Posts Tagged ‘Basel III’

Basel III – Today’s the (T-2) day!

April 14, 2010

On 16 April 2010 is the deadline for submission for comments for the new Basel III regulations BCBS 164, and also the liquidity regulations BCBS 165, and also for CRD4. Cant wait to see what the people have to say…

As you probably now, a number of interesting features in this package:

  • Redefinition of capital
    • Core is king
    • No more Lower Tier 2 and Tier 3
    • No more deferred tax assets
    • No more minority interest (in core)
  • Risk coverage of the capital framework
    • Securitisations and Re-securitisations
    • Counterparty credit
    • Central counterparties
    • Riskweights for financial institutions
  • Introduction of a leverage ratio
    • Off-balance sheet items
    • Netting
  • Liquidity requirements
    • Short term liquidity ratio
    • Structural liquidity ratio
    • Common set of measures

Keep you posted!!!