All posts tagged "BCBS"
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78Capital RegulationCentralised Valuation Engine: An Uplift to Compliance & Decision Making
The benefits of a centralised valuation engine for derivatives portfolios have become more apparent for banks amid the pandemic and as the final Basel requirements loom.
July 28, 2021 -
97Capital RegulationBCBS to Amend Process for Reviewing G-SIB Methodology
The BCBS plans to replace the existing three-year review cycle of the assessment methodology with a process of ongoing monitoring and review.
July 21, 2021 -
267FeatureHKMA Issues Draft Guideline for Banks on Climate Risk Management
The guideline includes expectations on governance, strategy, risk management and disclosure. The HKMA plans to allow a 12-month period for implementation.
July 21, 2021 -
117Big PictureClimate Stress Tests Will Inform Supervisory Discussions
Climate stress test exercises will likely become the basis of supervisory discussions regarding bank business models, internal governance and risk management.
July 17, 2021 -
67Capital Regulation
BCBS Finalises Technical Amendments on SFT Haircuts
The amendments were published for consultation in January 2021 and have been finalised as originally proposed.
July 2, 2021 -
324Capital Regulation
BCBS Consults on Prudential Treatment of Cryptoasset Exposures
Bitcoin and other “Group 2 cryptoassets” will be subject to a 1250% risk weight to avoid exposing bank depositors and creditors to a loss.
June 11, 2021 -
179Capital Regulation
BCBS to Consult on Capital Rules for Banks’ Crypto Exposures
The proposed consultation builds on an earlier paper which outlined an approach that would subject direct crypto exposures to full deductions from CET1 capital.
June 9, 2021 -
189InternationalStandard-Setters Launch Plan to Improve Global Audit Quality
Implementation of the plan will take three years and result in overall improvements to the international audit-related standard-setting system.
June 8, 2021 -
197Capital RegulationHKMA Issues Guidance on Counterparty Credit Risk Framework
The guidance is aimed at facilitating consistent interpretation and application of the capital requirements under the BCR as amended in April.
June 4, 2021 -
539Big PictureConduct Risk Management Shifts to ‘Predict and Prevent’ Approach
In its annual Compendium on culture and conduct risk supervision, Starling highlights a shift from ‘detect and correct’ to ‘predict and prevent’.
May 18, 2021
