Risk management

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HKMA Supervisory Policy: Margin and Risk Mitigation: Standards for Non-Centrally Cleared OTC Derivatives

HKMA implementation of BCBS and IOSCO standards

Hong Kong Monetary Authority Supervisory Policy Module sets out minimum standards for margin and other risk mitigation techniques for non-centrally cleared over-the-counter (OTC) derivatives transactions. Module: i) covers margin standards; ii) covers risk mitigation standards; and iii) outlines HKMA's supervisory approach to margin and other risk mitigation standards for non-centrally cleared derivatives transactions and expectations regarding governance arrangements. Implements the margin requirements for non-centrally cleared derivatives issued by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO) in 2013 and the risk mitigation standards for non-centrally cleared OTC derivatives issues by IOSCO in 2015.

Publisher: National Regulators Release date: Dec 2016 Country: Hong Kong, China

Type: Guideline

Parent: Risk Mitigation Standards for Non-Centrally Cleared OTC Derivatives

Peer: Margin Requirements for Non-Centrally Cleared Derivatives

Topics: Derivatives, Risk management, Corporate governance

Sectors: Banking

Supervisory Activities on CCPs Margin and Collateral Requirements

ESMA peer review on requirements applied to central counterparties

European Securities and Markets Authorities peer review on how national supervisory authorities ensure that central counterparties (CCPs) comply with margin and collateral requirements under the European Markets Infrastructure Regulation (EMIR). Review focuses on margin and collateral requirements, and identifies areas for improvement regarding risk model validation and regular reviews under ongoing supervision. Identifies areas of divergence in supervisory approaches and makes recommendations to enhance supervisory convergence.

Publisher: Regional Standard-Setting Bodies Release date: Dec 2016

Type: Consultative, discussion and issues paper

Topics: Financial market infrastructure, Risk management, Derivatives

Sectors: Securities

Prudential Standard on Bank Liquidity Management

APRA standard for banks' management of liquidity risks

Australian Prudential Regulation Authority standard requires banks to adopt prudent practices in managing liquidity risks and to maintain an adequate level of liquidity to meet its obligations as they fall due across a wide range of operating circumstances. Key requirements that a bank must: i) have a risk management framework to measure, monitor and manage liquidity risk that is commensurate with its nature, scale and complexity; ii) maintain a portfolio of high-quality liquid assets sufficient in size to enable the institution to withstand a severe liquidity stress; and iii) maintain a robust funding structure appropriate for its size, business mix and complexity.

Publisher: National Regulators Release date: Dec 2016 Country: Australia

Type: Law, Regulation and Policy

Parent: Basel III: the Net Stable Funding Ratio, Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools

Topics: Liquidity risk and rules, Risk management

Sectors: Banking

Recommendations of the Task Force on Climate-Related Financial Disclosures

FSB recommendations for helping businesses disclose climate-related financial risks within the context of their existing disclosure requirements

Financial Stability Board's Task Force on Climate-Related Financial Disclosures recommendations for effective disclosure of climate-related financial risks. Includes supporting information on climate-related risks and opportunities, scenario analysis, and issues that the Task Force considered in developing its recommendations.

Publisher: Global Standard-Setting Bodies Release date: Dec 2016

Type: Guideline

Topics: Climate change , Risk management, Transparency and disclosure

Sectors: Banking, Insurance, Pensions, Securities

HKMA Supervisory Policy - Systems and Controls for Liquidity Risk Management

HKMA policy on sound liquidity risk management by banks

Hong Kong Monetary Authority policy sets out an overview of what HKMA considers to be the major elements of a sound liquidity risk management framework and describes the manner in which the HKMA will apply its risk management standards.

