All posts tagged "FRTB"
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334Capital RegulationHKMA Moderates Approach to Implementing Market Risk Framework
The HKMA says it will finalise Hong Kong’s timeline when there is more clarity on the implementation status in other major jurisdictions.
December 18, 2019 -
530Capital RegulationBCBS Proposes Revisions to Basel III CVA Risk Framework
The proposed revisions aim to align the CVA framework with the final market risk framework, and to adjust the scope of portfolios subject to CVA risk capital requirements.
November 29, 2019 -
365Capital Regulation
BCBS Consults on Pillar 3 Disclosure for Market Risk, Sovereign Exposures
The first consultation sets out adjustments to Pillar 3 templates to reflect the revised market risk framework; the second consults on voluntary disclosure templates for banks' sovereign exposures.
November 15, 2019 -
597Capital Regulation
BCBS Releases 17th Progress Report on Basel III Adoption
Since the previous report, member jurisdictions have made the most progress in adopting the NSFR, IRRBB, and large exposures framework.
October 21, 2019 -
1.8KAsia-PacificVideo: Trade Reporting in Asia: A Perspective from DTCC – Part 2
Regulation Asia sat down with DTCC's Oliver Williams to talk about how trade reporting regulation has evolved in Asia, and what to expect next.
August 21, 2019 -
991Big PictureFRTB May Disadvantage Emerging Markets – ISDA
There is a need for supervisors to consider local specificities when implementing the framework in less developed markets, ISDA says.
April 15, 2019 -
812Australia & NZAPRA Unveils 2019 Policy Agenda in New Paper
Much of the focus will be on lifting industry standards on governance, remuneration, and the management of non-financial risks, said APRA chair Wayne Byres.
March 4, 2019 -
995Capital RegulationHKMA Asks Banks to Start Working on FRTB Implementation
The HKMA circular follows last week's publication of new minimum capital requirements for market risk by the Basel Committee on Banking Supervision.
January 21, 2019 -
1.1KCapital RegulationBasel Committee Eases Trading Book Capital Requirements for Banks
The final revisions to the market risk framework reduces the amount of total market risk capital for banks' trading books by almost half compared to the 2016 version.
January 15, 2019 -
768Capital RegulationFRTB Capital Requirements Set for Further Delays – Report
European legislators have reportedly agreed to initially introduce only the reporting requirements under FRTB and delay the capital requirements.
December 13, 2018
