APRA published list of the latest Direct to APRA (D2A) validation rules for authorized deposit-taking institutions, including banks, building societies, and credit unions. Some validation rules relate to the calculated cells, or derivation rules, in the D2A forms. APRA uses validation rules within D2A to validate the data submitted by reporting entities.
All APRA-reporting entities, including APRA-regulated and registered financial entities, submit data to APRA via D2A. APRA uses validation rules within D2A to validate these data. Entities are expected to correct any reporting errors identified by these rules. The list of derivation rules used to generate values in calculated cells in D2A forms are also available. Derivation rules are formulas that automatically calculate (derive) values for attributes, in most cases using the values for other attributes as inputs.
Keywords: Asia Pacific, Australia, Banking, D2A, Validation Rules, Derivation Rules, Reporting, APRA
ECB finalized the guide on assessment methodology for the internal model method for calculating exposure to counterparty credit risk (CCR) and the advanced method for own funds requirements for credit valuation adjustment (A-CVA) risk.
EBA published an Opinion addressed to EC to raise awareness about the opportunity to clarify certain issues related to the definition of credit institution in the upcoming review of the Capital Requirements Directive and Regulation (CRD and CRR).
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FED released hypothetical scenarios for a second round of stress tests for banks.
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FED adopted a proposal to extend for three years, with revision, the capital assessments and stress testing reports (FR Y-14A/Q/M; OMB No. 7100-0341).
HKMA revised the Supervisory Policy Manual module CR-G-14 on margin and other risk mitigation standards for non-centrally cleared over-the-counter (OTC) derivatives transactions.
EBA issued a revised list of validation rules with respect to the implementing technical standards on supervisory reporting.
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NGFS published a paper on the overview of environmental risk analysis by financial institutions and an occasional paper on the case studies on environmental risk analysis methodologies.