All posts tagged "calibration"
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731AML / KYCMAS Issues Guidance on Uplifting Name Screening Systems
MAS observed an overreliance on system vendors to set the screening parameters. Most FIs did not enquire about or assess vendors' information sources.
April 30, 2022 -
369Capital / LiquidityIndustry Bodies Call on BCBS to Revisit SA-CCR Standard
The SA-CCR framework, having been finalised in 2014, does not adequately reflect structural changes in the derivatives market and the overall regulatory framework.
April 27, 2022 -
1.4KCapital / LiquidityECB Identifies Internal Model Deficiencies at Big Banks
The changes to correct the deficiencies will result in an overall absolute increase in risk-weighted assets of about EUR 275 billion.
April 25, 2021 -
326Big PictureExchanges Seek Better Calibration of Circuit Breakers: WFE
Eleven exchanges recalibrated their circuit breakers during the pandemic or as a consequence of it, according to a new WFE paper.
April 8, 2021 -
593InternationalIOSCO Issues Recommendations on Managing Extreme Volatility
IOSCO believes volatility control mechanisms support the goal of ensuring markets are fair, efficient and transparent, thereby increasing market integrity and investor confidence.
August 2, 2018