Publisher: National Regulators Release date: Nov 2016 Country: Hong Kong, China

Type: Law, Regulation and Policy

Topics: Liquidity risk and rules, Risk management, Corporate governance, Stress-testing, Crisis management and contingency planning

Sectors: Banking

Advisory to Financial Institutions on Cyber-Events and Cyber-Enabled Crime

FinCen advisory for banks to understand their obligations

Financial Crimes Enforcement Network advisory assists financial institutions in understanding their obligations regarding cyber-events and cyber-enabled crime. Advises on: i) reporting cyber-enabled crime and cyber-events; ii) including relevant and available cyber-related information in suspicious activity reports (SARs); iii) collaborating between Bank Secrecy Act/Anti-Money Laundering units and in-house cybersecurity units to identify suspicious activity; and iv) sharing information including cyber-related information, among financial institutions to guard against and report money laundering, terrorism financing, and cyber-enabled crime.

Publisher: National Regulators Release date: Oct 2016 Country: United States

Type: Consultative, discussion and issues paper

Topics: Operational risk, Risk management, Cyber risk

Sectors: Banking

Enhanced Cyber Risk Management Standards

FRB, FDIC and OCC consultation on enhanced standards for cybersecurity risk management

US Federal Reserve Board, Federal Deposit Insurance Corporation and Office of the Comptroller of the Currency consultation on potential enhanced cybersecurity risk management and resilience standards to apply to large banks as well as to services provided by third parties to these firms. Standards would increase operational resilience and reduce impact on financial system in case of a cyber event experienced by one of these entities.

Publisher: National Regulators Release date: Oct 2016 Country: United States

Type: Consultative, discussion and issues paper

Topics: Operational risk, Risk management, Cyber risk

Sectors: Banking

Deadline for comments: Jan 2017

Report on Corporate Governance

IOSCO report on strengthening corporate governance frameworks in emerging markets

International Organization of Securities Commissions report identifies possible measures and regulatory approaches aimed at strengthening corporate governance in emerging market jurisdictions and aligning regulatory frameworks with internationally recognized standards in this area. Focuses on three areas: i) board composition and responsibility; ii) remuneration and incentive structures; and iii) risk management and internal controls.

Publisher: Global Standard-Setting Bodies Release date: Oct 2016

Type: Consultative, discussion and issues paper

Parent: Principles of Corporate Governance

Topics: Corporate governance, Risk management

Sectors: Securities

Risk Culture

APRA overview of risk culture in banking, insurance and pensions industries

Australian Prudential Regulation Authority discussion paper on risk culture in APRA-regulated institutions. Findings: i) approaches to understand and manage risk culture are at a relatively early stage of development; and ii) many institutions are grappling with how best to identify and address specific weaknesses in their current risk culture. Sets out APRA's supervisory approach to governance and risk management.

Publisher: National Regulators Release date: Oct 2016 Country: Australia

Type: Consultative, discussion and issues paper

Topics: Risk management, Corporate governance

Sectors: Banking, Insurance, Pensions

Frequently Asked Questions on the Supervisory Framework for Measuring and Controlling Large Exposures

BCBS FAQs on large credit exposures standard

Basel Committee on Banking Supervision frequently asked questions cover: i) interbank exposures and exposures to central counterparties; ii) definition of connected counterparties; and iii) calculation of value of exposures.

Publisher: Global Standard-Setting Bodies Release date: Sep 2016

Type: Standard

Parent: Supervisory Framework for Measuring and Controlling Large Exposures

Topics: Credit risk, Risk management

Sectors: Banking

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Resources

382 records

HKMA Supervisory Policy: Margin and Risk Mitigation: Standards for Non-Centrally Cleared OTC Derivatives

Supervisory Activities on CCPs Margin and Collateral Requirements

Prudential Standard on Bank Liquidity Management

Recommendations of the Task Force on Climate-Related Financial Disclosures

HKMA Supervisory Policy - Systems and Controls for Liquidity Risk Management

Advisory to Financial Institutions on Cyber-Events and Cyber-Enabled Crime

Enhanced Cyber Risk Management Standards

Report on Corporate Governance

Risk Culture

Frequently Asked Questions on the Supervisory Framework for Measuring and Controlling Large Exposures

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