The European Commission has adopted a Delegated Regulation amending the EU Capital Requirements Regulation with regard to the date of application of the own funds requirements for market risk. In addition, alongside the...more
The Basel Committee on Banking Supervision has published a consultation paper seeking feedback on its final amendments to the credit valuation adjustment risk framework set out under the Basel III standards. The paper...more
On May 10, the Office of the Comptroller of the Currency (OCC) issued Bulletin OCC 2013-13, which is intended to clarify the treatment of sovereign and securitization provisions under the Market Risk Capital Rule...more