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Risk Management

Group of Governors and Heads of Supervision announces higher global minimum capital standards
13/09/2010
Read the press release


Nout Wellink: Fundamentally strengthening the regulatory framework for banks
03/09/2010
Remarks by Mr Nout Wellink, President of the Netherlands Bank and Chairman of the Basel Committee on Banking Supervision, at the Korea-FSB Financial Reform Conference: An Emerging Market Perspective, Seoul, 3 September 2010.


Jean-Claude Trichet: Central banking in uncertain times - conviction and responsibility
01/09/2010
Speech by Mr Jean-Claude Trichet, President of the European Central Bank, at the symposium on "Macroeconomic challenges: the decade ahead", Jackson Hole, Wyoming, 27 August 2010.


Thomas C Baxter, Jr: Too big to fail expectations and impact of extraordinary government intervention and the role of systemic risk in the financial crisis
01/09/2010
Read the speech of Thomas C Baxter, Executive Vice President and General Counsel of the Federal Reserve Bank of New York.


Basel Committee - Sound practices for backtesting counterparty credit risk models
15/04/2010
This supervisory guidance reinforces and explains some of the proposed changes to the Basel II framework included in the consultative document Strengthening the resilience of the banking sector, which was issued for comment in December 2009. Today's sound practices for backtesting paper provides additional information on supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.


IMF's Global Financial Stability Report : Systemic Risk and the Redesign of Financial Regulation
13/04/2010
The recent crisis has triggered a flood of regulatory reform proposals to deal with systemic risksthe potential for distress in one institution to adversely affect others. However, details on many of these proposals are lacking.


Good Practice Principles on Supervisory Colleges - consultative paper issued by Basel Committee
30/03/2010
The Basel Committee on Banking Supervision today issued for consultation its paper on Good Practice Principles on Supervisory Colleges (.pdf).


Overcoming too-big-to-fail: A Regulatory Framework to Limit Moral Hazard and Free Riding in the Financial Sector
19/03/2010
Download the new CEPS book prepared by a joint CEPS-Assonime task force and which outline a comprehensive framework from for regulating cross boarder banking groupe. Read the full document


IMF Working Paper - Crisis Management and Resolution for a European Banking System
19/03/2010
Download the full document (.pdf)


FSA - Financial Risk Outlook 2010 report publication
12/03/2010
The Financial Services Authority (FSA) today published its Financial Risk Outlook (FRO) outlining the main risks and issues present in its operating environment, affecting firms, markets and consumers.


CEBS publishes its draft guidelines on liquidity cost benefit allocation
10/03/2010
The Committee of European Banking Supervisors (CEBS) today publishes its consultation paper on draft guidelines on liquidity cost benefit allocation. The consultation is open to all interested parties, including supervised institutions and other market participants.


European Commission's consultation on CRD directive
01/03/2010
Following the G20's recommendations, the European Commission published its guidelines concerning the Capital Requirement Directive ("CRD"). Read the consultation document CRD4.


FSA's Turner continues to push for tougher capital requirements
16/02/2010
UK Financial Services Authority Chairman Adair Turner appears to be toughening his position on capital requirements for banks, saying they should hold as much as 10 times more capital to cover their trading books. Turner's call comes as the Basel Committee on Banking Supervision revamps its Basel II rules on bank capital. The committee is set to issue revised requirements by the end of this year.Read the Wall Street Journal's article


CEBS today publishes a summary of the discussions at the public hearing on CP30
10/02/2010
Read the summary (.doc)


CEBS publishes today the revised framework on Common Reporting (COREP)
06/01/2010
CEBS publishes today the revised framework on Common Reporting (COREP). The COREP templates have been amended to incorporate changes of the CRD (directives 2009/27/EC and 2009/83/EC) as well as CRD II amendments (directive 2009/111/EC) and will be applicable by 31 December 2010.


French Banking Committee - Implementation of the liquidity risk management advanced approach
31/12/2009
Read the full document (.pdf)(in French)


Basel Committee - Consultative proposals to strengthen the resilience of the banking sector
17/12/2009
At its 8-9 December meeting, the Basel Committee on Banking Supervision approved for consultation a package proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking sector.


CEBS Guidelines on Liquidity Buffers
09/12/2009
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines on liquidity buffers following a four-month public consultation period and a public hearing. These guidelines, which build on CEBS's Recommendations on Liquidity Risk Management, elaborate upon the appropriate size and composition of liquidity buffers to enable banks to withstand a liquidity stress for a period of at least one month without changing their business models.


CEBS TODAY PUBLISHES ITS LIQUIDITY IDENTITY CARD
22/06/2009
The Committee of European Banking Supervisors (CEBS) today publishes its liquidity identity card (hereafter liquidity ID) aiming at providing supervisors of European cross-border banking groups with a single prudential language to enable meaningful exchange of information, in particular within colleges of supervisors.


                 




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