Resolution policies and frameworks progress so far, July 2011 “The report reflects the progress being made in the area of cross-border bank resolution since the Basel Committee published a set of ten recommendations in March 2010. The report also responds to the Financial Stability Board November 2010 recommendations on systemically important financial institutions for… Continue Reading
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Search Results for: Basel Committee on Banking Supervision
Core principles for effective banking supervision
“The Basel Committee on Banking Supervision has issued a public consultation on revisions to the Core principles for effective banking supervision (“Core Principles”). The Core Principles are the de facto minimum standards for the sound prudential regulation and supervision of banks and banking systems. They are universally applicable and accommodate a range of banking systems… Continue Reading
Interest rate risk in the banking book
“The Basel Committee on Banking Supervision has today issued standards for Interest Rate Risk in the Banking Book (IRRBB). The standards revise the Committee’s 2004 Principles for the management and supervision of interest rate risk, which set out supervisory expectations for banks’ identification, measurement, monitoring and control of IRRBB as well as its supervision. The… Continue Reading
Information on global systemically important banks published by the Basel Committee
“In conjunction with today’s publication by the Financial Stability Board of the updated list of global systemically important banks (G-SIBs), the Basel Committee on Banking Supervision has released further information. This information includes: • a list of all the banks in the assessment sample; • the denominators used to calculate the scores for banks in… Continue Reading
Frequently asked questions on the Basel III Countercyclical Capital Buffer
Frequently asked questions on the Basel III Countercyclical Capital Buffer – October 2015 “To promote consistent implementation of the Basel III countercyclical capital buffer, the Basel Committee on Banking Supervision has issued frequently asked questions and other supporting information. The information published today includes a list of all prevailing and pre-announced buffers, as well as… Continue Reading
Basel III: The standardised approach for measuring counterparty credit risk exposures
“The Basel Committee on Banking Supervision has received a number of interpretation questions related to the Standardised Approach for measuring counterparty credit risk (SA-CCR), as published in March 2014 (and revised in April 2014). The SA-CCR will replace both current non-internal model approaches, the Current Exposure Method (CEM) and the Standardised Method (SM). To help ensure… Continue Reading
Feds new rule requires biggest banking companies to increase capital
“The Federal Reserve Board on Monday approved a final rule requiring the largest, most systemically important U.S. bank holding companies to further strengthen their capital positions. Under the rule, a firm that is identified as a global systemically important bank holding company, or GSIB, will have to hold additional capital to increase its resiliency in… Continue Reading
Interest rate risk in the banking book – consultative document
Bank for International Settlements – Interest rate risk in the banking book – consultative document, June 2015: “The consultative document on the risk management, capital treatment and supervision of interest rate risk in the banking book (IRRBB) expands upon and is intended to ultimately replace the Basel Committee’s 2004 Principles for the management and supervision… Continue Reading
Range of practice in regulation and supervision of institutions relevant to financial inclusion
“The fast pace of change in the financial inclusion landscape is presenting supervisors with new issues and challenges. Developments in digital financial inclusion, in particular, are posing new challenges for how authorities define their regulatory scope and allocate supervisory resources. This Basel Committee report reveals the extent to which supervisory and regulatory practices are evolving… Continue Reading
Basel III Framework: The Net Stable Funding Ratio
Via Harvard Law School – Editor’s Note: “Barnabas Reynolds is head of the global Financial Institutions Advisory & Financial Regulatory Group at Shearman & Sterling LLP. This post is based on a Shearman & Sterling client publication by Mr. Reynolds and Azad Ali. The complete publication, including annex, is available here.” “A key element of… Continue Reading
BCBS assessment of Basel III implementation in EU and US
Freshfields: “The Basel Committee on Banking Supervision (BCBS) has assessed the implementation of the Basel capital framework in the nine EU Member States that are members of BCBS and the US. The assessments were conducted under the BCBS’ regulatory consistency assessment programme (RCAP), which assesses the consistency and completeness of a jurisdiction’s adopted standards and… Continue Reading
Basel III implementation: Progress, pitfalls, and prospects
Keynote speech by Mr Stefan Ingves, Chairman, Basel Committee on Banking Supervision and Governor, Sveriges Riksbank at the High-Level Meeting for the Americas, Lima, Peru, 3-5 November 2014. “In the four decades of the Committee’s existence, Latin America’s banks and banking regulators have witnessed their fair share of financial and macroeconomic stress. In meeting those… Continue Reading
