Risk management

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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

Minimum Requirements on the System of Governance of Insurance Undertakings

BaFin circular sets out minimum governance requirements under the Insurance Supervision Act

Federal Financial Supervisory Authority of Germany (BaFin) circular summarizes minimum requirements based on its interpretation of the Insurance Supervision Act and the European Union's Solvency II Directive. Addresses the overall roles and responsibilities of supervisory boards and management boards.

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

Type: Law, Regulation and Policy

Parent: Insurance Supervision Act: Amendment Promulgated in the Federal Law Gazette, Taking-up and Pursuit of the Business of Insurance and Reinsurance (Solvency II)

Topics: Corporate governance, Risk management

Sectors: Insurance

Proposed Guidance on Supervisory Expectations Related to Risk Management for Large Financial Institutions

FRB consultation to clarify supervisory expectations related to risk management for large financial institutions

US Federal Reserve Board proposed guidance identifies core principles for effective senior management, who are directly accountable to the firm's board of directors for the day-to-day management of the firm. Also identifies core principles for a firm's business line management and independent risk management.

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

Type: Consultative, discussion and issues paper

Topics: Risk management, Corporate governance

Sectors: Banking

Deadline for comments: Mar 2018

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

Climate Change and the Insurance Industry

Geneva Association report sets out insights into the role of the insurance industry in addressing climate change goals and targets

Geneva Association report based on interviews with senior executives from 21 companies. Sets out insights into the role of the insurance industry as risk experts, underwriters and investors in addressing climate change goals and targets. Identifies challenges that need to be addressed by stakeholders to enable expansion of the insurance industry's underwriting and investment contributions. Offers recommendations for the way forward.

Publisher: Industry Groups Release date: Jan 2018

Type: Consultative, discussion and issues paper

Topics: Climate change , Risk management

Sectors: Insurance

Climate Change: The Challenges for Institutional Investors and Regulators

TC webcast on climate change and its impact on global capital markets

Toronto Centre executive panel video discusses climate change and its impact on global financial markets.

Publisher: Toronto Centre Release date: Dec 2017

Type: TC Videos

Topics: Climate change , Risk management, Cyber risk, Operational risk, FinTech

Sectors: Banking, Insurance, Microfinance, Microinsurance, Pensions, Securities

Own Risk and Solvency Assessment

OSFI guideline sets out its expectations with respect to ORSA undertaken by insurers

Office of the Superintendent of Financial Institutions of Canada guideline sets out expectations with respect to the Own Risk and Solvency Assessment (ORSA) of insurers. Insurers are expected to have processes in place to conduct an ORSA that is proportionate to the nature, scale and complexity of their business and risk profile.

Publisher: National Regulators Release date: Dec 2017

Type: Guideline

Peer: Life Insurance Capital Adequacy Test , Regulatory Capital and Internal Capital Targets

Topics: Capital adequacy, Risk management, Corporate governance

Sectors: Insurance

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

EBA guidelines on estimation of risk parameters for non-defaulted credit exposures under IRB

European Banking Authority guidelines on the definitions and modelling techniques used in the estimation of risk parameters for both non-defaulted and defaulted exposures when using the Internal Ratings-Based (IRB) to measuring credit risk. Provides guidance on estimation of risk parameters for non-defaulted credit exposures, namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures. Guidelines aim to restore market participants' trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.

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

Type: Guideline

Topics: Risk management

Sectors: Banking

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Resources

382 records

Derivatives Sound Practices for Private Pension Plans

Climate Change and the Macro-Economy

Minimum Requirements on the System of Governance of Insurance Undertakings

Proposed Guidance on Supervisory Expectations Related to Risk Management for Large Financial Institutions

Prudential Standard on Securitisation

Prudential Practice Guide on Securitisation

Climate Change and the Insurance Industry

Climate Change: The Challenges for Institutional Investors and Regulators

Own Risk and Solvency Assessment

Guidelines on PD Estimation, LGD Estimation and Treatment of Defaulted Exposure

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