FSC Taiwan published provisions and templates, along with a set of the associated questions and answers (Q&As), on disclosure of information for capital adequacy and risk management of domestic banks. To comply with the principles of Pillar 3 of Basel framework, banks are expected to set up a "Capital Adequacy and Risk Management Zone" on their website to disclose the information on capital management, risk management, credit risk, market risk, operational risk, liquidity risk, and securitization.
FSC Taiwan stipulates that banks are required to disclose:
- Information on capital adequacy ratio and leverage ratio, along with the “calculation scope” of the combined capital adequacy ratio
- General, quantitative, and statutory information on credit risk, credit risk standards, internal rating model, and counterparty credit risk
- Qualitative and quantitative information on operational risk, market risk, and securitization
- Information on the management of interest rate risk in banking book
- Information on management of liquidity risk, liquidity coverage ratio, and net stable funding ratio
Related Links (in Chinese)
Keywords: Asia Pacific, Taiwan, Banking, Basel, Pillar 3, Disclosures, Regulatory Capital, Credit Risk, Market Risk, Operational Risk, Liquidity Risk, IRRBB, Securitization, FSC Taiwan
Previous ArticleFED Proposes to Extend Data Collection Under Stress Testing Guidance
APRA announced the standardization of quarterly reporting due dates for authorized deposit-taking institutions.
EBA published the phase 1 of its reporting framework 3.1, with the technical package covering the new reporting requirements for investment firms (under the implementing technical standards on investment firms reporting).
HM Treasury notified that, after considering all responses, the government intends to bring forward further legislation, when the Parliamentary time allows, to address issues identified in the consultation on supporting the wind-down of critical benchmarks.
EIOPA launched the 2021 stress test for the insurance sector in EU.
UK authorities jointly published the third edition of Regulatory Initiatives Grid setting out the planned regulatory initiatives for the next 24 months.
EC is requesting feedback on the proposed Commission Delegated Regulation on the content, methodology, and presentation of information that large financial and non-financial undertakings should disclose about their environmentally sustainable economic activities under the Taxonomy Regulation.
OSFI has set out the near-term priorities for federally regulated financial institutions and federally regulated private pension plans for the coming months until March 31, 2022.
Under the Italian G20 Presidency, BIS Innovation Hub and the Italian central bank BDI launched the second edition of the G20 TechSprint on the lookout for innovative solutions to resolve operational problems in green and sustainable finance.
ACPR published Version 1.0.0 of the RUBA taxonomy, which will come into force from the decree of January 31, 2022.
EBA proposed the regulatory technical standards on a central database on anti-money laundering and countering the financing of terrorism (AML/CFT) in EU.