“The Basel Committee on Banking Supervision today published a set of proposals that would revise the prudential treatment of banks’ equity investments in funds. The Basel II framework outlines the current treatment of banks’ equity investments in funds under the Standardised Approach and the Internal Ratings-Based (IRB) approaches for credit risk and the Committee believes… Continue Reading
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Search Results for: Basel Committee on Banking Supervision
BIS – New Report on Regulatory Consistency Assessment Programme
“The Basel Committee on Banking Supervision has today published its first report on the regulatory consistency of risk-weighted assets (RWAs) for credit risk in the banking book. This study is a part of its wider Regulatory Consistency Assessment Programme (RCAP), which is intended to ensure consistent implementation of the Basel III framework. The study draws… Continue Reading
Federal Reserve Board approves final rule to help ensure banks maintain strong capital positions
News release: “The Federal Reserve Board on [July 2, 2013] approved a final rule to help ensure banks maintain strong capital positions that will enable them to continue lending to creditworthy households and businesses even after unforeseen losses and during severe economic downturns. The final rule minimizes burden on smaller, less complex financial institutions.; It… Continue Reading
Speech – Regulatory Landscapes: A U.S. Perspective
Vice Chair Board of Governors of the Federal Reserve System, Janet L. Yellen, At the International Monetary Conference, Shanghai, China, June 2, 2013 – Regulatory Landscapes: A U.S. Perspective: “The financial crisis revealed that banking firms around the world did not have enough high-quality capital to absorb losses during periods of severe stress. The Basel III reforms promulgated… Continue Reading
BIS – Supervisory framework for measuirng and controlling large exposures
“The Basel Committee on Banking Supervision has today published a proposed supervisory framework for measuring and controlling large exposures. One of the key lessons from the financial crisis is that banks did not always consistently measure, aggregate and control exposures to single counterparties across their books and operations. And throughout history there have been instances… Continue Reading
Margin requirements for non-centrally cleared derivatives – Second consultative document
Margin requirements for non-centrally cleared derivatives – Second Consultative Document, February 2013 “The Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) have today published a second consultative paper which represents a near-final proposal on margin requirements for non-centrally-cleared derivatives. Several features of the near-final proposal are intended to manage the… Continue Reading
Deloitte – Risk, data and the supervisor
Risk, data and the supervisor The clock is ticking…: “This paper provides a Deloitte perspective on the recent Basel Committee on Banking Supervision (BCBS) consultative document Principles for Effective Risk Data Aggregation and Risk Reporting. We present a point of view on the regulatory drivers for change within the industry, the implications for banks and… Continue Reading
Federal Reserve Board approves final rule to implement changes to market risk capital rule
News release: “The Federal Reserve Board [on June 7, 2012] approved a final rule to implement changes to the market risk capital rule, which requires banking organizations with significant trading activities to adjust their capital requirements to better account for the market risks of those activities. The final rule implements certain revisions made by the… Continue Reading
SIFIs: is there a need for a specific regulation on systematically important financial institutions?
Remarks of Stefan Ingves, Chairman of the Basel Committee on Banking Supervision and Governor of Sveriges Riksbank, prepared for roundtable discussion at the European Ideas Network Seminar on Long-term growth: organizing the stability and attractiveness of European Financial Markets, Berlin (Deutsche Bank), 19-20 January 2012. “Good morning and thank you for inviting me to share… Continue Reading
BIS – The internal audit function in banks – consultative document, December 2011
The internal audit function in banks – consultative document, December 2011 “The Basel Committee on Banking Supervision is issuing this revised supervisory guidance for assessing the effectiveness of the internal audit function in banks, which forms part of the Committee’s ongoing efforts to address bank supervisory issues and enhance supervision through guidance that encourages sound… Continue Reading
Federal Reserve Board issues final rule on annual capital plans, launches 2012 review
News release: “The Federal Reserve Board on Tuesday issued a final rule requiring top-tier U.S. bank holding companies with total consolidated assets of $50 billion or more to submit annual capital plans for review. Also, the Federal Reserve launched the 2012 review, issuing instructions to the firms, including the macroeconomic and financial market scenarios the… Continue Reading
Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks
Macroeconomic Assessment Group established by the Financial Stability Board and the Basel Committee on Banking Supervision – Report: Assessment of the macroeconomic impact of higher loss absorbency for global systemically important banks, 10 October 2011 “Weaknesses at large financial institutions have often played a central role in the triggering and propagation of systemic financial crises.… Continue Reading
