National Regulators

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Liquidity Stress Testing by German Asset Managers

BaFin management summary of new guidelines for liquidity stress tests in the context of liquidity risk management

Federal Financial Supervisory Authority of Germany (BaFin) management summary provides overview of report that sets out current industry practice and idiosyncracies of the German asset management market. Report requires that design of liquidity stresses should account appropriately for the business model and size of the asset management company. Reporting and governance policies must be clear and consistent. Stress scenarios and the frequency of monitoring should be suitable to the nature of the individual fund.

Publisher: National Regulators Release date: Dec 2017 Country: Germany

Type: Guideline

Topics: Stress-testing, Liquidity risk and rules, Corporate governance, Transparency and disclosure

Sectors: Securities

Prudential Framework for Large Exposures

APRA proposed revisions to its prudential framework on large exposures

Australian Prudential Regulation Authority paper sets out revisions to its prudential framework for large exposures for banks. Core components are: i) reference to Tier 1 Capital as a basis for determining large exposures; ii) recalibration of existing large exposure limits, and introduction of a lower limit on D-SIB to D-SIB exposures; and iii) stronger set of requirements for measuring exposures values, and for assessing groups of connected counterparties.

Publisher: National Regulators Release date: Dec 2017 Country: Australia

Type: Consultative, discussion and issues paper

Parent: Bank Recovery and Resolution Directive (BRRD), Supervisory Framework for Measuring and Controlling Large Exposures

Topics: Credit risk

Sectors: Banking

Resolution Planning

BOE-PRA Supervisory Statement setting out details on information that firms should submit to facilitate resolution planning

Bank of England Prudential Regulatory Authority Supervisory Statement setting out details on information that firms should submit to the PRA to facilitate resolution planning. Aimed at firms to which the Resolution Pack Part of the PRA Rulebook applies. Issued pursuant to the PRA's Policy Statement on implementing the EU's Bank Recovery and Resolution Directive.

Publisher: National Regulators Release date: Dec 2017 Country: United Kingdom

Type: Supervisory Practice

Topics: Recovery and resolution

Sectors: Banking, Securities

PRA's Senior Managers Regime

Management responsibility map for senior staff of the PRA

UK Prudential Regulation Authority publication sets out how it applies its Senior Managers Regime applicable to regulated firms to the PRA itself. The Responsibilities Map describes the PRA's management and governance arrangements and shows how responsibilities have been allocated.

Publisher: National Regulators Release date: Dec 2017 Country: United Kingdom

Type: Standard

Peer: FCA's Senior Managers Regime , Strengthening Accountability in Banking

Topics: Supervisory framework, Corporate governance

Sectors: Banking, Insurance

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

Regulatory Capital and Internal Capital Targets

OSFI guideline sets out its expectations regarding capital and solvency assessment of insurers

Office of the Superintendent of Financial Institutions of Canada guideline sets out its expectations with regard to the capital and solvency assessment of insurers within the context of OSFI's Supervisory Framework.

Publisher: National Regulators Release date: Dec 2017 Country: Canada

Type: Guideline

Peer: Own Risk and Solvency Assessment , Life Insurance Capital Adequacy Test

Topics: Capital adequacy

Sectors: Insurance

Pillar 2A Capital Requirements and Disclosure

PRA supervisory practice sets out adjustments to its Pillar 2A capital framework

UK Prudential Regulation Authority supervisory practice sets a specific Pillar 2A capital requirement at the level and quality of capital the PRA considers a firm should maintain to meet overall financial adequacy rule. Introduces the term "Total Capital Requirement" (TCR) to refer to the amount and quality of capital a firm must maintain to comply with its Pillar 1 and the Pillar 2A capital requirement, and establishes a revised disclosure policy in which the PRA expects firms to disclose their TCR.

Publisher: National Regulators Release date: Dec 2017 Country: United Kingdom

Type: Supervisory Practice

Topics: Capital adequacy

Sectors: Banking, Securities

Recovery Planning in the UK

PRA expectations on the content of recovery plans

Bank of England Prudential Regulatory Authority's expectations on the content of recovery plans and group recovery plans. Issued pursuant to the PRA's Policy Statement on implementing the EU's Bank Recovery and Resolution Directive.

Publisher: National Regulators Release date: Dec 2017 Country: United Kingdom

Type: Supervisory Practice

Parent: Bank Recovery and Resolution Directive (BRRD)

Peer: Guidelines on the Range of Scenarios to be Used in Recovery Plans, Guidelines on Recovery Plan Indicators, Recommendation on the Coverage of Entities in a Group Recovery Plan, Content of Recovery Plans, Resolution Plans and Group Resolution Plans

Topics: Recovery and resolution

Sectors: Banking, Securities

Capital Adequacy: Measurement of Capital

APRA standard for measuring the regulatory capital of banks

Australian Prudential Regulation Authority prudential standard sets out the characteristics that an instrument must have to qualify as bank regulatory capital and the regulatory adjustments to be made to determine total regulatory capital. Key requirements are that banks must: i) include in the appropriate category of regulatory capital only those capital instruments that meet the detailed criteria for that category; ii) ensure all regulatory capital instruments are capable of bearing loss on either a "going-concern" basis (Tier 1 Capital) or a "gone-concern" basis (Tier 2 Capital); and iii) make certain regulatory adjustments to capital, mainly from Common Equity Tier 1 Capital, to determine total regulatory capital.

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

Type: Standard

Topics: Capital adequacy, Recovery and resolution

Sectors: Banking

Canada Bank Capital Adequacy Requirements

OSFI risk-based capital adequacy guidelines

Office of the Superintendent of Financial Institutions of Canada final guideline on domestic implementation of two global capital adequacy standards issued by Basel Committee on Banking Supervision. Sets out discretionary approach to implementation of Basel III countercyclical buffer regime as well as guidance on application of BCBS's requirements that institutions hold adequate capital against equity investments in funds. Clarifies how the guidelines apply to federal credit unions, and treatment of allowances in anticipation of the adoption of IFRS 9 by deposit-taking institutions in 2018.

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

Type: Guideline

Parent: Countercyclical Capital Buffer Implementation

Topics: Capital adequacy, Accounting, actuarial and auditing , Macroprudential

Sectors: Banking

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Resources

382 records

Liquidity Stress Testing by German Asset Managers

Prudential Framework for Large Exposures

Resolution Planning

PRA's Senior Managers Regime

Own Risk and Solvency Assessment

Regulatory Capital and Internal Capital Targets

Pillar 2A Capital Requirements and Disclosure

Recovery Planning in the UK

Capital Adequacy: Measurement of Capital

Canada Bank Capital Adequacy Requirements

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