All posts tagged "FRTB"
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760Capital RegulationBCBS 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 -
2.0KAsia-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 -
1.4KBig 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 -
908Australia & 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 -
1.2KCapital 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 -
1.4KCapital 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 -
887Capital 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 -
765Big Picture
Majority of Banks Unprepared for FRTB’s 2022 Deadline – Report
An IHS Markit survey of 34 banks in North America, Europe and Australia suggests the industry needs to move more quickly to get their target risk architectures for FRTB in place by 2022.
September 20, 2018 -
563Capital RegulationSFC to Assess Licensed Firms for FRTB Adoption Readiness
Pending an update from the Basel Committee on FRTB, the SFC will assess the readiness of LCs to adopt the internal models approach for market risk based on the Basel II.5 framework.
August 6, 2018 -
734Capital Regulation
FRTB – Ending or Evolving Trading Culture
FRTB will force banks to change their operating models, bringing them out of product and trading desk silos. Bank trading culture and the trading desk concept may need to evolve to accommodate a wider picture of risk taking.
May 28, 2018
