All posts tagged "Internal Models"
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482Capital / LiquidityChina Drafts Revised Capital Management Rules for Banks
The new rules propose to classify banks into three categories based on their business scale and risk levels and treat them differently based on their classification.
February 20, 2023 -
401Big PictureECB Concerned with Russia Exposures, Bad Debt Risks
The ECB says it would welcome more exits from Russia by eurozone banks, and that higher borrowing costs could lead to a build-up of bad loans.
February 14, 2023 -
492Capital / LiquidityBOE Confirms Planned Approach to Basel III Implementation
The BOE says its approach is consistent with the "vast majority" of major financial jurisdictions, with "appropriate but limited" adjustments for the UK market.
December 2, 2022 -
336Australia & NZRBNZ Defers Dual Reporting Requirements for IRB Banks
Dual reporting requirements for IRB banks are now expected to come into force for disclosure statements with reporting dates of 30 June 2023 or later.
October 26, 2022 -
454Asia-PacificBasel III to Have Muted Capital Impact in APAC: Fitch
The impact of the final rules will be much lower in APAC than in Europe and the US because APAC jurisdictions rely less on internal models, Fitch says.
September 20, 2022 -
439Capital / Liquidity
ECB Climate Stress Test Finds Bank Practices Lacking
60% of banks don't have a climate risk stress testing framework. Only 20% of banks consider climate risk when granting loans.
July 11, 2022 -
571Australia & NZRBNZ Satisfied with ANZ NZ Governance Improvements
ANZ has "invested heavily" in its director attestation framework remediation uplifted its overall governance capabilities.
March 31, 2022 -
862Capital / LiquidityGHOS Reaffirms Commitment to Timely Basel III Implementation
The outstanding reforms will help to restore credibility in bank capital ratios, said Pablo Hernández de Cos, who has been reappointed as chair of the BCBS.
February 10, 2022 -
2.6KCapital / 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 -
815Big 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
