All posts tagged "counterparty credit risk"
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1.5KCapital / 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 -
962Hong 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 -
955Capital / 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 -
1.8KCapital / LiquidityHong Kong Gazettes Banking Rule Amendments to Implement SA-CCR
The final Basel III standards on SA-CCR and on capital requirements for CCP exposures will come into operation in Hong Kong on 30 June 2021, subject to negative vetting.
April 25, 2020
