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Compliance Risk Management Programs and Oversight at Large Banking Organizations with Complex Compliance Profiles

FRB expectations regarding independent firm-wide compliance risk management and oversight in large complex firms

US Federal Reserve Board guidance on firm-wide compliance functions. Firm-wide compliance functions manage compliance risk within and across business lines, support units, legal entities and jurisdictions of operation. Considered of particular importance for areas such as anti-money laundering, privacy, affiliate transactions and conflicts of interest. Firm-wide compliance risk management should be based on a formalized compliance program that is documented in policies, procedures and compliance risk management standards. Sets out expectations for the independence of the corporate compliance function, for compliance monitoring and testing, and corporate governance arrangements.

Publisher: National Regulators     Release date: Feb 2021     Country: United States

Type: Guideline

Parent: Compliance and the Compliance Function in Banks

Topics: Compliance function, Corporate governance, Systemically important financial institutions (SIFIs)

Sectors: Banking

Draft Guidelines to Assess Breaches of the Large Exposure Limits

EBA draft guidelines on large exposure limits

European Banking Authority draft guidelines on criteria that banks should use to assess a breach of the large exposure limits. It details the criteria to determine the period of time and the measures for institutions to return to compliance with those limits. 

Publisher: Regional Standard-Setting Bodies     Release date: Feb 2021    

Type: Consultative, discussion and issues paper

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

Sectors: Banking

Deadline for comments: May 2021

The Prudential Regulation Authority's Approach to Implementation of the O-SII Buffer

PRA statement of policy on its' approach to implementation of the other systemically important institutions 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 2020     Country: United Kingdom

Type: Law, Regulation and Policy

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

Sectors: Banking

Approach to Identifying Other Systemically Important Institutions (O-SIIs)

BOE policy statement sets out criteria to identify other systemically important institutions

Bank of England policy statement sets out criteria and scoring methodology that Prudential Regulation Authority uses to identify other systemically important institutions (O-SIIs). Is parallel to approach for identifying globally systemically important institutions (G-SIIs). Approach is consistent with European Banking Authority Guidelines which set out O-SII identification process consisting of two stages. First stage is minimum mandatory framework consisting of prescribed set of criteria, indicators and weights that authorities should use to identify the institutions that must be designated as O-SIIs. Second stage offers authorities discretion to overlay the mandatory part of the framework in order to better reflect the specificities of the national banking sector; and if appropriate, designate additional firms as O-SIIs.

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Law, Regulation and Policy

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

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

Sectors: Banking, Securities

The UK Leverage Ratio Framework

Supervisory practice for UK leverage ratio framework

UK Prudential Regulatory Authority supervisory statement on UK leverage ratio framework. Sets out PRA's expectations on leverage ratio buffers and reporting and disclosure of the leverage ratio, as well as provides clarification on PRA rules.

Publisher: National Regulators     Release date: Nov 2020     Country: United Kingdom

Type: Supervisory Practice

Peer: Policy on UK Leverage Ratio Framework

Topics: Capital adequacy, Transparency and disclosure, Systemically important financial institutions (SIFIs)

Sectors: Banking

Key Attributes Assessment Methodology for the Insurance Sector

FSB methodology for assessing the implementation of the Key Attributes for Effective Resolution Regimes in the insurance sector

Financial Stability Board consultation sets out essential criteria to guide the assessment of the compliance of a jurisdiction's insurance framework with the FSB's Key Attributes of Effective Resolution Regimes for Financial Institutions in the insurance sector. 

Publisher: Global Standard-Setting Bodies     Release date: Aug 2020    

Type: Standard

Parent: Key Attributes of Effective Resolution Regimes for Financial Institutions

Topics: Recovery and resolution, Crisis management and contingency planning, Cross-border cooperation, Systemically important financial institutions (SIFIs)

Sectors: Insurance

Evaluation of Too-Big-to-Fail Reforms

TC webcast focuses on FSB consultation report

Toronto Centre webcast focuses on the recent Financial Stability Board (FSB) consultation on too-big-to-fail reforms. 

Publisher: Toronto Centre     Release date: Jul 2020    

Type: TC Videos

Topics: Systemically important financial institutions (SIFIs), Capital adequacy, Recovery and resolution

Sectors: Banking

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

Resolution Assessment and Public Disclosure by Firms

PRA rules for large banks

UK Prudential Regulation Authority rules for large UK banks.

Publisher: National Regulators     Release date: Jul 2019     Country: United Kingdom

Type: Consultative, discussion and issues paper

Topics: Recovery and resolution, Systemically important financial institutions (SIFIs)

Sectors: Banking

Rules on Loss-Absorbing Capacity Requirements for Banks

HKMA rules on bank loss-absorbing capital requirements to support orderly failure resolution

Hong Kong Monetary Authority rules impose requirement on banks to maintain a minimum level of loss-absorbing capacity (LAC) to facilitate orderly failure resolution. Sets out the relationship between regulatory capital and LAC, external and internal (within group) LAC requirements, LAC eligibility criteria, restrictions on the sale and distribution of LAC debt instruments, a minimum debt requirement, and reporting and disclosure requirements. 

Publisher: National Regulators     Release date: Oct 2018     Country: Hong Kong, China

Type: Law, Regulation and Policy

Topics: Capital adequacy, Recovery and resolution, Systemically important financial institutions (SIFIs)

Sectors: Banking

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