SNB updated the capital adequacy reporting forms (release 2.9) and instructions for Basel III. The reporting frequency for parent company is quarterly while the frequency for consolidated reporting is semi-annual. The forms are valid for reporting from June 30, 2019. The forms, which are required on a quarterly basis, must be submitted within six weeks of the reporting date. The forms cover requirements associated with eligible and required capital, credit risks, market risks, operational risks, and unsettled transactions.
Related Link: Reporting Forms
Keywords: Europe, Switzerland, Banking, Reporting, Basel III, Capital Adequacy, SNB
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PRA published a set of questions and answers (Q&A) covering common queries regarding residential and commercial property valuations, for the purpose of the Capital Requirements Regulation (CRR), during the period of disruption caused by COVID-19 pandemic.
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MAS announced that the first phase of the Veritas initiative will commence with the development of fairness metrics in credit risk scoring and customer marketing.
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EBA published an opinion following the notification by the French macro-prudential authority, the Haut Conseil de Stabilité Financière (HCSF), of its intention to extend a measure introduced in 2018 on the use of Article 458(9) of the Capital Requirements Regulation (CRR).
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RBNZ published the financial stability report for May 2020. This review of the financial system in the country highlights that the economic disruption associated with COVID-19 will present challenges to the financial system.
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