Big Picture

The IIF paper says fragmentation around climate risk assessment has emerged in the areas of prudential regulation and supervision, market and conduct regulation, taxonomy and disclosure.

While Singaporean banks have sufficient loss-absorption buffers to withstand pressure, the impact will depend on the extent and duration of the outbreak.

Fragmented approaches to sustainable finance may ultimately undermine the development of sustainable finance through increased complexity and lack of coordination.

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.