All posts tagged "FRTB"
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559Australia & NZAPRA Sets Out Roadmap for Full Transition to APRA Connect
APRA says it will receive all data collections through APRA Connect by 2027, and regulated entities should prepare by exploring automation opportunities.
April 1, 2022 -
642Capital / LiquidityJapan to Further Delay Implementation of Basel III – Report
Basel III implementation will be delayed until March 2024, due to the pandemic and the financial market turmoil caused by Russia's invasion of Ukraine.
March 17, 2022 -
15.8KContributed ArticleInterconnected Data: A Strategic Approach to Regulatory Compliance
Bradley Foster and Murat Bozdemir discuss the need to have a strategic data framework in place to ensure regulatory compliance and set out operational best practices for the road ahead.
February 14, 2022 -
1.8KCapital / LiquidityFRTB Strategy Relies on Understanding Rule-making Processes
The key to designing a robust FRTB implementation plan lies in having a firm grasp of the local rule-making process, says Kishore Ramakrishnan.
January 25, 2022 -
699Big PictureFRTB Will Turn Banks Away from Fund Investment Activity
The FRTB treatment of equity investments in funds is "excessively conservative" and could prompt banks to reduce their activity in the sector, ultimately weakening the market.
January 14, 2022 -
564Capital / LiquidityHKMA Consults on Local Adoption of Pillar 3 Disclosure Requirements
The HKMA proposes to implement almost all the Pillar 3 disclosure requirements, including leverage ratio and market risk disclosure requirements.
December 23, 2021 -
Press Release
ActiveViam Wins Best RegTech Initiative for FRTB Solution
ActiveViam was recognised for its FRTB Accelerator, which provides pre-packaged but configurable source code to compute capital requirements for market risk.
December 10, 2021 -
189ESG / SustainabilityICE Data Services Wins Best Solution for Reference Data Offering
ICE Data Services provides high quality reference data covering over 35 million financial instruments in more than 210 markets.
December 9, 2021 -
368Capital / LiquidityBCBS Finalises Revisions to Market Risk Disclosure Requirements
The BCBS has also finalised standards for banks to use when disclosing their sovereign exposures and risk-weighted assets.
November 12, 2021 -
460Australia & NZ
APRA 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
