Credit risk

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Digitally Delivered Credit

AFI policy guidance note and results from survey of regulators

Alliance for Financial Inclusion guidance note focuses on potential customer risks from different models of digitally-delivered credit. Discusses how policy makers and regulators in emerging markets and developing economies could develop approaches for identifying, monitoring and mitigating the most important customer risks.

Publisher: Others Release date: Apr 2018

Type: Consultative, discussion and issues paper

Topics: Financial inclusion, Consumer education and protection, Credit risk, Conduct, Transparency and disclosure

Sectors: Banking, Microfinance

The Identification and Measurement of Nonperforming Assets: A Cross-Country Comparison

FSI Insights paper describes accounting and regulatory treatment of problem assets across a range of countries

Financial Stability Institute paper sets out the importance of timely recognition and loss provisioning on banks' balance sheets of non-performing assets (NPAs). Describes the role of prudential regulation and supervision in facilitating the prompt identification and measurement of NPAs, based in part on a cross-country survey. Outlines key differences in accounting standards on problem assets and provisioning across jurisdictions. Sets out policy options to enhance identification and measurement of NPAs.

Publisher: International Organizations Release date: Apr 2018

Type: Consultative, discussion and issues paper

Topics: Credit risk, Transparency and disclosure, Accounting, actuarial and auditing , Asset classification and provisioning, Capital adequacy

Sectors: Banking

Addendum to the ECB Guidance to Banks on Nonperforming Loans

ECB report on prudential provisioning backstop for non-performing exposures

European Central Bank addendum reinforces and supplements its Guidance to Banks on Non-Performing Loans by specifying quantitative supervisory expectations concerning the minimum levels of prudential provisions expected for non-performing exposures (NPEs). The expectations are based on the length of time an exposure has been classified as non-performing as well as the collateral held (if any). The measures are "prudential provisioning backstops" aimed at a prudent treatment of NPEs and avoiding the excessive build-up of non-covered, aged NPEs on banks' balance sheets.

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

Type: Consultative, discussion and issues paper

Peer: Guidance to Banks on Non-Performing Loans

Topics: Accounting, actuarial and auditing , Transparency and disclosure, Credit risk

Sectors: Banking

Prudential Standard on Securitisation

APRA standard on management of securitization risks

Australian Prudential Regulation Authority standard aims to ensure than banks adopt prudent practices to manage risks associated with securitization and to ensure sufficient regulatory capital is held against associated credit risk. Key requirements are that an authorized deposit-taking institution must: i) have a risk management framework covering its involvement in a securitization; ii) ensure there is clear and prominent disclosure of nature and limitations of its obligations arising from its involvement in a securitization; iii) not provide implicit support to a securitization; and iv) calculate regulatory capital for credit risk against its securitization exposures.

Publisher: National Regulators Release date: Jan 2018 Country: Australia

Type: Standard

Topics: Securitization, Risk management, Transparency and disclosure, Capital adequacy, Credit risk

Sectors: Banking

Prudential Practice Guide on Securitisation

APRA standard on management of securitization risks

Australian Prudential Regulation Authority guidance on sound practice in relation to the involvement of authorized deposit-taking institutions (ADIs) in securitization. Aims to ensure that banks adopt prudent practices to manage risks associated with securitization and to ensure sufficient regulatory capital is held against associated credit risk. Key requirements are that banks must: i) have a risk management framework covering their involvement in a securitization; ii) ensure there is clear and prominent disclosure of nature and limitations of obligations arising from involvement in a securitization; iii) not provide implicit support to a securitization; and iv) calculate regulatory capital for credit risk against securitization exposures.

Publisher: National Regulators Release date: Jan 2018 Country: Australia

Type: Sound Practice

Topics: Securitization, Risk management, Transparency and disclosure, Capital adequacy, Credit risk

Sectors: Banking

Proposed Revisions to the Regulatory Framework for Large Exposures of Singapore-incorporated Banks

MAS proposed revisions to rules governing large exposures

Monetary Authority of Singapore proposed revisions to its regulatory framework for the maximum allowable credit exposure to a single counterparty or connected group of counterparties. Proposes to tighten the capital base of the large exposure limit, apply the limit to most interbank exposures, and lower the limit on exposures to globally systemically important banks (G-SIBs), among other changes.

Publisher: National Regulators Release date: Jan 2018 Country: Singapore

Type: Consultative, discussion and issues paper

Parent: Supervisory Framework for Measuring and Controlling Large Exposures

Topics: Credit risk, Systemically important financial institutions (SIFIs)

Sectors: Banking

Deadline for comments: Feb 2018

Prudential Framework for Large Exposures

APRA proposed revisions to its prudential framework on large exposures

Australian Prudential Regulation Authority paper sets out revisions to its prudential framework for large exposures for banks. Core components are: i) reference to Tier 1 Capital as a basis for determining large exposures; ii) recalibration of existing large exposure limits, and introduction of a lower limit on D-SIB to D-SIB exposures; and iii) stronger set of requirements for measuring exposures values, and for assessing groups of connected counterparties.

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

Type: Consultative, discussion and issues paper

Parent: Bank Recovery and Resolution Directive (BRRD), Supervisory Framework for Measuring and Controlling Large Exposures

Topics: Credit risk

Sectors: Banking

Basel III: Finalizing Post-Crisis Reforms

BCBS finalization of Basel III framework

Basel Committee on Banking Supervision revisions to regulatory frameworks to improve the calculation of risk-weighted assets (RWAs) by: i) enhancing the robustness and risk sensitivity of the standardized approaches for credit risk and operational risk, which will facilitate the comparability of banks' capital ratios; ii) constraining the use of internally-modelled approaches; and iii) complementing the risk-weighted capital ratio with a finalized leverage ratio and a revised capital floor.

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

Type: Consultative, discussion and issues paper

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

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

Guidelines on Connected Clients

EBA draft guidelines on the treatment of connected clients for large exposures

European Banking Authority guidelines on the definition of connected clients as used for various purposes in the European Union's Capital Requirements Regulation (CRR), including in the context of determining large exposures, and assessing credit and liquidity risks. The guidelines cover the two types of interconnection which lead to two or more clients being regarded as a single risk: control relationships and economic dependencies.

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

Type: Guideline

Parent: Capital Requirements Regulation - CRR

Topics: Credit risk, Liquidity risk and rules, Asset classification and provisioning

Sectors: Banking

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Resources

382 records

Digitally Delivered Credit

The Identification and Measurement of Nonperforming Assets: A Cross-Country Comparison

Addendum to the ECB Guidance to Banks on Nonperforming Loans

Prudential Standard on Securitisation

Prudential Practice Guide on Securitisation

Proposed Revisions to the Regulatory Framework for Large Exposures of Singapore-incorporated Banks

Prudential Framework for Large Exposures

Basel III: Finalizing Post-Crisis Reforms

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

Guidelines on Connected Clients

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