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Basel III and Derivatives Exposures: Understanding the Regulatory Capital Effects

Recorded on: Jun. 4, 2013
Running Time: 01:07:19

Taken from the briefing Basel III and Derivatives Exposures: Understanding the Regulatory Capital Effectsrecorded May, 2013.

The implementation of Basel III in the U.S. and in other jurisdictions may or may not be just around the corner, but it is none too soon for banking organizations to embark on the process of understanding how the evolving regulatory capital regime will affect their balance sheets and operations. One key area of impact will be the treatment of derivatives and related counterparty exposures under the expected new capital rules. Questions - and concerns - abound with respect to areas such as the possible treatment of central counterparty exposures, the treatment of cleared and uncleared OTC exposures, and the availability of credit risk mitigants, to name a few subject areas.

Lecture Topics  
[Total Time: 01:07:19]

  • Derivatives under the new regulatory capital rules;
  • The state of play under last year’s U.S. regulatory capital proposals;
  • Key issues presented by these rule proposals;
  • Domestic and international regulatory capital developments; and
  • How the final regulatory requirements may play out in light of industry comments.

Presentation Material

  • Basel III and Derivatives: Understanding the Regulatory Capital Effects
    Charles M. Horn, James Schwartz
Speaker(s)
Charles M. Horn ~ Morrison & Foerster LLP
James Schwartz ~ Morrison & Foerster LLP

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