Risk management

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Climate Change: Issues for Banking Supervisors

TC note explores the possible supervisory and regulatory responses in the banking sector to climate change-related risks, and to climate change more generally

Toronto Centre Note discusses issues raised for banking supervisors by climate change. Two key issues are: i) physical, transitional and other risks arising from climate change are likely to have an adverse impact on the credit, market, operational, legal, reputational and strategic risks faced by banks; and ii) the banking sector is likely to play a key role in the financing of activities that will have an impact on climate change.

Publisher: Toronto Centre Release date: Jul 2019

Type: TC Notes

Topics: Climate change , Risk management

Sectors: Banking

Overview of Pillar 2 Supervisory Review Practices and Approaches

BCBS review describes key concepts of Pillar 2 and supervisory review practices in use across Basel Committee member jurisdictions

Basel Committee on Banking Supervision report covers key areas of Pillar 2 supervisory review process, including the risk assessment process, risk appetites, board and senior management roles and supervisory practices adopted to enhance transparency, and bank disclosure practices. The report also describes a number of selected Pillar 2 risks, including business risk and interest rate risk in the banking book. It presents a range of actions that are taken under Pillar 2.

Publisher: Global Standard-Setting Bodies Release date: Jun 2019

Type: Consultative, discussion and issues paper

Topics: Capital adequacy, Risk management, Corporate governance, Transparency and disclosure, Market risk, Securitization

Sectors: Banking

Minimum Capital Requirements for Market Risk

BCBS revised standards for minimum capital requirements for market risk

Basel Committee on Banking Supervision standard ensures that standardization and internal model approaches to market risk deliver credible capital outcomes and promote consistent implementation of standards across jurisdictions.

Publisher: Global Standard-Setting Bodies Release date: Jan 2019

Type: Standard

Parent: Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework, Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems

Topics: Market risk, Capital adequacy, Risk management

Sectors: Banking

Prudential Standard on Large Exposures

APRA standard on large exposures for banks

Australian Prudential Regulation Authority prudential standard requires banks to implement prudent measures and to set prudent limits to monitor and control their large exposures and risk concentrations. Key requirements are that banks must: i) have a board approved policy that governs large exposures and risk concentrations; ii) have adequate systems and controls to identify, measure, monitor and report large exposures and risk concentrations; iii) identify large exposures, including identifying a group of connected counterparties; iv) ensure large exposures meet the large exposure limit; and v) measure exposure values for large exposure purposes using specified treatments.

Publisher: National Regulators Release date: Jan 2019 Country: Australia

Type: Standard

Topics: Credit risk, Risk management, Corporate governance

Sectors: Banking

Outsourcing Involving Cloud Computing Services

APRA information paper explores the use of shared computing services

Australian Prudential Regulation Authority information paper provides overview of cloud computing, its benefits and risks, and APRA's supervisory approach.

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

Type: Consultative, discussion and issues paper

Topics: Operational risk, Risk management

Sectors: Banking, Insurance, Pensions

Corporate Governance Guideline

OSFI revised guidelines set out expectations for boards of directors of federally regulated financial institutions

Office of the Superintendent of Financial Institutions of Canada revised Corporate Governance Guidelines. Address role of the Board of Directors and its Audit Committee, and risk governance. Revised guidelines provide boards with greater discretion on how they meet the guidelines' principles, taking into account the institution's size, nature of operations and risk profile and make a clearer delineation between board and senior management responsibilities.

Publisher: National Regulators Release date: Sep 2018 Country: Canada

Type: Guideline

Topics: Corporate governance, Risk management

Sectors: Banking, Insurance

Guidelines on Liquidity Risk Management Practices for Fund Management Companies

MAS guidelines for fund management companies with respect to collective investment schemes

Monetary Authority of Singapore guidelines on liquidity risk management framework for fund management companies (FMCs) with respect to collective investment schemes (CIS). Provides guidance on sound practices in liquidity risk management of CIS to address the risks to investors from liquidity mismatches between the CIS' portfolio liquidity and redemption terms. Guidelines accord proportionality to FMCs in implementing the liquidity risk management practices in line with their roles in managing the CIS, the business models and fund structures that they employ.

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

Type: Guideline

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

Sectors: Securities

Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

EBA update to its SREP guidelines

European Banking Authority update to its guidelines on common procedures and methodology for Supervisory Review and Evaluation Process (SREP), including by incorporating supervisory stress testing.

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

Type: Guideline

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

Peer: Guidelines on ICT Risk Assessment Under SREP, Guidelines on Assessment of ICAAP and ILAAP under SREP, Guidelines on Institutions' Stress Testing

Topics: Stress-testing, Capital adequacy, Liquidity risk and rules, Corporate governance, Risk management

Sectors: Banking

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

IMF report on cyber-attacks and vulnerabilities of financial institutions

International Monetary Fund research paper documents cyber risk around the world for financial institutions by analyzing the different types of cyber incidents (data breaches, fraud and business disruption) and identifying patterns using a variety of datasets. Outlines a quantitative framework to assess cyber risk for the financial sector.

Publisher: International Organizations Release date: Jun 2018

Type: Consultative, discussion and issues paper

Topics: Cyber risk, Operational risk, Risk management, Systemic risk

Sectors: Banking, Insurance, Securities

Algorithmic Trading

PRA's final statement on firm's governance and risk management of algorithmic trading

UK Prudential Regulation Authority policy statement sets out expectations in respect of a firm's algorithmic trading activities with respect to: i) governance; ii) algorithm approval process (by the firm); iii) testing and deployment; iv) inventories and documentation; and v) risk management and other systems and controls functions.

Publisher: National Regulators Release date: Jun 2018 Country: United Kingdom

Type: Consultative, discussion and issues paper

Topics: Risk management, Corporate governance

Sectors: Banking, Securities

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Resources

382 records

Climate Change: Issues for Banking Supervisors

Overview of Pillar 2 Supervisory Review Practices and Approaches

Minimum Capital Requirements for Market Risk

Prudential Standard on Large Exposures

Outsourcing Involving Cloud Computing Services

Corporate Governance Guideline

Guidelines on Liquidity Risk Management Practices for Fund Management Companies

Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Algorithmic Trading

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