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Assessment Methodology for Validation of Credit Risk Models

EBA final standards to ensure consistency in model outputs and comparability of risk-weighted exposure amounts

European Banking Authority technical standard specifies assessment for supervisory authorities to follow in assessing compliance of an institution with requirements for use of Internal Ratings Based Approach (IRB Approach). Standard harmonizes supervisory assessment methodology with respect to the IRB Approach across all member states in the EU.

Publisher: Regional Standard-Setting Bodies Release date: Jul 2016

Type: Standard

Parent: Capital Requirements Directive - CRD IV, Capital Requirements Regulation - CRR

Topics: Credit risk, Capital adequacy

Sectors: Banking

Business Conduct Standards for Security-Based Swap Dealers and Major Security-Based Swap Participants

SEC standards to protect investors by regulating over-the-counter security-based swap markets

Securities and Exchange Commission final rules to protect consumers and introduce compliance requirements. Require security-based swap entities to comply with a range of provisions designed to enhance transparency, facilitate informed customer decision-making, and heighten standards of professional conduct. Requirements include: i) dealing fairly with potential counterparties by communicating in a fair and balanced manner; ii) disclosing material information about security-based swap; and iii) adhering to other professional standards of conduct. Also sets out requirements for supervision and chief compliance officers.

Publisher: National Regulators Release date: Jul 2016 Country: United States

Type: Standard

Topics: Consumer education and protection, Compliance function, Transparency and disclosure

Sectors: Banking, Securities

Revisions to the Basel Securitisation Framework

BCBS capital treatment of simple, transparent and comparable securitizations

Basel Committee on Banking Supervision standard supplements July 2015 simple, transparent and comparable (STC) securitizations criteria with additional criteria for specific purposes of differentiating capital treatment of STC securitizations from that of other securitization transactions. Reduces minimum capital treatments for STC securitizations by reducing risk weight floor for senior exposures, and by rescaling risk weights for other exposures.

Publisher: Global Standard-Setting Bodies Release date: Jul 2016

Type: Standard

Parent: Criteria for Identifying Simple, Transparent and Comparable Securitisations

Peer: Proposed Amendments to the Capital Framework for Securitisation Exposures , Capital Treatment for Short-Term "Simple, Transparent and Comparable" Securitisations , Criteria for Identifying Short-Term Simple, Transparent and Comparable Securitisations

Topics: Securitization, Transparency and disclosure, Capital adequacy

Sectors: Banking, Securities

Global Systemically Important Insurers: Updated Assessment Methodology

IAIS revised methodology to identify designated G-SIIs

International Association of Insurance Supervisors revised methodology to identify globally active insurance-dominated financial conglomerates whose distress or disorderly failure could cause significant disruption to the global finance system and economic activity. The new Methodology outlines a five-phase approach to the G-SII assessment process that includes fact-based qualitative and quantitative elements.

Publisher: Global Standard-Setting Bodies Release date: Jun 2016

Type: Standard

Parent: Global Systemically Important Insurers (G-SIIs) and the Policy Measures That Will Apply to Them

Peer: Global Systemically Important Banks: Updated Assessment Methodology and the Higher Loss Absorbency Requirement, 2017 Update of List of Global Systemically Important Banks (G-SIBs)

Topics: Systemically important financial institutions (SIFIs), Recovery and resolution, Capital adequacy

Sectors: Insurance

Key Information Documents (KIDs) for Packaged Retail and Insurance-based Investment Products (PRIIPs)

EBA, EIOPA, ESMA standard on information disclosure for Packaged Retail and Insurance-based Investment Products

European Banking Authority, European Insurance and Occupational Pensions Authority and the European Securities and Markets Authority standard on rules on content and presentation of Key Information Documents (KID) for PRIIPs, which generally are retail investment products that frequently are combined with insurance coverage or can be complex and difficult to understand. Provides EU retail investors with consumer-friendly information to enable them to understand and compare PRIIPs across EU.

