Capital adequacy

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Insurance Capital Standard Version 1.0 for Extended Field Testing

IAIS consultation sets out background and rationale of ICS 1.0

International Association of Insurance Supervisors consultation sets out background and rationale for different components of the Insurance Core Standard (ICS) version 1.0 applicable to all Internationally Active Insurance Groups (IAIGs) for extended field testing. Addresses options for valuation and for capital requirements.

Publisher: Global Standard-Setting Bodies Release date: Jul 2017

Type: Consultative, discussion and issues paper

Parent: Risk-Based Global Insurance Capital Standard

Peer: Implementation of Insurance Capital Standard Version 2.0, Risk-based Global Insurance Capital Standard Version 2.0

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

Sectors: Insurance

Guiding Principles on the Internal Total Loss-Absorbing Capacity of G-SIBs

FSB guiding principles to support the implementation of internal TLAC and the ability to effect bail-in

Financial Stability Board guiding principles to support implementation of internal TLAC requirement in globally systemically important banks (G-SIBs), covering: i) process for identifying material sub-groups; ii) considerations relating to determination of the size of the internal TLAC requirement, its composition and trigger mechanism; and iii) cooperation and coordination between G-SIB home and key host authorities.

Publisher: Global Standard-Setting Bodies Release date: Jul 2017

Type: Guideline

Parent: Key Attributes of Effective Resolution Regimes for Financial Institutions

Peer: Principles on Loss-Absorbing and Recapitalisation of G-SIBs in Resolution , Continuity of Access to Financial Market Infrastructures for a Firm in Resolution, Principles on Bail-in Execution

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

Sectors: Banking

Implementation of Principal G20 Financial Regulatory Reforms

FSB third annual report on implementation of post-crisis regulatory reforms

Financial Stability Report provides comprehensive assessment on implementation and effects of the agreed financial regulatory reforms. Implementation progress continues but is uneven across the four core reform areas. Addresses the core elements of the reform program: i) making financial institutions more resilient; ii) ending too-big-to-fail (TBTF); iii) making derivatives markets safer; and iv) transforming shadow banking into resilient market-based finance. Identifies three areas for further vigilance: i) maintaining an open and integrated financial system; ii) market liquidity; and iii) effects of reforms on emerging market and developing economies.

Publisher: Global Standard-Setting Bodies Release date: Jul 2017

Type: Consultative, discussion and issues paper

Peer: Implementation of G20/FSB Financial Reforms in Other Areas, Implementation of G20/FSB Recommendations Related to Securities Markets

Topics: Shadow banking, Capital adequacy, Liquidity risk and rules, Recovery and resolution, Systemically important financial institutions (SIFIs), Derivatives

Sectors: Banking, Securities, Insurance

Comprehensive Capital Analysis and Review 2017: Assessment Framework and Results

FRB description of its CCAR requirements and process

US Federal Reserve Board assessment of large and complex US bank holding companies (BHC) provides: i) background on Comprehensive Capital Analysis and Review (CCAR) requirements; ii) description of assessment framework and factors used by Federal Reserve when reviewing BHCs' capital plans; iii) summary of CCAR 2017 results, including objection and non-objection decisions on BHCs' 2017 capital plans; and iv) information about process and requirements of CCAR 2017, including consequences of objections to a capital plan, execution of planned capital distributions, process for resubmitting a capital plan, and feedback provided by Federal Reserve on a BHC's capital plan. CCAR is a complement to the FRB's supervisory stress-testing framework.

Publisher: National Regulators Release date: Jun 2017 Country: United States

Type: Implementation

Topics: Capital adequacy, Stress-testing

Sectors: Banking

Dodd-Frank Act Stress Test 2017

FRB report on supervisory stress test methodology and results for US banks

US Federal Reserve Board report projects balance sheet, net income and resulting post-stress capital levels, regulatory capital ratios and tier 1 common ratio under three scenarios (baseline, adverse, and severely adverse).

