All posts tagged "Credit Risk"
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97Australia & NZAustralia: Mutual Banks Face “Avalanche” of Regulatory Change
A new benchmarking report from GRC Solutions highlights the challenges incoming regulatory requirements are presenting to the mutual banking sector.
July 29, 2021 -
110Capital RegulationCentralised Valuation Engine: An Uplift to Compliance & Decision Making
The benefits of a centralised valuation engine for derivatives portfolios have become more apparent for banks amid the pandemic and as the final Basel requirements loom.
July 28, 2021 -
126Big PictureClimate Stress Tests Will Inform Supervisory Discussions
Climate stress test exercises will likely become the basis of supervisory discussions regarding bank business models, internal governance and risk management.
July 17, 2021 -
70ChinaChinese Regulators Penalise Dagong Global Credit Rating
Dagong failed to adequately scrutinise or inspect the businesses it was evaluating, and adjusted its ratings models without giving sufficient reason.
July 16, 2021 -
452Featured ArticlesFacing the Next Crisis with Greater Liquidity Certainty
More granular deposit modeling and enhanced stress testing approaches will augment liquidity risk management practices, says Gavin Pugh at AxiomSL.
June 18, 2021 -
217ChinaCredit Risk, Shadow Banking Present Ongoing Concerns: CBIRC
CBIRC chairman Guo Shuqing has highlighted credit risk, shadow banking, illegal fundraising, and derivatives trading as key sources of financial system risk.
June 15, 2021 -
267Capital RegulationHKMA Defers Implementation of Basel III Capital Standards
Banks have an additional six months to implement the revised frameworks on credit risk, operational risk, output floor and leverage ratio. The market risk and CVA risk frameworks are also deferred.
June 11, 2021 -
335Capital RegulationBCBS Consults on Prudential Treatment of Cryptoasset Exposures
Bitcoin and other “Group 2 cryptoassets” will be subject to a 1250% risk weight to avoid exposing bank depositors and creditors to a loss.
June 11, 2021 -
95EuropeBOE Commences Climate Risk Stress Tests for Banks, Insurers
The end result will be more robust management of climate-related financial risks across the sector, said BOE governor Andrew Bailey.
June 10, 2021 -
153Australia & NZAPRA Proposes Phased Approach to New Credit Risk Reporting Standard
An interim and simplified reporting standard will apply while ADIs develop their capabilities for delivering the full suite of credit risk data collected by ARS 220.0.
June 9, 2021
