All posts tagged "counterparty credit risk"
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379Capital / LiquidityBCBS Issues New Consultation on Banks’ Cryptoasset Exposures
Total 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, 2022 -
1.1KInternationalJapan FSA Issues Guidance on Preventing Archegos-style Incidents
Firms 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, 2022 -
514Australia & NZRBNZ Consults on Dual Reporting Requirements for IRB Banks
The 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, 2022 -
1.0KCapital / LiquidityCBIRC Issues Clarification on Close-out Netting Enforceability
The 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, 2021 -
460Australia & NZAPRA Defers Implementation of IRRBB, FRTB, CVA Risk
The 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 -
476Capital / LiquidityHKMA 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 -
1.1KAsia-PacificGetting Your Hands Dirty with IBOR Transition
Specialists from Bloomberg, Standard Chartered Bank, ING Bank and Clifford Chance discuss IBOR transition challenges and how to address them.
May 3, 2021 -
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 -
954Hong KongHKMA Aligns Benchmark Reform Guidance for Banks with BCBS
HKMA's new guidance covers issues with benchmark reform relating to the definition of capital, market risk, counterparty credit risk, liquidity and operational risk.
July 27, 2020 -
949Capital / LiquidityBCBS Finalises Targeted Revisions to CVA Risk Framework
Completion of the final adjustments to the CVA framework represents the conclusion of outstanding policy work related to the Basel III framework.
July 8, 2020
