All posts tagged "SA-CCR"
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437Capital / LiquidityBCBS Issues New Consultation on Banks’ Cryptoasset Exposures
Total bank exposures to Group 2 cryptossets would be capped at 1% of Tier 1 capital. Banks would be permitted to recognise hedging for certain Group 2 cryptoassets.
July 1, 2022 -
406Capital / LiquidityIndustry Bodies Call on BCBS to Revisit SA-CCR Standard
The SA-CCR framework, having been finalised in 2014, does not adequately reflect structural changes in the derivatives market and the overall regulatory framework.
April 27, 2022 -
351Capital / Liquidity
BCBS Reports Basel Adoption Progress Despite Covid Disruptions
All jurisdictions now have final rules in force for the CCyB, following implementation in China. Three more jurisdictions have adopted the final TLAC rules.
October 18, 2021 -
478Capital / LiquidityHKMA Issues Guidance on Counterparty Credit Risk Framework
The guidance is aimed at facilitating consistent interpretation and application of the capital requirements under the BCR as amended in April.
June 4, 2021 -
432Big PictureCCP12 Calls for Global Coordination on Basel III Timelines
Divergences of local implementation timelines could have unintended knock-on effects on certain bank and bank-affiliated clearing members.
June 1, 2021 -
1.1KCapital / Liquidity
BCBS Updates G20 Leaders on Basel III implementation
Most member jurisdictions have final rules in place for Basel III standards, though some are yet to come into force. China has progressed on TLAC rules.
November 4, 2020 -
1.9KAsia-PacificBCBS Releases 18th Progress Report on Basel III Adoption
In Asia Pacific, Hong Kong, Korea and Indonesia have in particular made significant progress towards implementing the Basel III standards.
July 6, 2020 -
658Australia & NZAPRA Consults on Revised Leverage Ratio Requirements
APRA intends to adopt BCBS revisions to the leverage ratio standard and disclosure requirements, and allow IRB ADIs to adopt modified SA-CCR early for public disclosure.
November 21, 2019 -
3.3K1Asia-PacificExploring APAC’s Emerging Data-Intensive Regulatory Environment
APAC’s data intensive regulatory environment is making it increasingly important for banks to adopt a strategic data framework, say Swati Kothari and Jackielou Imperial at Wolters Kluwer.
November 15, 2019 -
727International
FSB Reports on OTC Derivatives Reform Progress
Comprehensive trade reporting requirements are in force in 23 of 24 FSB member jurisdictions, and authorities are increasingly making use of trade repository data.
October 17, 2019
