Systemic risk

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Global Frameworks for Supervision of Internationally Active Insurance Groups and Mitigation of Systemic Risk in the Insurance Sector

IAIS comprehensive set of reforms to enable effective cross-border supervision of insurance groups

International Association of Insurance Supervisors reforms to enable effective cross-border supervision of insurance groups and contribute to global financial stability. Reforms include: i) the Common Framework (ComFrame); ii) Insurance Capital Standard (ICS); and iii) Holistic Framework for the assessment and mitigation of systemic risk in the insurance sector.

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

Type: Standard

Topics: Systemic risk, Risk-based supervision, Capital adequacy, Systemically important financial institutions (SIFIs), Supervisory framework

Sectors: Insurance

The Prudential Regulation Authority's Approach to Implementation of the Systemic Risk Buffer

PRA statement of policy on its' approach to implementation of systemic risk buffer

UK Prudential Regulation Authority implementation of the systemic risk buffer (SRB). Framework applies to large banks and specifies set of criteria for assessing the extent to which the failure or distress of an SRB institution might post a long term non-cyclical systemic or macroprudential risk. Creates methodology for measuring the criteria and giving SRB institutions a single score in relation to the criteria with a corresponding SRB rate.

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

Type: Law, Regulation and Policy

Topics: Systemic risk, Systemically important financial institutions (SIFIs), Capital adequacy, Macroprudential

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

Single-Counterparty Credit Limits for Bank Holding Companies and Foreign Banking Organizations

FRB rule to address risks associated with large credit exposures

US Federal Reserve Board addresses credit exposures of large banking organizations to a single counterparty. Rule increases in stringency based on the systemic importance of firms to which they apply.

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

Type: Law, Regulation and Policy

Topics: Credit risk, Systemic risk, Systemically important financial institutions (SIFIs)

Sectors: Banking

Solvency II Tools With Macroprudential Impact

EIOPA report on tools within the Solvency II framework that can mitigate systemic risk

European Insurance and Occupational Pensions Authority report identifies, classifies and provides a preliminary assessment of the tools or measures within the Solvency II framework, the European Union's comprehensive microprudential regime for the insurance sector, that have macroprudential impact and can be used to mitigate systemic risks.

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

Type: Consultative, discussion and issues paper

Peer: Systemic Risk and Macroprudential Policy in Insurance

Topics: Macroprudential, Systemic risk

Sectors: Insurance

Global Shadow Banking Monitoring Report 2017

FSB seventh annual monitoring exercise assessing global trends and risks in shadow banking

Financial Stability Report sets out results of seventh annual monitoring exercise to assess global trends and risks in the shadow banking system, reflecting data up to the end of 2016.

Publisher: Global Standard-Setting Bodies Release date: Mar 2018

Type: Consultative, discussion and issues paper

Topics: Shadow banking, Supervisory framework, Systemic risk

Sectors: Banking, Insurance, Pensions, Securities

The ESRB Handbook on Operationalizing Macroprudential Policy in the Banking Sector

ESRB handbook for implementing EU macroprudential policy framework

European Systemic Risk Board handbook provides detailed advice on how to design and implement macroprudential policy for the banking sector. Handbook is structured in three sections: i) overall macroprudential policy framework and key findings; ii) key features and role of individual macroprudential instruments; and iii) cross-cutting issues.

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

Type: Guideline

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

Peer: Flagship Report on Macro-prudential Policy in the Banking Sector

Topics: Macroprudential, Systemic risk

Sectors: Banking

Systemic Risk and Macroprudential Policy in Insurance

EIOPA research paper identifies and analyzes sources of systemic risk in insurance

European Insurance and Occupational Pensions Authority research paper outlines lessons learned from the financial crisis and banking sector that affect the insurance industry. Identifies and analyzes sources of systemic risk in insurance, outlining three potential sources: i) entity-based; ii) activity-based; and iii) behaviour-based. Includes a proposal for a macroprudential framework for insurance and defines specific operational objectives based on previously identified sources of systemic risk.

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

Type: Consultative, discussion and issues paper

Peer: Solvency II Tools With Macroprudential Impact

Topics: Macroprudential, Systemic risk

Sectors: Insurance

Activities-Based Approach to Systemic Risk

IAIS consultation seeks input on development of an activities-based approach to mitigate systemic risk in the insurance sector

International Association of Insurance Supervisors consultation on activities-based approach (ABA) to systemic risk. Consultation: i) provides an overview of IAIS's prior work on assessing and mitigating potential systemic risk; ii) discusses the concept of an ABA relative to the IAIS's existing entity-based approach as well as work by other standard setters; iii) presents IAIS's intended approach to derive ABA policy measures; and v) describes key steps of this approach. Focuses on development of policy measures under IAIS standards but does address the actual implementation of policy measures.

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

Type: Consultative, discussion and issues paper

Topics: Systemic risk, Systemically important financial institutions (SIFIs)

Sectors: Insurance

Deadline for comments: Feb 2018

Fourth IOSCO Hedge Funds Survey

IOSCO report provides new data on global hedge fund industry

International Organization of Securities Commissions biannual report provides regulators with new insights into the global hedge fund industry and the potential systemic risks this industry may pose to the international financial system.

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

Type: Consultative, discussion and issues paper

Topics: Systemic risk, Transparency and disclosure

Sectors: Securities

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Resources

382 records

Global Frameworks for Supervision of Internationally Active Insurance Groups and Mitigation of Systemic Risk in the Insurance Sector

The Prudential Regulation Authority's Approach to Implementation of the Systemic Risk Buffer

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

Single-Counterparty Credit Limits for Bank Holding Companies and Foreign Banking Organizations

Solvency II Tools With Macroprudential Impact

Global Shadow Banking Monitoring Report 2017

The ESRB Handbook on Operationalizing Macroprudential Policy in the Banking Sector

Systemic Risk and Macroprudential Policy in Insurance

Activities-Based Approach to Systemic Risk

Fourth IOSCO Hedge Funds Survey

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