Moody's Analytics Insights
There is no one way of statistically explaining the bond yield spreads of high-yield corporate bonds. However, one of the better approaches employs a multi-variable regression model and generates a highly significant adjusted r-square statistic of 0.89.
FSB published fifth annual report on the implementation and effects of the G20 financial regulatory reforms.
EBA proposed the new comprehensive implementing technical standard (ITS) for public disclosures by financial institutions.
EBA launched a consultation on the revised implementing technical standards, or ITS, on supervisory reporting.
The economy may not be top of mind for voters in every election, but it is hardly ever further than a close second. This is the principle underpinning Moody's Analytics presidential election models.
APRA proposed changes to APS 111, which is the prudential standard on measuring capital adequacy and establishes the criteria for regulatory capital requirements of authorized deposit-taking institutions.
FSB published annual progress report on implementation of the agreed G20 reforms for over-the-counter (OTC) derivatives markets.
FSB published an update on its work to address the issue of market fragmentation.
FCA published results of the survey requesting feedback for the new data collection platform that will replace GABRIEL.
HKMA announced that the countercyclical capital buffer (CCyB) for banks in Hong Kong has been reduced from 2.5% to 2.0%, with immediate effect, in accordance with the Banking (Capital) Rules.
EC launched a public consultation on the implementation of Basel III standards in EU.
MAS amended regulation for the mandatory centralized clearing of certain derivative contracts.
EBA updated the Single Rulebook question and answer (Q&A) tool with answers to ten questions.
Financial markets have been buffeted by changing views regarding the trade dispute between China and the United States. Nevertheless, the direction taken by earnings-sensitive securities will ultimately be determined by the outlook for profits.
OCC issued the final rule that amends its company-run stress testing requirements under the 12 CFR 46 in Code of Federal Regulations.
US Agencies (FDIC, FED, and OCC) issued a final rule that increases the thresholds in the major assets prohibition for management interlocks for purposes of the Depository Institution Management Interlocks Act (DIMIA).
US Agencies (OCC, FED, and FDIC) finalized rules that tailor the regulations for domestic and foreign banks to more closely match their risk profiles.
CPMI and IOSCO published a report that identifies key criteria, functions, and bodies for the governance arrangements.
EIOPA, as part of the 2020 Solvency II reporting and disclosure review, launched a field test on the revised and newly proposed reporting templates.
US Agencies (FDIC, FED, and OCC) adopted the final rule to amend regulations requiring appraisals of real estate for certain transactions
US Agencies (CFTC, FDIC, FED, OCC, and SEC) finalized amendments to the regulations implementing section 13 of the Bank Holding Company Act, also known as the Volcker Rule.
The Joint Research Center of EC published a report exploring the challenges and impact of distributed ledger technologies.
BIS and SNB signed an operational agreement on the BIS Innovation Hub Center in Switzerland.
ECB published results of 2019 stress test on sensitivity analysis of liquidity risk.
EBA published answers to forty six questions under the Single Rulebook question and answer (Q&A) tool, with nearly all of the answers addressing queries related to the supervisory reporting requirements.
US Agencies (FDIC, FED, and OCC) proposed to revise and extend for three years the call reports FFIEC 031, FFIEC 041, FFEIC 051, and FFIEC 101.
FASB proposed technical and other conforming improvements for the 2020 U.S. GAAP Financial Reporting Taxonomy, with the comment period for these improvements closing on November 02, 2019.
PRA published an update (Version 01.03) to the PRA110 liquidity metric monitor tool (PRA110 LMM tool) based on the current PRA110 template, which will be in place until December 31, 2019.
Despite today's ultra-low yields, Treasury bonds may still pay off handsomely once recession strikes.
APRA announced changes to its organizational structure in line with the strategic objectives set out in its recently released Corporate Plan for 2019-23.