Proposed framework sets out requirements for managing risks arising from a financial institution's exposures to CCPs in their capacity as a clearing member or a client of a clearing member.
December 20, 2022Bank exposures to NBFIs, particularly highly leveraged firms, could lead to excessive risk concentration and potential liquidity issues.
November 30, 2022To maximise the time available for entities to develop reporting solutions, the APRA Connect external test environment will be made available in early September.
August 11, 2022APRA is seeking written submissions by 26 August 2022 on consequential amendments relating to the treatment of exposures to New Zealand and the NSFR requirement.
July 27, 2022Central clearing makes OTC derivatives trading safer, more efficient, and more competitive for participants, FSC chair Huang Tien-mu said at the launch ceremony.
July 27, 2022Total bank exposures to Group 2 cryptossets would be capped at 1% of Tier 1 capital. Banks would be permitted to recognise hedging for certain Group 2 cryptoassets.
July 1, 2022Firms with securities businesses are expected to draw lessons from the shortcomings observed in the Archegos incident in order to foster a sound risk culture.
April 24, 2022The RBNZ plans to bring dual reporting requirements into effect from 1 July 2022, requiring IRB banks to also disclose RWA outcomes based on the standardised approach.
February 23, 2022The CBIRC seeks to clarify the enforceability of close-out netting in China, saying the labelling of the country as a “non-netting jurisdiction” has harmed its financial institutions.
December 2, 2021The prudential standard for IRRBB will now take effect from 1 January 2024. The FRTB and CVA risk frameworks will take effect from 1 January 2025.
October 28, 2021