SNB Amends Form for Reporting Solvency Risk of Counterparties

By Regulatory News

September 17, 2019

Basel III, Systemic Risk, Regulatory Reporting: EU

SNB released the form ARIS 5.02 and related documentation for reporting solvency risk of counterparties in the interbank sector. The form will be valid for reporting from September 30, 2019. This form, 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. 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.

Related Link: Reporting Form and Associated Documents

Keywords: Europe, Switzerland, Banking, Reporting, Counterparty Risk, Solvency Risk, Systemic Risk, Basel III, SNB

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