Risk management

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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

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 Assessment of ICAAP and ILAAP under SREP, Guidelines on ICT Risk Assessment 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

Financial Management and Planning by Insurers

PRA policy statement on effective management and planning by insurance firms and groups

United Kingdom Prudential Regulation Authority policy statement sets out how the application of effective risk management and governance is linked to the need for insurers to maintain a sound financial condition going forward. Sets out the PRA's expectations on financial management and planning by insurers.

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

Type: Supervisory Practice

Peer: The Prudential Regulation Authority's Approach to Insurance Supervision, Corporate Governance: Board Responsibilities , Dealing with a Market Turning Event in the General Insurance Sector

Topics: Risk management, Corporate governance

Sectors: Insurance

Prudential Practice Guide on Risk Management

APRA sound practice outlines prudent practices related to risk management

Australian Prudential Regulation Authority sound practice assists APRA-regulated institutions in complying with its Prudential Standard on Risk Management and outlines prudent practices in relation to risk management. Discusses: i) risk governance; ii) risk management culture; iii) risk management framework; iv) risk appetite; and v) risk management strategy.

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

Type: Sound Practice

Topics: Risk management, Corporate governance, Compliance function

Sectors: Banking, Insurance

Algorithmic Trading

PRA's proposed expectations of firm's governance and risk management of algorithmic trading

UK Prudential Regulation Authority consultation 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: Feb 2018 Country: United Kingdom

Type: Consultative, discussion and issues paper

Topics: Risk management, Corporate governance

Sectors: Banking, Securities

Deadline for comments: May 2018

Derivatives Sound Practices for Private Pension Plans

OSFI guideline sets out its expectations of regulated private pension plans with respect to their derivative activities

Office of the Superintendent of Financial Institutions of Canada guideline sets out the factors that it expects administrators of federally regulated private pension plans to consider when developing policies and procedures for the sound risk management of derivative activities. Guideline reflects current practices with respect to the risk management of derivative activities, and covers both exchange traded and over-the-counter (OTC) derivatives. Sets out expectations for plan administrators who invest in derivatives indirectly through various types of funds, including pooled funds and hedge funds.

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

Type: Guideline

Topics: Risk management, Derivatives

Sectors: Pensions

Climate Change and the Macro-Economy

BoE working paper sets out key theoretical and empirical modelling issues in analysis of macroeconomic risks arising from climate change

Bank of England working paper focuses on key theoretical and empirical issues in the analysis of the macroeconomic risks deriving from climate change. Provides an overview of modelling issues, with particular attention to the current treatment of economic damage from climate change.

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

Type: Consultative, discussion and issues paper

Topics: Climate change , Risk management

Sectors: Banking, Insurance

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Resources

382 records

Prudential Standard on Large Exposures

Outsourcing Involving Cloud Computing Services

Corporate Governance Guideline

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

Financial Management and Planning by Insurers

Prudential Practice Guide on Risk Management

Algorithmic Trading

Derivatives Sound Practices for Private Pension Plans

Climate Change and the Macro-Economy

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