banking

FSB: TLAC standard for G-SIBs banks at test bench

Posted in: News

Giu 06 2018
In November 2015 the Financial Stability Board (FSB) issued a new standard on the adequacy of total loss-absorbing and recapitalisation capacity for Global Systemically Important Banks (G-SIBs) in resolution (‘the TLAC standard’). The main principle upon which the entire TLAC ...more »

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BIS reports on CDS global market

Posted in: News

Giu 06 2018
The Bank of International Settlement (BIS) quarterly review this June focused on the CDS market, ten years the CDS “Bangs”. The CDS Bangs were the first real attempt to build a Standardized CDS market, to face this market’s shortcomings, which ...more »

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EBA: results from the CVA risk monitoring exercise

Posted in: News

Mag 08 2018
The European Banking Authority (EBA) published the complete report for the Credit Value Adjustment (CVA) risk monitoring exercise. The exercise asseses the impact on own funds requirements of the reintegration of the transactions currently exempted from the scope of the CVA ...more »

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ECB on the 9th surveillance programme in Spain

Posted in: News

Apr 17 2018
The European Commission (EC) and the European Central Bank (ECB) reported on the ninth surveillance program in Spain at the beginning of last week . The staff reported a satisfactory and persistent economic growth in all economic sectors, particularly in the banking sector. ...more »

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CPMI/IOSCO: supervisory stress testing of CCPs

Posted in: News

Apr 12 2018
The Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) today published the Framework for supervisory stress testing of central counterparties (CCPs).  The framework provides authorities with guidance to support their design and implementation of supervisory stress ...more »

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