SNB released form (Version 5.00) and related documentation for reporting solvency risk of counterparties in the interbank sector. The survey of counterparty solvency risk in the interbank sector is intended to analyze the interlinkages in the interbank sector, with a view identify and monitor systemic risks. The forms cover recording of the ten or twenty largest claim and liability positions vis-à-vis other banks or banking groups in Switzerland and abroad. The forms are valid for reporting from March 31, 2019. These forms, which have a quarterly reporting frequency, must be submitted within six weeks after the reference date. Reporting institutions include all banks or banking groups without branches of foreign banks in Switzerland.
Related Link: Reporting Form (v5.00) and Associated Documents
Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Solvency Risk, Systemic Risk, SNB
Across 35 years in banking, Blake has gained deep insights into the inner working of this sector. Over the last two decades, Blake has been an Operating Committee member, leading teams and executing strategies in Credit and Enterprise Risk as well as Line of Business. His focus over this time has been primarily Commercial/Corporate with particular emphasis on CRE. Blake has spent most of his career with large and mid-size banks. Blake joined Moody’s Analytics in 2021 after leading the transformation of the credit approval and reporting process at a $25 billion bank.
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