Basel: the road ahead for capital and liquidity
Developed in response to inadequacies in financial regulation exposed during the global financial crisis, Basel III calls for tough new rules on bank capital and liquidity.
Negotiated through the Basel Committee on Banking Supervision, the agreement known as “Basel III” is poised to have a significant impact on the world’s financial systems and economies.
Overall, the implications for the banking industry from Basel III could be profound. New minimum capital standards changes combined with the higher capital charges for trading books will make some business models less profitable or even unprofitable going forward and banks will need to rethink their strategy and business portfolio in the light of the changes.
Read our insights below to learn how the new regulations will impact banks’ costs and profitability, from increased liquid assets to enhanced data and technology infrastructure required to meet the new standards.
The proposed liquidity rule leverages a Basel Committee rule and makes enhancements to customize it for the US financial system.
Some of the final regulations differ significantly from those in a notice of proposed rulemaking issued last year, including provisions related to deferred tax assets.
A long-awaited review of trading book rules has finally begun and will address shortcomings in trading book design and market risk regulatory capital regime.
Banks are divided on how to tackle the effects of Basel III and IFRS 13 on the fair value of derivatives.
Industry experts discuss the implications of Basel capital and liquidity requirements for the banking sector.
Learn how risk management and risk governance practices have evolved to meet global financial reform requirements, yet lack adequate integration and transparency.
Read the recently released Basel III notices of proposed rulemaking (NPRs) that would revise and replace current capital rules.
Read our insights regarding the Federal Reserve Board’s Basel 2.5 Market Risk Final Rule, effective 1 January 2013.
Read how we can help our clients in the banking sector answer strategic questions quickly, and comply with stress testing in relation to regulatory reform under Basel III.
Learn about the enormous benefits banks can reap from a more centralized, strategic monitoring and management of cash and liquidity, especially during these stressful times.
EY is named the overall winner of Operational Risk & Regulation’s annual consultancy rankings with a first place win for Basel work.
Learn how banks can find savings through more efficient capital calculations.
Read our overview on how firms can achieve the new benchmark for liquidity risk management.
Our tools help institutions integrate an effective risk appetite framework.
An overview of Basel III liquidity requirements, global implications and how we can help institutions address the emerging supervisory guidance.
Our report reviews Basel III liquidity requirements and implications for US institutions.
In our fifth CFO report, we examine how global banks are recalibrating their business in an industry altered by post-crisis regulatory reforms.
Meeting both regulatory guidelines and IIF recommendations has been challenging for banks. Our survey shows where they've succeeded.
Having strong liquidity risk management is the focus of the regulatory agenda. Our survey reveals issues and variations of preparedness for the new regime.
As Basel III implementation nears, learn what you need to know about the business and strategy of Authorized Deposit taking Institutions (ADIs) with operations in Australia.
In this supplement to our fourth CFO survey, we explore the latest developments and responses in Europe to the Basel III framework.