The FSC published application documents and explanatory materials to aid banks in making their applications. The first batch of applications are due on 30 June 2024.
January 29, 2024APRA explains that the differences between the IRB and standardised approaches to credit risk are justified, fair and equitable.
May 27, 2023When supervisory stress tests are less accurate, capital surcharges and disclosure of outcomes can amplify risk-taking by banks, says a BIS working paper.
July 11, 2021In a new white paper, DTCC highlights the need for financial market infrastructures to focus on risks created or exacerbated by the impact of the pandemic.
January 14, 2021A familiarisation programme has been launched to allow clearing participants to retrieve margin related reports calculated based on the new ORP risk models.
January 11, 2021Although 84% of financial firms have a formal LIBOR transition plan in place, only 18%of them describe their programmes as ‘mature', according to a new Accenture report.
September 19, 2019The changes follow the RBNZ's revocation of ANZ's right to model its operational risk capital requirements in May.
July 30, 2019The guidelines seek to ensure that risks from banks' investment activities are effectively identified, measured, monitored and controlled.
July 29, 2019Moody's says problem loan coverage has improved for many APAC banks, offsetting overall declines in CET1 ratios as a result of IFRS 9.
October 16, 2018