Publisher: Regional Standard-Setting Bodies Release date: Jun 2016

Type: Standard

Topics: Consumer education and protection, Transparency and disclosure

Sectors: Banking, Insurance, Pensions, Securities

MiFID Practices for Firms Selling Financial Instruments Subject to the BRRD Resolution Regime

ESMA statement to protect customers when selling bail-in-able financial instruments

European Securities and Markets Authority statement to banks and investment firms to clarify how they should apply relevant Markets in Financial Instruments Directive (MiFID) requirements governing the distribution of financial instruments subject to bail-in under EU's Bank Recovery and Resolution Directive (BRRD) resolution regime, both on advised and non-advised basis, as well as in context of portfolio management.

Publisher: Regional Standard-Setting Bodies Release date: Jun 2016

Type: Standard

Parent: Bank Recovery and Resolution Directive (BRRD)

Peer: Markets in Financial Instruments Directive - MiFID II

Topics: Recovery and resolution, Transparency and disclosure

Sectors: Banking, Securities

Interest Rate Risk in the Banking Book

BCBS standard on regulatory capital treatment and supervision of interest rate risk in banking book

Basel Committee on Banking Supervision standards set out supervisory expectations for banks' identification, measurement, monitoring, control and supervision of interest rate risk in banking book (IRRBB). Key changes from 2004 standards include: i) more extensive guidance on expectations for a bank's IRRBB management process; ii) enhanced disclosure requirements; and iii) a stricter threshold for identifying outlier banks.

Publisher: Global Standard-Setting Bodies Release date: Apr 2016

Type: Standard

Peer: Guidelines on the Management of Interest Rate Risk Arising from Non-Trading Book Activities

Topics: Capital adequacy, Transparency and disclosure

Sectors: Banking

Risk Management Procedures for Non-Centrally Cleared OTC Derivatives

EBA, EIOPA and ESMA standard sets out framework of European Market Infrastructure Regulation

European Banking Authority, European Insurance and Occupational Pensions Authority, and European Securities and Markets Authority final draft Regulatory Technical Standards (RTS) aim to increase safety of OTC derivatives markets in EU. Standards cover risk mitigation techniques related to exchange of collateral to cover exposures arising from non-centrally cleared over-the-counter (OTC) derivatives. Specify criteria concerning intragroup exemptions and definitions of practical and legal impediments to prompt transfer of funds between counterparties.

Publisher: Regional Standard-Setting Bodies Release date: Mar 2016

Type: Standard

Topics: Systemic risk, Risk management

Sectors: Banking, Insurance, Pensions, Securities

FCA's Senior Managers Regime

Report on governance arrangements at the Financial Conduct Authority

UK Financial Conduct Authority publication sets out how it applies its Senior Managers Regime applicable to regulated firms to the FCA itself. Includes description of core responsibilities of members of FCA's Board, Executive Committee and those carrying out Senior Management Functions, as contained within the FCA Statements of Responsibility and the FCA Management Responsibilities Map.

Publisher: National Regulators Release date: Mar 2016 Country: United Kingdom

Type: Standard

Peer: Extending the Senior Managers & Certification Regime to FCA Firms

Topics: Supervisory framework, Corporate governance

Sectors: Banking, Insurance

2016 EU-Wide Stress Test

EBA standard provides common analytical framework for stress testing

European Banking Authority standard describes common methodology defining how banks should calculate stress impact of common scenarios. Sets constraints for bottom-up calculations. Provides banks with guidance and support for performing EU-wide stress test. Also lists components of banks' projections for which banks are requried to provide additional qualitative information in accompanying documents (e.g. on methods applied) as input to quality assurance process.

Publisher: Regional Standard-Setting Bodies Release date: Feb 2016

Type: Standard

Peer: Guidelines on Stress Testing, Report of the Peer Review of the EBA Stress Testing Guidelines, 2016 EU-Wide Stress Test Results

Topics: Stress-testing

Sectors: Banking

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Resources

382 records

Assessment Methodology for Validation of Credit Risk Models

Business Conduct Standards for Security-Based Swap Dealers and Major Security-Based Swap Participants

Revisions to the Basel Securitisation Framework

Global Systemically Important Insurers: Updated Assessment Methodology

Key Information Documents (KIDs) for Packaged Retail and Insurance-based Investment Products (PRIIPs)

MiFID Practices for Firms Selling Financial Instruments Subject to the BRRD Resolution Regime

Interest Rate Risk in the Banking Book

Risk Management Procedures for Non-Centrally Cleared OTC Derivatives

FCA's Senior Managers Regime

2016 EU-Wide Stress Test

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