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Risk and Regulation Working Group Monday, 2 October 2023


Regulation

Financial crises, systemic risk, conduct of business oversight

Our scorecard for assessing leading players in this area

Questions We Ask Regulators
Regulators we like



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Supervising too big to fail

As regulators pursue financial integration, establishing firewalls ensures against risk contagion from systematically important financial institutions.

     
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Governance of central banks at risk

The post-crisis mandate of central banks may jeopardise their independence, accountability and effectiveness, says Tsuyoshi Oyama, a partner of at Deloitte Touche Tohmatsu.

     
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Who will manage banks' liquidity risk in the Basel III world?

David Millar, an advisory board member of the Risk and Regulation Working Group, sparks off a debate on whether the responsibility for managing liquidity risk at a bank should stay with the treasury.

     
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Basel III—what’s on the menu (Part II)

A primer on what Basel III offers, what it promises and what challenges and costs it creates for banks and the economy

     
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How Basel III seeks to prevent another crisis

First of a two part article on the new regulatory approach under Basel III and how they can plug the gaps which caused the global financial crisis

     
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Video: Nick Minogue on aligning liquidity risk management and profitability

Minogue ran the risk management team at Macquarie for over a decade in a 16-year career with the bank and took a break form the role in 2009. He was a speaker and a moderator at The Risk and Regulation Conference 2010,an integral part of…

     
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What is wrong with risk management in financial institutions? (From RWG member…

Risk and Regulation Working Group (RWG) member Martin Davies shares his views on what he thinks are the issues in risk management that banks seem to be missing. Davies is "a risk architect focused on structured products for emerging markets…

     
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What Basel III means for Asian banks

The Basel Committee on Banking Supervision latest announcements which more than doubles lenders’ capital requirements but gives them as long as eight years to fully comply, has cast a bearish gloom on banks globally. However, as far as…

     




Our Methodology
The following sections outline our proprietary methodology, which subscribers can use as a guide to understand the various research notes and analysis.
Advisory Board
Other Commentators
We Follow
White Papers
  • SEC and FDIC Propose Dodd-Frank Broker-Dealer Resolution Rules
  • FATCA – Ushering in a new Reporting Regime
  • Short-term wholesale funding and systemic risk: A global CoVaR approach
  • COSO ERM – Understanding and communicating risk appetite
  • Identifying anti-money laundering issues in Chinese banks
  • Regulatory issues raised by the impact of technological changes on market integrity and efficiency