Macroprudential

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Solvency II Tools With Macroprudential Impact

EIOPA report on tools within the Solvency II framework that can mitigate systemic risk

European Insurance and Occupational Pensions Authority report identifies, classifies and provides a preliminary assessment of the tools or measures within the Solvency II framework, the European Union's comprehensive microprudential regime for the insurance sector, that have macroprudential impact and can be used to mitigate systemic risks.

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

Type: Consultative, discussion and issues paper

Peer: Systemic Risk and Macroprudential Policy in Insurance

Topics: Macroprudential, Systemic risk

Sectors: Insurance

The ESRB Handbook on Operationalizing Macroprudential Policy in the Banking Sector

ESRB handbook for implementing EU macroprudential policy framework

European Systemic Risk Board handbook provides detailed advice on how to design and implement macroprudential policy for the banking sector. Handbook is structured in three sections: i) overall macroprudential policy framework and key findings; ii) key features and role of individual macroprudential instruments; and iii) cross-cutting issues.

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

Type: Guideline

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

Peer: Flagship Report on Macro-prudential Policy in the Banking Sector

Topics: Macroprudential, Systemic risk

Sectors: Banking

Systemic Risk and Macroprudential Policy in Insurance

EIOPA research paper identifies and analyzes sources of systemic risk in insurance

European Insurance and Occupational Pensions Authority research paper outlines lessons learned from the financial crisis and banking sector that affect the insurance industry. Identifies and analyzes sources of systemic risk in insurance, outlining three potential sources: i) entity-based; ii) activity-based; and iii) behaviour-based. Includes a proposal for a macroprudential framework for insurance and defines specific operational objectives based on previously identified sources of systemic risk.

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

Type: Consultative, discussion and issues paper

Peer: Solvency II Tools With Macroprudential Impact

Topics: Macroprudential, Systemic risk

Sectors: Insurance

Macro- and Micro-Dimensions of Supervision of Large Pension Funds

IOPS survey report reviews the nature and effectiveness of new and established pensions supervisory systems

International Organisation of Pension Supervisors research report based on a survey of 34 members of IOPS. The macro dimension of the report focuses on the potential adverse impact of large pension funds (LPFs) on financial markets and the overall economy. The micro-dimension focuses on the possibility that inappropriate governance or weak operations may bring harm to pension beneficiaries and pension sponsors. The report discusses whether it is necessary to explicitly identify systemically important pension funds based on international or domestic standards and apply special regulatory or supervisory guidelines to them.

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

Type: Consultative, discussion and issues paper

Topics: Pension and retirement plans, Systemically important financial institutions (SIFIs), Supervisory framework, Macroprudential, Corporate governance

Sectors: Pensions

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

Stress Testing the UK Banking System: 2017 Results

BoE report on results of 2017 stress test of UK banking system

Bank of England report on results of 2017 concurrent stress test of the UK banking system. Includes a detailed explanation of the Bank's first exploratory scenario which was used to examine major UK banks' long-term strategic responses to an extended low growth, low interest rate environment with increasing competitive pressures in retail banking enabled in part by an increase in the use of financial technology (FinTech).

Publisher: National Regulators Release date: Nov 2017 Country: United Kingdom

Type: Consultative, discussion and issues paper

Parent: Approach to Stress Testing the UK Banking System

Topics: Stress-testing, Macroprudential, Capital adequacy, FinTech

Sectors: Banking

Implementation of G20/FSB Financial Reforms in Other Areas

FSB 2017 survey of implementation of the G20/FSB post-crisis recommendations

Financial Stability Board summary of status of implementation of G20/FSB recommendations covered by 2017 FSB Implementation Monitoring Network survey on the following areas: i) hedge funds; ii) securitization; iii) enhancing supervision; iv) building and implementing macroprudential frameworks and tools; v) improving oversight of credit rating agencies; vi) enhancing and aligning accounting standards; vii) enhancing risk management; viii) strengthening deposit insurance; ix) safeguarding integrity and efficiency of financial markets; and x) enhancing financial consumer protection.

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

Type: Implementation

Peer: Implementation of G20/FSB Recommendations Related to Securities Markets , Implementation of Principal G20 Financial Regulatory Reforms

Topics: Securitization, Macroprudential, Accounting, actuarial and auditing , Deposit insurance, Consumer education and protection, Shadow banking

Sectors: Banking, Securities

20 Years After the Asian Financial Crisis

ADB conference report sets out lessons learned and future challenges

Asian Development Bank conference report discusses and identifies policy options for regional cooperation that safeguard financial stability and promote financial resilience.

Publisher: International Organizations Release date: Sep 2017

Type: Consultative, discussion and issues paper

Topics: Crisis management and contingency planning, Macroprudential, Systemic risk, Recovery and resolution, Deposit insurance

Sectors: Banking, Securities

Insurance Core Principle 24

IAIS consultation on proposed revision of ICP 24: Macroprudential Surveillance

International Association of Insurance Supervisors proposed revisions to Insurance Core Principle 24, under which supervisors are to identify, monitor and analyze market and financial developments and that may impact insurers and insurance markets, and develop a macroprudential perspective in the supervision of individual insurers.

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

Type: Consultative, discussion and issues paper

Parent: Insurance Core Principles

Peer: Revised Insurance Core Principles (ICPs) and Integration of ComFrame Material

Topics: Macroprudential, Supervisory framework

Sectors: Insurance

Deadline for comments: Oct 2017

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

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Resources

382 records

Solvency II Tools With Macroprudential Impact

The ESRB Handbook on Operationalizing Macroprudential Policy in the Banking Sector

Systemic Risk and Macroprudential Policy in Insurance

Macro- and Micro-Dimensions of Supervision of Large Pension Funds

Canada Bank Capital Adequacy Requirements

Stress Testing the UK Banking System: 2017 Results

Implementation of G20/FSB Financial Reforms in Other Areas

20 Years After the Asian Financial Crisis

Insurance Core Principle 24

Range of Practices in Implementing the Countercyclical Capital Buffer Policy

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