Large exposures regulation limits a bank's potential loss from a sudden counterparty failure to ensure solvency. Banks must measure and limit their exposures to single or connected counterparties relative to their capital.
BCBS
15 December 2019
15 December 2019
This standard establishes minimum standards for margin requirements for non-centrally cleared derivatives. Such requirements reduce systemic risk with respect to non-standardised derivatives by reducing contagion and spillover risks and promoting central clearing.
15 December 2019
The Pillar 2 supervisory review process ensures that banks have adequate capital and liquidity to support all the risks in their business, especially with respect to risks not fully captured by the Pillar 1 process, and encourages good risk management.
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