The EBA has kicked off high level discussions on how to incorporate climate risks in regular stress tests that take place every two years.
October 3, 2022The BOT said a stress test showed that banks are strong and have sufficient capital and reserves to cover future risks.
July 7, 2022Climate risk management will be a standing item in annual prudential meetings with banks. The CAMEL rating framework will be updated.
July 1, 2022JPMorgan, BofA and Citi said their CET1 capital ratios relative to risk-weighted assets would rise by about one full percentage point starting October.
June 29, 2022The new platform introduces margin requirements based on individual stock volatility, instead of a flat margin rate across all securities.
June 14, 2022The information package will help clearing participants make final preparations for the launch of the new new risk engine on 13 June.
June 9, 2022Without early action, the UK's largest banks and insurers would suffer climate-related losses worth $418bn by 2050.
May 25, 2022The VaR Platform will replace the existing flat-rate model for calculation of margin and HKSCC Default Fund contributions.
May 18, 2022The IMF's Global Bank Stress Test shows that banks can generally absorb large shocks from a capital perspective, though some in emerging markets face greater risks.
April 8, 2022The IMF says Hong Kong authorities should strengthen analysis of Mainland-related credit risks, and ensure internal models used by local banks are sufficiently forward-looking.
March 10, 2022