A Practitioners Guide to Basel III and Beyond

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A Practitioners Guide to Basel III and Beyond

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Contents

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Your complete guide to the proposed new Basel Accord, written by a team of experts from PricewaterhouseCoopers, helping you to understand how the new regime differs in practical terms from Basel II, and how it will be implemented at the European and national level.

Explains the rationale behind the proposed new framework and looks in depth at each aspect of the Accord
Includes coverage of all the changes from the existing regime, and what they will mean in practice
Gives detailed guidance on all the systems and controls that banks will need to have in place in order to ensure continuing compliance
Deals with all the major themes that arose during and after the financial crisis: leverage; liquidity; remuneration; governance; and how each will be treated under the new framework
Looks at how other initiatives at national and European level impact

Biographies

Foreword
José María Roldán
Director-General of Banking Regulation, Bank of Spain
Chair, Standards Implementation Group, BCBS

Preface

Introduction
Richard Barfield

Strategic Context
Richard Kibble and James Worsnip

Defining Capital
Chris Matten

Trading Book and Securitisation
Ina de Vry

Counterparty Credit Risk
Monika Mars and Agatha Pontiki

Liquidity and Funding
Charlie Beach and Claire Rieger

Leverage
Fernando de la Mora

Accounting Considerations
Simon Gealy and Addison Everett

Role of Pillar 2
Chris Matten

Procyclicality
Monika Mars

Stress Testing
Fernando de la Mora, Richard Barfield and Pramit Mitra

Disclosures and Pillar 3
Christophe Cadiou

Taxation
Matthew Barling and Anne-Marie Stomeo

Reward
Tom Gosling

Recovery and Resolution Planning
Duncan McNab

Stakeholder Perspectives
Richard Barfield

Implications for Risk Management
Sonja du Plessis

Implications for the Economy
Nick Forrest

Implications for Supervision
Patrick Fell

Appendix I
Trends in Pillar 3 reporting and risk disclosures

Appendix II
List of banks covered in the analysis of Pillar 3 and risk management disclosures

Appendix III
CEBS observed good practices for disclosures on activities affected by the market turmoil (with mapping to the SSG leading practices)

Index