Archives - Risk Management
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1 July 2004 Principles for the management and supervision of interest rate risk
This document sets out principles that should be used in evaluating the adequacy and effectiveness of a bank's interest rate risk management, in assessing the extent of interest rate risk run by a bank in its banking book, and in developing the supervisory response to that risk. -
1 May 2004 Principles on Client Identification and Beneficial Ownership for the Securities Industry
These Principles are formulated in relation to client identification and beneficial ownership for the securities industry. The Client Due Diligence (CDD) process is a key component of securities regulatory requirements intended to achieve the principal objectives of securities regulation, the protection of investors; ensuring that markets are fair, efficient and transparent; and the prevention of the illegal use of the securities industry. -
15 January 2004 Principles for the home-host recognition of AMA operational risk capital
This document sets out principles that will be useful to guide supervisors on the implementation of the hybrid approach to the allocation of operational risk capital across home and host jurisdictions.