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EU Deposit Guarantee Scheme Directive

Directive 2014/49/EU of the European Parliament and of the Council of 16 April 2014 on deposit guarantee schemes

Sets out requirements for Deposit Guarantee Schemes (DGS) in the European Union. All EU Member States must put in place a DGS. Defines deposits eligible for coverage and amount of coverage (Euro 100,000). Sets repayment timeframe requirements. Addresses funding of DGS and use of funds.

Publisher: Regional Standard-Setting Bodies Release date: Apr 2014

Type: Standard

Topics: Deposit insurance, Recovery and resolution

Sectors: Banking

Supervisory Framework for Measuring and Controlling Large Exposures

BCBS large credit exposures standard

Basel Committee on Banking Supervision standard elaborating on the requirement in the Basel Core Principles (BCPs) that supervisors set prudent limits on large exposures to a single borrower or a closely related group of borrowers.

Publisher: Global Standard-Setting Bodies Release date: Apr 2014

Type: Standard

Topics: Credit risk, Risk management

Sectors: Banking

Capital Requirements for Bank Exposures to Central Counterparties

BCBS revised policy framework for the capital treatment of bank exposures to central counterparties

Basel Committee on Banking Supervision policy framework includes: i) single approach for calculating capital requirements for a bank's exposure that arises from its contributions to the mutualized default fund of a qualifying CCP (QCCP); ii) a standardized approach for counterparty credit risk (CCP) (as opposed to the Current Exposure Method) to measure hypothetical capital requirement of a CCP; iii) an explicit cap on capital charges applicable to a bank's exposure to a QCCP; iv) specification of how to treat multi-level client structures whereby an institution clears its trades through intermediaries linked to a CCP; and v) responses to frequently asked questions posed to the Basel Committee in the course of its work on final standard.

Publisher: Global Standard-Setting Bodies Release date: Apr 2014

Type: Standard

Topics: Financial market infrastructure, Capital adequacy

Sectors: Banking

The Standardised Approach for Measuring Counterparty Credit Risk Exposures

BCBS standard for determining credit exposures of derivative contracts

Basel Committee on Banking Supervision standard sets out formulation for Standardised Approach for measuring exposure at default for counterparty credit risk. Replaces the Current Exposure Method (CEM) and the Standardised Method (SM) approaches. New standard approach: i) is suitable to be applied to a wide variety of derivatives transactions (margined and unmargined, as well as bilateral and cleared); ii) is capable of being implemented simply and easily; iii) addresses known deficiencies of the CEM and the SM; iv) draws on prudential approaches already available in the Basel Framework; v) minimizes discretion used by national authorities and banks; and vi) improves risk sensitivity of capital framework without creating undue complexity.

Publisher: Global Standard-Setting Bodies Release date: Apr 2014

Type: Standard

Topics: Credit risk, Derivatives

Sectors: Banking

Liquidity Coverage Ratio Disclosure Standards

BCBS final requirements for banks

Basel Committee on Banking Supervision final requirements for banks' LCR related disclosures to improve the transparency of regulatory liquidity requirements and enhance market discipline. Consistent with the Basel III agreement, national authorities will give effect to these disclosure requirements, and banks will be required to comply with them, from the date of the first reporting period after 1 January 2015.

Publisher: Global Standard-Setting Bodies Release date: Mar 2014

Type: Standard

Parent: Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools

Topics: Liquidity risk and rules, Risk management, Transparency and disclosure

Sectors: Banking

Basel III Leverage Ratio Framework and Disclosure Requirements

BCBS leverage ratio and public disclosure requirements as part of Basel III

Basel Committee on Banking Supervision Basel III leverage ratio framework along with related public disclosure requirements. The leverage ratio is a simple, transparent, non-risk based capital measure to act as a supplement to the risk-based capital requirements under Basel III.

Publisher: Global Standard-Setting Bodies Release date: Jan 2014

Type: Standard

Peer: Revisions to the Basel III Leverage Ratio Framework, Notice on Risk Based Capital Adequacy Requirements for Banks in Singapore

Topics: Capital adequacy

Sectors: Banking

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

FSB endorsement of IAIS methodology and policy measures

Initial list of nine G-SIIs identified by national authorities and the Financial Stability Board based on a methodology developed by the International Association of Insurance Supervisors. Policy measures that will apply to G-SIIs include: i) the recovery and resolution planning requirements under the FSB's Key Attributes of Effective Resolution Regimes; ii) enhanced group-wide supervision, with the group-wide supervisor having powers with over holding companies and overseeing development of a Systemic Risk Management Plan; and iii) higher loss absorbency requirements (HLA).

