Preparing for Basel IV (Whilst Commending Basel III): Why Liquidity Risks Still Present a Challenge to Regulators in Prudential Supervision ( Part II)*

CHAPTER 1 Supervision of Islamic Banks : The Regulatory Challenge — Basel II and Basel III

Operational risk : A Basel II++ step before Basel III

Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...

Optimizing Basel III Liquidity Coverage Ratios

Enhanced Prudential Standards Under Basel Iii: What Consequences For The Profitability Of Banks

Since the subprime financial crisis, international financial regulatory institutions (Basel, MIFID, Dodd-Frank), have strengthened regulatory requirements on systemically important banks. The Basel Committee on Banking Supervision, and based on the G20 recommendations, has drawn up a reform program to reconfigure the banking system, based mainly on increasing the capital requirement. The progra...

Basel Committee Secretariat Basel Committee on Banking Supervision Bank for International Settlements

Thank you very much for providing us the opportunity to comment on the most recent package of consultative papers proposing revisions to the Basel Capital Accord (the “Proposal”). Capital One Financial Corporation, Falls Church, Virginia (together, with all of its subsidiaries and affiliates, "Capital One") is a holding company whose principal subsidiaries, Capital One Bank, Glen Allen, Virgini...