a leverage ratio, which is calculated by dividing Tier 1 capital by the bank’s average total consolidated assets. The minimum leverage ratio is 3%. Countercyclical buffers must b

FRTB capital quirk for sovereign bonds bewilders banks

EU treatment of govvies under internal models is worse than standardised approaches

SIFMA Statement on Proposed Rule to Implement the Basel III 'Endgame' in the U.S.