The U.S. economy has weakened in early 2019, fanning concerns that the expansion is running out of steam. However, a number of factors that are contributing to this apparent downshift are temporary.
HKMA announced that, in accordance with the Banking (Capital) Rules, the countercyclical capital buffer (CCyB) ratio for Hong Kong remains at 2.5%.
The European Parliament (EP) approved the final agreement on a package of reforms proposed by EC to strengthen the resilience and resolvability of European banks.
FDIC approved an Advance Notice of Proposed Rulemaking (ANPR) and is seeking comment on ways to tailor and improve its rule requiring certain insured depository institutions (IDIs) to submit resolution plans.
The European Parliament (EP) published adopted text on the proposal for a regulation of the European Parliament and of the Council on sovereign bond-backed securities (SBBS).
PRA announced that it will conduct an insurance stress test for the largest regulated life and general insurers from July to September 2019.
PRA published the policy statement PS11/19, which contains final supervisory statement (SS3/19) on enhancing banks' and insurers' approaches to managing the financial risks from climate change (Appendix).
This paper studies how earnings volatility induced by credit risk can impact share price performance for financial institutions under CECL and IFRS 9, and quantifies the benefit of an active credit risk management practice.
EBA published answers to nine questions under the Single Rulebook question and answer (Q&A) updates for this week.
EIOPA published a supervisory statement on the application of proportionality principle in the supervision of the Solvency Capital Requirement (SCR) calculated in accordance with the standard formula.
FED updated the form and supplemental instructions for FR Y-9C reporting. FR Y-9C is used to collect data from domestic bank holding companies, savings and loan holding companies, U.S intermediate holding companies, and securities holding companies with total consolidated assets of USD 3 billion or more.
OSFI published the final Liquidity Adequacy Requirements (LAR) guideline and the net stable funding ratio (NSFR) disclosure requirements guideline.
The credit ratings distribution of outstanding U.S. high-yield corporate bond debt and the distribution of high-yield credit rating revisions now deliver conflicting messages regarding the high-yield default rate's likely direction.
ISDA published a statement that outlines challenges in implementation of the new Basel III market risk standard for banks in emerging markets.
FASB published a summary of the Board's tentative decisions at the April 10, 2019 meeting, including decisions related to the Targeted Transition Relief under the credit losses standard.
ESAs published two pieces of Joint Advice in response to the requests of EC in its March 2018 FinTech Action Plan.
OSFI released the final version of its Guideline B-2 on large exposure limits for domestic systemically important banks (D-SIBs), with an effective date of November 01, 2019.
Randal K. Quarles, the Chair of FSB and the Vice Chair for Supervision of FED, spoke about reforming major interest rate benchmarks, at the FSB roundtable in Washington DC.
FED proposed to extend for three years, with revision, the information collection under the market risk capital rule (FR 4201; OMB No. 7100-0314).
FSB published a letter from its Chair Randal K. Quarles to the G20 Finance Ministers and Central Bank Governors, ahead of their meeting in Washington DC.
European Council adopted a new framework for dealing with the bad loans of banks.
ESRB updated the list of countercyclical capital buffer (CCyB) rates applicable in countries in the Eurosystem. As per the update, the CCyB for Iceland will increase to 2%, with effect from February 01, 2020.
América Central continuará siendo la subregión con mayor crecimiento en el 2019, dada su estrecha relación con el mercado estadounidense y los aún favorables precios de las materias primas.
BDF updated the supporting information for AnaCredit reporting.
BCBS published a consultative document on the consolidated Basel framework.
EBA published the final draft regulatory technical standards (RTS) setting out conditions to allow institutions to calculate capital requirements of the securitized exposures (KIRB) in accordance with the purchased receivables approach laid down in the amended Capital Requirements Regulation (CRR).
PRA proposed changes to the format and content of the Branch Return Form and completion guidance.
PRA released a hotfix for the BoE insurance data point model (DPM) and XBRL taxonomy version 1.0.0, along with the technical artefacts to address inconsistencies identified in the technical implementation of reporting requirements.
US Agencies (FDIC, FED, and OCC) proposed a rule to limit the interconnectedness of large banking organizations and reduce the impact from failure of the largest banking organizations.
US Agencies (OCC, FED, and FDIC) proposed a regulatory framework for foreign banks operating in the U.S. that would more closely match the rules for foreign banks with the risks they pose to the U.S. financial system.
