Prudential Risk

    Structural Regulation

    FSB, IOSCO Issue Complementary Reports on Market Fragmentation

    By Manesh Samtani | 06/06/2019

    The FSB and IOSCO have separately published reports on market fragmentation as they seek to minimise its adverse effects on financial stability and market efficiency.

    Resolution & Recovery

    FSB Consults on Measures to Improve G-SIB Resolvability

    By Editors | 05/06/2019

    Two discussion paper have been issued, one on public disclosures of information on resolution planning and resolvability, the other on winding down large derivatives portfolios.

    Credit Risk

    UPDATED – RBI Bans EY Member Firm from Auditing Banks

    By Editors | 05/06/2019

    Reports indicate the RBI had found large discrepancies in bad debt reported by banks for the 2015-2016 period, particularly in the cases of Axis Bank and YES Bank.

    Credit Risk

    ‘Loan Inconsistencies’ Prompt EY Resignation as Chinese Bank Auditor

    By Editors | 04/06/2019

    The resignation of EY as the auditor of Bank of Jinzhou comes as questions are being raised about the health of China’s small and mid-size lenders.

    Credit Risk

    RBI Amends Large Exposures Framework for Banks

    By Editors | 04/06/2019

    The modified framework excludes all entities connected with the sovereign from definition of group of connected counterparties, such as exposures to or guaranteed by government.

    Credit Risk

    S. Korea Tightens Lending Standards in Non-Bank Sector

    By Editors | 03/06/2019

    The FSC will extend the debt service ratio to include non-bank financial institutions in a bid to rein in household debt.

    Clearing & Post-Trade

    Industry Body Publishes Best Practices Paper for CCPs

    By Editors | 03/06/2019

    Global association CCP12 says in a new paper that a ‘one-size-fits all’ approach to CCPs is inappropriate, and it is critical to recognise jurisdictional differences.

    Capital Adequacy

    Singapore Banks Well Positioned for Final Basel III Rules

    By Manesh Samtani | 02/06/2019

    Moody’s says Singapore performs better than other banking systems in a high stress scenario. The new report also looks at banks’ digitisation push.

    Resolution & Recovery

    PBOC Sets Up AMC to Manage Deposit Insurance Fund

    By Editors | 31/05/2019

    The PBOC has reportedly established an independent entity to manage the deposit insurance fund, which was set up in 2015 and has so far accumulated 100 billion yuan.

    Model Risk

    SFC Warns Credit Rating Agencies of Model Risk

    By Garima Chitkara | 30/05/2019

    The SFC highlighted insufficient validation of credit rating models, inconsistencies between models and methodology, and inadequate validation of third-party models.

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