Prudential Risk

Credit Risk

RBI Forms Working Group to Develop ECL Framework for Banks

By Manesh Samtani | 06/10/2023

The working group will help develop design principles for banks’ credit risk models and recommend an independent validation methodology.

Emerging Prudential Risks

Japanese, Korean Regulators Agree to Strengthen Cooperation

By Sanday Chongo Kabange | 06/10/2023

The FSA and FSC will cooperate on financial stability, climate change, and digitalisation of financial services. KFB and JBA also signed an MoU.

Emerging Prudential Risks

BCBS to Issue New Consultations on Climate, Crypto Disclosures

By Editors | 06/10/2023

Consultation on bank disclosures of crypto exposures coming “soon”. Consultation on Pillar 3 disclosures for climate-related financial risks coming in November.

Emerging Prudential Risks

BCBS Publishes Key Lessons from Bank Failures in 2023

By Manesh Samtani | 06/10/2023

The BCBS report identifies recurring themes from the bank failures, supervisory and regulatory takeaways, and follow-up work.

Capital Adequacy

BCBS Reports “Good Progress” on Basel III Implementation

By Manesh Samtani | 04/10/2023

The Basel III implementation dashboard shows progress by Singapore, South Korea, Japan, Australia, Indonesia and India.

Credit Risk

BNM Consults on Draft Rules for Islamic Collateralised Funding

By Sanday Chongo Kabange | 04/10/2023

The draft policy document sets out the scope of transactions that can be conducted by a banking institution participating in the Islamic interbank money market.

Conduct, Culture & Accountability

FDIC Proposes Enhanced Corporate Governance Guidelines for Banks

By Sanday Chongo Kabange | 04/10/2023

The guidelines will be applicable to insured depository institutions with consolidated assets of USD 10 billion or more.

Credit Risk

RBNZ Finalises Decision to Implement Dual Reporting for IRB Banks

By Sanday Chongo Kabange | 04/10/2023

Dual reporting is intended to show how the use of internal models affects a bank’s RWA outcomes compared to using the standardised approach.

Market Risk

HKMA Consults on Capital Requirements for FRTB, CVA Risk

By Editors | 04/10/2023

New SPM modules set out the minimum standards banks will have to adopt for the calculation of their FRTB and CVA risk capital charges.