Big Picture

China's relaxed bad loan recognition standards to help businesses through the Covid-19 outbreak may have long-term repercussions for the creditworthiness of some institutions.

'Basel IV' will narrow the gap between the internal ratings based approach and the standardised approach for calculating risk-weighted assets.

High leverage in the corporate sector make it essential to improve the ability of equity markets to strengthen corporate balance sheets and support long-term investments.

A new CCP12 paper highlights a lack of transparency in the amount of collateral posted in bilateral markets, which is needed to more accurately assess liquidity requirements and latent risks.

DTCC is calling for a cross-sectoral, coordinated strategy around the development of a principles-based framework to identify and address DLT-specific security risks.

Banks take an average 251 days to discover the occurrence of operational loss events, and 184 days to move from discovery and recognition, according to a new BIS paper.

The Cambridge Centre for Alternative Finance and World Economic Forum, with support from EY and Invesco, shed light on the evolving landscape of AI-enabled financial services.

The paper points to varying asset valuation practices, which impact measurements of banks' regulatory capital, along with Pillar 1 and Pillar 2 implementation differences.

A global survey of sanctions professionals reveals a lack of industry awareness of proliferation finance risks, and a lack of focus on this area in compliance programmes.

S&P Global Ratings says the new coronavirus outbreak will add to the challenges Hong Kong banks already face amid social unrest, US-China trade tensions, and China's economic slowdown.