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, 2023FIs are asked to provide feedback and complete an accompanying Quantitative Impact Study reporting template.
January 25, 2023New paper provides analysis in support of the removal of the 3bp PD floor set by the BCBS under the internal models approach for FRTB.
December 7, 2022Dual 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, 2022Standards associated with credit risk, operational risk, the output floor, and the leverage ratio will implemented no earlier than 1 January 2024.
October 6, 2022Supervisors are concerned that residual support measures may be masking true credit risk conditions in the banking sector, the BCBS says.
March 8, 2022The final prudential standards will be released in November, the final prudential practice guides in Q2 2022, and the final version of the interim reporting standards in Q3 2022.
June 3, 2021The calibration of overall capital requirements should not increase capital requirements for standardised banks, COBA said in a submission to APRA.
May 12, 2021The changes to correct the deficiencies will result in an overall absolute increase in risk-weighted assets of about EUR 275 billion.
April 25, 2021Lenders should not take any actions which tighten credit to borrowers on knowledge of their application for PLGS loans.
April 21, 2021