Prudential Risk

Conduct, Culture & Accountability

APRA Proposes Enhanced Disclosures on Remuneration, Risk Metrics

By Editors | 07/07/2022

APRA proposes to require FIs to publicly disclose how their remuneration arrangements are designed and how risk is factored into remuneration outcomes for key executives.

Market Risk

SAFE Issues New Guidelines on Exchange Rate Risk Management

By Editors | 06/07/2022

The guidelines will help enterprises better understand exchange rate hedging and improve their management of currency risks, SAFE said.

Market Risk

JSCC to Change Margin Calculation Method for Listed Derivatives

By Editors | 06/07/2022

The JSCC will release VaR margin calculation software for beta testing later this year. Go-live is planned for the October-December quarter of 2023.

Capital Adequacy

Thailand Scraps Restrictions on Bank Dividend Payouts

By Editors | 06/07/2022

The BOT said a stress test showed that banks are strong and have sufficient capital and reserves to cover future risks.

Emerging Prudential Risks

MAS Issues Guidelines on Islamic Banking in Singapore

By Editors | 06/07/2022

The main risk which is unique to Islamic banks is Shariah compliance risk – where noncompliance with Shariah rulings carries “significant reputational risk”.

Trading & Investment

Korea Regulators Announce Measures to Ease Market Volatility

By Editors | 05/07/2022

Securities firms will be exempt from a requirement to hold collateral worth at least 140 percent of the value of each stock purchase to provide credit to customers.

Cryptocurrency

Crypto Hedge Fund Three Arrows Capital Files for Bankruptcy

By Manesh Samtani | 05/07/2022

The bankruptcy filing came three days after Three Arrows entered into liquidation in the British Virgin Islands.

Payments & Settlements

ASIC Calls on Industry to Bolster Resilience to Market Outages

By Manesh Samtani | 05/07/2022

Market participants should not delay broader planning and change programmes aimed at ensuring their resilience to market outages, ASIC says.

Credit Risk

HKMA Explores Use of Deep Learning for Credit Risk Assessment

By Editors | 04/07/2022

A trained model was able to consistently detect corporate credit deterioration at both the transaction level and aggregate level with a three-month lead time.