Publisher: Global Standard-Setting Bodies Release date: Jul 2013

Type: Standard

Parent: Key Attributes of Effective Resolution Regimes for Financial Institutions, Liquidity Coverage Ratio Disclosure Standards

Peer: Guidance on Liquidity Management and Planning

Topics: Systemically important financial institutions (SIFIs), Recovery and resolution, Capital adequacy, Supervisory framework, Crisis management and contingency planning

Sectors: Insurance

Global Systemically Important Banks: Updated Assessment Methodology and the Higher Loss Absorbency Requirement

BCBS 2013 update of the G-SIB framework

Basel Committee on Banking Supervision updated methodology for assessing and identifying global systemically important banks (G-SIBs). Describes additional loss absorbency requirements that will apply to G-SIBs, the phase-in arrangements and the disclosures banks above a certain size are required to make. Assessment methodology is based on an indicator-based approach and comprises five broad categories: size, interconnectedness, lack of readily available substitutes or financial institution infrastructure, global (cross-jurisdictional) activity and complexity. Additional loss absorbency requirements will range from 1% to 2.5% Common Equity Tier 1 (CET1) depending on bank's systemic importance with an initially empty bucket of 3.5% CET1 as means to discourage banks from becoming even more systemically important.

Publisher: Global Standard-Setting Bodies Release date: Jun 2013

Type: Standard

Parent: Liquidity Coverage Ratio Disclosure Standards

Topics: Systemically important financial institutions (SIFIs), Recovery and resolution, Capital adequacy, Supervisory framework, Crisis management and contingency planning, Transparency and disclosure

Sectors: Banking

Methodology for Assessing Compliance with the FATF Recommendations

FATF methodology for assessing technical compliance with the FATF Requirements and the effectiveness of AML/CFT systems

Financial Action Task Force methodology provides the basis for undertaking assessments of technical compliance with revised FATF Recommendations, and for reviewing the level of effectiveness of a country's anti-money laundering/countering the financing of terrorism (AML/CFT) system. Methodology has two components: i) technical compliance assessment addresses specific requirements of FATF Recommendations, principally as they relate to relevant legal and institutional framework of the country, and powers and procedures of supervisory authorities; and ii) effectiveness assessment of adequacy of the implementation of the FATF Recommendations. Identifying extent to which a country achieves a defined set of outcomes that are central to a robust AML/CFT system.

Publisher: Global Standard-Setting Bodies Release date: Feb 2013

Type: Standard

Peer: Anti-Money Laundering and Terrorist Financing Measures and Financial Inclusion

Topics: Money laundering and terrorist financing

Sectors: Banking, Insurance, Securities

Principles for Effective Risk Aggregation and Risk Reporting

BCBS principles to strengthen banks’ risk data aggregation capabilities and internal risk reporting practices

Basel Committee on Banking Supervision principles to support a bank's efforts to: i) enhance the infrastructure for reporting key information to identify, monitor and manage risks; ii) improve the decision-making process throughout the organization; iii) enhance the management of information across legal entities, while facilitating a comprehensive assessment of risk exposures at the global consolidated level; iv) reduce the probability and severity of losses resulting from risk management weaknesses; v) improve the speed at which information is available and decisions can be made; and vi) improve the organization's quality of strategic planning and the ability to manage the risk of new products and services. Geared particularly to systemically important banks.

Publisher: Global Standard-Setting Bodies Release date: Jan 2013

Type: Standard

Peer: Progress in Adopting the Principles for Effective Risk Data Aggregation and Risk Reporting

Topics: Risk management, Systemically important financial institutions (SIFIs), Transparency and disclosure

Sectors: Banking

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Resources

382 records

EU Deposit Guarantee Scheme Directive

Supervisory Framework for Measuring and Controlling Large Exposures

Capital Requirements for Bank Exposures to Central Counterparties

The Standardised Approach for Measuring Counterparty Credit Risk Exposures

Liquidity Coverage Ratio Disclosure Standards

Basel III Leverage Ratio Framework and Disclosure Requirements

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

Global Systemically Important Banks: Updated Assessment Methodology and the Higher Loss Absorbency Requirement

Methodology for Assessing Compliance with the FATF Recommendations

Principles for Effective Risk Aggregation and Risk Reporting

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