Featured Product

    SNB Publishes Form for Reporting Solvency Risk of Counterparties

    June 19, 2020

    SNB released the form ARIS 5.05 and related documentation for reporting solvency risk of counterparties in the interbank sector. The form covers ten or twenty largest claim and liability positions vis-à-vis other banks or banking groups in Switzerland and abroad. The form will be valid for reporting from June 30, 2020. Additionally, SNB released a bank lending survey (BLSM) on market interest rates in pricing (Release 1.3). The survey covers information on market interest rates in price-setting that is broken down into different market rates or interest rate curves and by type of loan. The reporting frequency of BLSM is quarterly, with a submission deadline of 20 days.

    The form for reporting solvency risk of counterparties in the interbank sector, which has a quarterly reporting frequency, must be submitted within six weeks after the reference date. Reporting institutions include all banks or bank groups without branches of foreign banks in Switzerland. The survey of counterparty solvency risk in the interbank sector is intended to analyze the interlinkages in the interbank sector, with a view to identify and monitor systemic risks.

     

    Related Links 

    Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Systemic Risk, Basel, Large Exposures, BLSM, SNB

    Featured Experts
    Related Articles
    News

    HKMA Enhances Loan Guarantee Scheme to Alleviate Pressure on SMEs

    HKMA announced that enhancements will be made to the Special 100% Loan Guarantee of the SME Financing Guarantee Scheme (SFGS) and the application period will be extended to December 31, 2021.

    February 24, 2021 WebPage Regulatory News
    News

    EBA Proposes Standards for Supervisory Cooperation Under IFD

    EBA launched consultations on the regulatory and implementing technical standards on cooperation and information exchange between competent authorities involved in prudential supervision of investment firms.

    February 24, 2021 WebPage Regulatory News
    News

    BoE Sets Out Plan to Transform Data Collection from Financial Sector

    BoE has set out a three-phased plan to transform data collection from the UK financial sector over the next decade.

    February 23, 2021 WebPage Regulatory News
    News

    BIS Issues Updates on Technology Initiatives on Cross-Border Payments

    BIS recently made a couple of announcements with respect to the planned and ongoing work in the area of financial technology.

    February 23, 2021 WebPage Regulatory News
    News

    ESRB Updates List of Macro-Prudential Measures in February 2021

    ESRB updated the list of national macro-prudential measures applied by each member state in the European Economic Area.

    February 22, 2021 WebPage Regulatory News
    News

    BoE Survey Shows Positive COVID Impact on Outsourced Banking Services

    BoE has set out results of a survey on the impact of COVID-19 events on the use of machine learning and data science.

    February 22, 2021 WebPage Regulatory News
    News

    ECB Issues Opinion on Proposal to Regulate Crypto-Asset Markets in EU

    In response to a request from the European Council and Parliament, ECB published an opinion on the proposed regulation on markets in crypto-assets.

    February 22, 2021 WebPage Regulatory News
    News

    APRA Announces Aggregate Committed Liquidity Facility for Banks

    APRA announced the updated aggregate amounts for the 2021 Committed Liquidity Facility (CLF) established between the Reserve Bank of Australia (RBA) and certain locally incorporated authorized deposit-taking institutions that are subject to the Liquidity Coverage Ratio (LCR).

    February 19, 2021 WebPage Regulatory News
    News

    ECB and UK Authorities Agree on Post-Brexit Supervisory Cooperation

    ECB published supervisory Memorandums of Understanding (MoUs) with UK as well as other European and non-European authorities.

    February 19, 2021 WebPage Regulatory News
    News

    EIOPA Outlines Strategic Supervisory Priorities for Insurance Sector

    EIOPA identified business model sustainability and adequate product design as the two EU-wide strategic supervisory priorities.

    February 19, 2021 WebPage Regulatory News
    RESULTS 1 - 10 OF 6619