Guideline

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Recommendations for Liquidity Risk Management for Collective Investment Schemes

IOSCO final guidelines to improve liquidity risk management of open-ended collective investment schemes

International Organization of Securities Commissions guidelines set out recommendations to ensure that liquidity is managed to safeguard and protect the interests of investors, including in stressed market conditions. Includes guidance to securities regulators to promote good liquidity management practices for open-ended collective investment schemes.

Publisher: Global Standard-Setting Bodies Release date: Feb 2018

Type: Guideline

Peer: Principles for the Valuation of Collective Investment Schemes

Topics: Liquidity risk and rules, Stress-testing, Consumer education and protection, Corporate governance

Sectors: Securities

Innovative Solutions by Financial Institutions in the Customer Due Diligence Process

EBA, EIOPA and ESMA opinion aims to develop common regulatory understanding of appropriate use of innovative solutions

European Banking Authority, the European Insurance and Occupational Pensions Authority, and the European Securities and Markets Authority opinion on use by banks and other financial institutions of new and innovative technologies when complying with customer due diligence (CDD) obligations. Highlights factors that supervisory authorities should consider when assessing the adequacy of firms' CDD measures where innovative solutions are used and assessing controls in place at firms that enable them to mitigate any risks associated with the use of new technologies.

Publisher: Regional Standard-Setting Bodies Release date: Jan 2018

Type: Guideline

Topics: Consumer education and protection, Money laundering and terrorist financing, FinTech

Sectors: Banking, Insurance, Pensions, Securities

Liquidity Stress Testing by German Asset Managers

BaFin management summary of new guidelines for liquidity stress tests in the context of liquidity risk management

Federal Financial Supervisory Authority of Germany (BaFin) management summary provides overview of report that sets out current industry practice and idiosyncracies of the German asset management market. Report requires that design of liquidity stresses should account appropriately for the business model and size of the asset management company. Reporting and governance policies must be clear and consistent. Stress scenarios and the frequency of monitoring should be suitable to the nature of the individual fund.

Publisher: National Regulators Release date: Dec 2017 Country: Germany

Type: Guideline

Topics: Stress-testing, Liquidity risk and rules, Corporate governance, Transparency and disclosure

Sectors: Securities

HKMA Supervisory Policy on Competence and Ethical Behaviour

HKMA guideline on expected behaviour of bank staff

Hong Kong Monetary Authority guideline emphasizes the importance of the competence and ethical behaviour of staff at all levels within a bank's organizational structure and provides guidance on measures banks are expected to adopt in monitoring and maintaining the competence levels and ethical behaviour of their staff.

Publisher: National Regulators Release date: Dec 2017 Country: Hong Kong, China

Type: Guideline

Peer: Enhanced Competency Framework for Banking Practitioners

Topics: Conduct, Corporate governance

Sectors: Banking

Own Risk and Solvency Assessment

OSFI guideline sets out its expectations with respect to ORSA undertaken by insurers

Office of the Superintendent of Financial Institutions of Canada guideline sets out expectations with respect to the Own Risk and Solvency Assessment (ORSA) of insurers. Insurers are expected to have processes in place to conduct an ORSA that is proportionate to the nature, scale and complexity of their business and risk profile.

Publisher: National Regulators Release date: Dec 2017

Type: Guideline

Peer: Life Insurance Capital Adequacy Test , Regulatory Capital and Internal Capital Targets

Topics: Capital adequacy, Risk management, Corporate governance

Sectors: Insurance

Regulatory Capital and Internal Capital Targets

OSFI guideline sets out its expectations regarding capital and solvency assessment of insurers

Office of the Superintendent of Financial Institutions of Canada guideline sets out its expectations with regard to the capital and solvency assessment of insurers within the context of OSFI's Supervisory Framework.

Publisher: National Regulators Release date: Dec 2017 Country: Canada

Type: Guideline

Peer: Own Risk and Solvency Assessment , Life Insurance Capital Adequacy Test

Topics: Capital adequacy

Sectors: Insurance

Life Insurance Capital Adequacy Test

OSFI guideline on its regulatory capital expectations for life insurance companies insurance holding companies

Office of the Superintendent of Financial Institutions of Canada guideline establishes standards for measuring specific life insurer risks and for aggregating the results to calculate the amount of a life insurer's regulatory required capital to support these risks. Defines and establishes criteria for determining the amount of qualifying regulatory available capital. Takes account of international advancements in development of solvency frameworks.

Publisher: National Regulators Release date: Nov 2017 Country: Canada

Type: Guideline

Peer: Regulatory Capital and Internal Capital Targets , Own Risk and Solvency Assessment

Topics: Capital adequacy

Sectors: Insurance

Canada Bank Capital Adequacy Requirements

OSFI risk-based capital adequacy guidelines

Office of the Superintendent of Financial Institutions of Canada final guideline on domestic implementation of two global capital adequacy standards issued by Basel Committee on Banking Supervision. Sets out discretionary approach to implementation of Basel III countercyclical buffer regime as well as guidance on application of BCBS's requirements that institutions hold adequate capital against equity investments in funds. Clarifies how the guidelines apply to federal credit unions, and treatment of allowances in anticipation of the adoption of IFRS 9 by deposit-taking institutions in 2018.

Publisher: National Regulators Release date: Nov 2017 Country: Canada

Type: Guideline

Parent: Countercyclical Capital Buffer Implementation

Topics: Capital adequacy, Accounting, actuarial and auditing , Macroprudential

Sectors: Banking

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

EBA guidelines on estimation of risk parameters for non-defaulted credit exposures under IRB

European Banking Authority guidelines on the definitions and modelling techniques used in the estimation of risk parameters for both non-defaulted and defaulted exposures when using the Internal Ratings-Based (IRB) to measuring credit risk. Provides guidance on estimation of risk parameters for non-defaulted credit exposures, namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures. Guidelines aim to restore market participants' trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Topics: Risk management

Sectors: Banking

Standards and Guidelines Under the EU's Money Market Fund Regulation

ESMA report setting out various requirements for money market funds

European Securities and Markets Authority report contains standards and guidelines under the European Union's Money Market Funds Regulation on: i) liquidity and credit quality requirements applicable to assets received as part of a reverse repurchase agreement; ii) requirements for assessing the credit quality of fund investments; iii) common reference parameters for stress test scenarios; and iv) a template for reporting information to supervisory authorities.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2017

Type: Guideline

Topics: Liquidity risk and rules, Stress-testing, Credit risk

Sectors: Securities

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Resources

382 records

Recommendations for Liquidity Risk Management for Collective Investment Schemes

Innovative Solutions by Financial Institutions in the Customer Due Diligence Process

Liquidity Stress Testing by German Asset Managers

HKMA Supervisory Policy on Competence and Ethical Behaviour

Own Risk and Solvency Assessment

Regulatory Capital and Internal Capital Targets

Life Insurance Capital Adequacy Test

Canada Bank Capital Adequacy Requirements

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

Standards and Guidelines Under the EU's Money Market Fund Regulation

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