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Implementation of G20/FSB Recommendations Related to Securities Markets

IOSCO 2017 survey of implementation of the G20/FSB post-crisis recommendations aimed at strengthening securities markets

International Organization of Securities Commissions report on results of survey of jurisdictions' implementation of G20/Financial Stability Board recommendations related to securities markets. Addresses: i) hedge funds; ii) structured products and securitization; iii) oversight of credit rating agencies; iv) measures to safeguard the integrity and efficiency of markets; and v) commodity derivative markets. 

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

Type: Implementation

Peer: Implementation of Principal G20 Financial Regulatory Reforms , Implementation of G20/FSB Financial Reforms in Other Areas

Topics: Transparency and disclosure, Derivatives, Securitization, Shadow banking

Sectors: Securities

Proposed Amendments to the Capital Framework for Securitisation Exposures

MAS response to feedback on proposed amendments to comply with Basel III Capital Framework final standards

Monetary Authority of Singapore response to feedback on proposed amendments to its Risk Based Capital Adequacy Requirements to implement changes consistent with final standards issued by the BCBS. 

Publisher: National Regulators     Release date: Nov 2017     Country: Singapore

Type: Consultative, discussion and issues paper

Parent: Revisions to the Basel Securitisation Framework

Peer: Risk Based Capital Adequacy Requirements

Topics: Capital adequacy, Securitization

Sectors: Banking

Identification and Management of Step-in Risk

BCBS guidelines on banks' potential support to unconsolidated entities to which they are connected

Basel Committee on Banking Supervision standards to identify, assess and address so-called "step-in risk" potentially embedded in banks' relationships with unconsolidated entities they have created or sponsored, such as securitization conduits, structured investment vehicles and money market funds. Provides a detailed identification method for step-in risk where a bank might provide financial support in order to protect itself from adverse reputational risk stemming from its connections to the entities. Also sets out the appropriate supervisory responses to step-in risk. 

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

Type: Guideline

Topics: Shadow banking, Risk management, Securitization

Sectors: Banking

Implicit Support for Securitisation Transactions

EBA guidelines on capital treatment of securitizations

European Banking Authority guidelines set out objective test for definition of arm's length conditions and for assessing when a securitization transaction is structured in a manner that does not provide implicit support. Originating institutions that fail to structure the transaction in a manner that does not involve implicit support must hold capital against the exposure as if it had not been securitized. Includes provisions to avoid a scenario whereby support is provided on behalf of originator by another entity.

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

Type: Guideline

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

Topics: Securitization, Capital adequacy, Credit risk

Sectors: Banking

Revisions to the Basel Securitisation Framework

BCBS capital treatment of simple, transparent and comparable securitizations

Basel Committee on Banking Supervision standard supplements July 2015 simple, transparent and comparable (STC) securitizations criteria with additional criteria for specific purposes of differentiating capital treatment of STC securitizations from that of other securitization transactions. Reduces minimum capital treatments for STC securitizations by reducing risk weight floor for senior exposures, and by rescaling risk weights for other exposures. 

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

Type: Standard

Parent: Criteria for Identifying Simple, Transparent and Comparable Securitisations

Peer: Proposed Amendments to the Capital Framework for Securitisation Exposures , Capital Treatment for Short-Term "Simple, Transparent and Comparable" Securitisations , Criteria for Identifying Short-Term Simple, Transparent and Comparable Securitisations

Topics: Securitization, Transparency and disclosure, Capital adequacy

Sectors: Banking, Securities

Report on Securitisation Risk Retention, Due Diligence and Disclosure

EBA report sets out best practices for supervisory assessments of compliance with regulatory requirements

European Banking Authority report analyzes measures taken to ensure compliance by institutions with securitization risk retention, due diligence and disclosure requirements. Identifies best practices to assist supervisory authorities with compliance assessments.

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

Type: Implementation

Topics: Securitization

Sectors: Banking

Criteria for Identifying Simple, Transparent and Comparable Securitisations

BCBS and IOSCO criteria to help originators, investors and parties with fiduciary responsibilities evaluate risks of particular securitizations across similar products

Basel Committee on Banking Supervision and International Organization of Securities Commissions criteria apply to term securitizations. Criteria promoting simplicity refer to homogeneity of underlying assets with simple characteristics, and a transaction structure that is not overly complex. Criteria on transparency provide investors with sufficient information on underlying assets, structure of the transaction and parties involved in the transaction, thereby promoting understanding risks involved. Criteria promoting comparability could assist investors in making a more straightforward comparison between securitization products within an asset class.

Publishers: Global Standard-Setting Bodies, Industry Groups     Release date: Jul 2015    

Type: Sound Practice

Peer: Revisions to the Basel Securitisation Framework, Capital Treatment for Short-Term "Simple, Transparent and Comparable" Securitisations , Criteria for Identifying Short-Term Simple, Transparent and Comparable Securitisations

Topics: Securitization, Transparency and disclosure

Sectors: Banking, Securities, Insurance, Pensions

Joint Committee Report on Securitisation

EBA, ESMA, and EIOPA review of existing legal and regulatory framework for securitizations and recommendations to support redevelopment of the market

Joint Committee of European Supervisory Authorities (the European Securities and Markets Authority (ESMA), Banking Authority (EBA) and Insurance and Occupational Pensions Authority (EIOPA)) report on Structured Finance Instruments (SFIs) addressing: i) the nature and content of investor due diligence requirements and issuer, originator and sponsor disclosure requirements; ii) the parties to which the due diligence and disclosure requirements apply; and iii) the methods used for the adequate disclosure, reporting and enforcement in cases of noncompliance. Main recommendations are that: i) due diligence requirements be harmonized within the EU; ii) standardized investor reports reflect the dynamics of SFIs and be stored in a centralized public space; iii) all type of investors be empowered to effectively conduct their own stress tests; and iv) harmonized due diligence and disclosure framework be complemented with a comprehensive regime for supervision and enforcement.

Publisher: Regional Standard-Setting Bodies     Release date: May 2015    

Type: Consultative, discussion and issues paper

Topics: Securitization, Supervisory framework, Stress-testing

Sectors: Banking, Securities

Enhancements to the Basel II Framework

BCBS enhancements to Pillars 1, 2 and 3 of Basel II

Final Basel Committee on Banking Supervision enhancements to Basel II including: i) in Pillar 1 (minimum capital requirements), strengthening the treatment for certain securitizations, introducing higher risk weights for resecuritization exposures, and requiring that banks conduct more rigorous credit analyses of externally rated securitization exposures; ii) in Pillar 2 (supervisory review process), expanding guidance addressing weaknesses revealed in banks' risk management processes during the financial crisis; and iii) in Pillar 3 (market discipline), strengthening requirements relating to securitizations, off-balance sheet vehicles; resecuritization exposures; and other risks regarding securitization exposures.

Publisher: Global Standard-Setting Bodies     Release date: Jun 2009    

Type: Standard

Peer: A Sound Capital Planning Process: Fundamental Elements

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

Sectors: Banking

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