Archives - Risk Management

• 25 September 2008 Principles for Sound Liquidity Risk Management and Supervision

  This document expanded the 2000 Sound Practices for Managing Liquidity in Banking Organisations in a number of key areas by taking into account financial market developments as well as lessons learned from the turmoil.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Liquidity and Funding, Prudential Supervision and Oversight, Risk Management

• 1 July 2008 Credit Risk Transfer

  The documents review credit risk transfer (CRT) activity on the basis of a number of interviews and discussions with market participants, and include recommendations to improve risk management practices, disclosure, and supervisory approaches for CRT.

  Content Type(s): Compendium Source(s): BCBS, IAIS, IOSCO, JF Policy Area(s): Financial Regulation and Supervision Topic(s): Prudential Supervision and Oversight, Risk Management

• 1 May 2008 Code of Conduct Fundamentals for Credit Ratings Agencies

  Following publication of the CRA Principles, IOSCO decided to develop a more specific and detailed code of conduct giving guidance on how the Principles could be implemented in practice. This Code of Conduct Fundamentals for Credit Rating Agencies is the fruition of this exercise.

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Governance, Risk Management

• 1 November 2007 Principles for home-host supervisory cooperation and allocation mechanisms in the context of Advanced Measurement Approaches (AMA)

  This document sets out principles related to two important topics in the implementation of the Advanced Measurement Approaches (AMA) for operational risk under Basel II.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Operational Risk, Prudential Supervision and Oversight, Risk Management

• 29 August 2006 High-Level Principles for Business Continuity

  The document outlines business continuity principles that apply to industry participants and financial authorities.

  Content Type(s): Compendium Source(s): BCBS, IAIS, IOSCO, JF Policy Area(s): Financial Regulation and Supervision Topic(s): Prudential Supervision and Oversight, Risk Management

• 1 March 2006 Compliance Function at Market Intermediaries

  This document sets out principles with measures for implementation to assist market intermediaries to increase the effectiveness of their compliance function.

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Market Regulation, Risk Management

• 13 July 2005 Guidance on the estimation of loss given default (Reference to Paragraph 468 of the Basel II framework)

  This document provides further clarification surrounding the quantification of loss-given-default (LGD) parameters used for Pillar 1 capital calculations.This guidance is not intended to amend the Revised Basel II Framework Document issued in June 2004 or to introduce any new rules.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Basel I/II/III, Market Risk, Risk Management

• 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.

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Market Regulation, Risk Management

• 1 September 2003 IOSCO Statement Of Principles Regarding The Activities Of Credit Rating Agencies

  This document sets out principles for the activities of credit rating agencies (CRAs).

  Content Type(s): Compendium Source(s): IOSCO Policy Area(s): Financial Regulation and Supervision Topic(s): Risk Management

• 1 August 2003 High-level principles for the cross-border implementation of the New Accord

  This document sets out 6 principles that should apply in fostering closer practical cooperation between supervisors so as to implement the New Accord as effectively and efficiently as possible.

  Content Type(s): Compendium Source(s): BCBS Policy Area(s): Financial Regulation and Supervision Topic(s): Cooperation among Authorities, Risk Management