Publisher: National Regulators Release date: Jun 2017 Country: United States

Type: Consultative, discussion and issues paper

Topics: Stress-testing, Capital adequacy

Sectors: Banking

Range of Practices in Implementing the Countercyclical Capital Buffer Policy

BCBS report on how jurisdictions are implementing the countercyclical capital buffer (CCyB)

Basel Committee on Banking Supervision report details various national CCyB policy frameworks and operational aspects. Notes how CCyB policy frameworks differ markedly with respect to: i) their governance structures; ii) number of indicators used to identify periods of excess credit and systemic risk; iii) degree of reliance on formal versus judgmental approach in making CCyB decisions; and iv) communication and reciprocity practices.

Publisher: Global Standard-Setting Bodies Release date: Jun 2017

Type: Implementation

Parent: Guidance for National Authorities Operating the Countercyclical Capital Buffer

Peer: Countercyclical Capital Buffer Implementation, Frequently Asked Questions on the Basel III Countercyclical Capital Buffer

Topics: Capital adequacy, Credit risk, Systemic risk, Macroprudential

Sectors: Banking

Updated CET1 Instrument List

EBA list of capital instruments that qualify as Common Equity Tier 1 ("CET1") instruments

European Banking Authority updated list of capital instruments that supervisory authorities across the European Union (EU) have classified as Common Equity Tier 1 (CET1). New CET1 instruments have been assessed and evaluated as compliant with Capital Requirements Regulation (CRR) since the previous update in September 2016.

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

Type: Consultative, discussion and issues paper

Parent: Capital Requirements Regulation - CRR

Topics: Capital adequacy

Sectors: Banking

Credit Risk Management Practices and Accounting for Expected Credit Losses

EBA guidelines on sound credit risk management practices

European Banking Authority guidelines address the transition from International Accounting Standard 39 (Financial Instruments: Recognition and Measurement) to International Financial Reporting Standard 9 (Financial Instruments). IFRS 9 will replace IAS 39 for accounting periods beginning in January 2018 and requires the measurement of impairment loss allowances to be based on an expected credit loss ('ECL') accounting model rather than on an incurred loss accounting model. Builds on Basel Committee on Banking Supervision's guidance on credit risk and accounting for expected credit losses.

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

Type: Guideline

Parent: Guidance on Credit Risk and Accounting for Expected Credit Losses

Peer: EBA Impact Assessment of Adoption of IFRS 9

Topics: Credit risk, Accounting, actuarial and auditing , Transparency and disclosure, Corporate governance, Capital adequacy

Sectors: Banking

Proposed Amendments to Regulatory Requirements for Credit Loss Provisioning

MAS consultation on proposed regulatory amendments relating to implementation of IFRS 9

Monetary Authority of Singapore consultation on proposed amendments to MAS notices in relation to changes in recognition and measurement of allowance for credit losses introduced in the International Financial Reporting Standard ("IFRS 9") Financial Instruments and Singapore Financial Reporting Standard ("SFRS") 109 Financial Instruments.

Publisher: National Regulators Release date: May 2017 Country: Singapore

Type: Consultative, discussion and issues paper

Topics: Credit risk, Capital adequacy

Sectors: Banking

Deadline for comments: Jun 2017

Guidelines on ICT Risk Assessment Under SREP

EBA guideline on common means to assess Information and Communication Technology risk

European Banking Authority guideline sets out the requirements supervisors should apply in their assessment of ICT when: i) focusing on the general provisions and application of scoring as part of the SREP assessment of risks to capital; ii) assessing institutions' governance and strategy on ICT; and iii) assessing institutions' ICT risk exposures and controls.

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

Type: Guideline

Parent: Guidelines on Common Procedures and Methodologies for the Supervisory Review and Evaluation Process (SREP)

Peer: Guidelines on Assessment of ICAAP and ILAAP under SREP, Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

Topics: Risk management, Operational risk, Corporate governance, Capital adequacy

Sectors: Banking

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Resources

382 records

Insurance Capital Standard Version 1.0 for Extended Field Testing

Guiding Principles on the Internal Total Loss-Absorbing Capacity of G-SIBs

Implementation of Principal G20 Financial Regulatory Reforms

Comprehensive Capital Analysis and Review 2017: Assessment Framework and Results

Dodd-Frank Act Stress Test 2017

Range of Practices in Implementing the Countercyclical Capital Buffer Policy

Updated CET1 Instrument List

Credit Risk Management Practices and Accounting for Expected Credit Losses

Proposed Amendments to Regulatory Requirements for Credit Loss Provisioning

Guidelines on ICT Risk Assessment Under SREP

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