Archives - Risk Management
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23 November 2018 Recommendations for national supervisors: Reporting on the use of compensation tools to address potential misconduct risk
These Recommendations complement the FSB’s Supplementary Guidance to the FSB Principles and Standards on Sound Compensation Practices by setting out the types of data that can support improved monitoring by supervisory authorities on the use of compensation tools to address misconduct risk in significant financial institutions. -
20 April 2018 Strengthening governance frameworks to mitigate misconduct risk: a toolkit for firms and supervisors
This report provides a toolkit that firms and supervisors can use to mitigate misconduct risk. -
9 March 2018 Supplementary guidance to the FSB Principles and Standards on sound compensation practices
This supplementary guidance provides firms and supervisors with a framework to consider how compensation practices and tools, such as in-year bonus adjustments, malus or clawback, can be used to reduce misconduct risk and address misconduct incidents. -
25 October 2017 Identification and management of step-in risk
This BCBS document contains the guidelines on identification and management of step-in risk, which aim to mitigate the systemic risks stemming from potential financial distress in shadow banking entities spilling over to banks. -
1 July 2017 Resilience of central counterparties (CCPs): further guidance on the PFMI – final report
The purpose of this CPMI-IOSCO report is to provide guidance on certain principles and key considerations of the Principles for Financial Market Infrastructures (PFMI) relating to CCP financial risk management. -
7 June 2017 Sound management of risks related to money laundering and financing of terrorism
These guidelines describe how banks should include risks related to money laundering and financing of terrorism within their overall risk management framework. -
12 January 2017 Policy recommendations to address structural vulnerabilities from asset management activities
This FSB report sets out 14 policy recommendations to address structural vulnerabilities from asset management activities that could potentially present financial stability risks. -
11 July 2016 Revisions to the securitisation framework
This document is an updated standard for the regulatory capital treatment of securitisation exposures that includes the regulatory capital treatment for "simple, transparent and comparable" (STC) securitisations. -
14 January 2016 Minimum capital requirements for market risk
This document is the revised market risk framework aimed at ensuring that the standardised and internal model approaches to market risk deliver credible capital outcomes and promote consistent implementation of the standards across jurisdictions. -
12 November 2015 Regulatory framework for haircuts on non-centrally cleared securities financing transactions
The regulatory framework for haircuts on non-centrally cleared securities financing transactions (SFTs) is intended to limit the build-up of excessive leverage outside the banking system, and to help reduce procyclicality of that leverage.