Project Ellipse can provide regulators with early warning indicators, analytics and prudential metrics to assist them in risk detection and banking supervision.
April 1, 2022Cryptoassets should be classified as an intangible asset for accounting purposes, meaning that in most cases direct holdings should be fully deducted from CET1.
March 25, 2022The BOE says it plans to publish a consultation paper on Basel III implementation in Q4, with a view to implementing the new capital rules in January 2025.
March 23, 2022Key energy producers and traders in Europe are asking for "emergency" liquidity assistance to help them meet margin calls in energy derivatives.
March 17, 2022China's draft Futures and Derivatives Law will remove a major barrier to international participation in China’s derivatives markets, ISDA says.
December 21, 2021Implementation of the final Basel III requirements will not take place in the UK according to the globally agreed timeline.
November 4, 2021The Bank of England is exploring whether to use capital add-ons or scalars to address weaknesses in climate risk management.
November 1, 2021NGFS members do not yet envisage calibrating prudential policies such as capital requirements on the basis of climate scenario exercises.
October 22, 2021Deputy governor Jon Cunliffe says a “plausible scenario” involving a collapse in crypto-asset prices would have financial stability implications.
October 19, 2021Project Ellipse explores the use of ISDA's Common Domain Model to digitally extract, query and analyse large quantities of data in real-time for supervisory purposes.
October 7, 2021