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- Basel 3.1 14
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- Regulatory updates 27
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UK Basel 3.1: Credit valuation adjustment and counterparty credit risk
This article outlines the key changes to the calculation of Credit valuation adjustment and counterparty credit risk, as part of the implementation of Basel 3.1 standards (PS17/23).
UK Basel 3.1: Operational risk - standardised approach
This article outlines the key changes to the calculation of own funds requirement for operational risk, as part of the implementation of Basel 3.1 standards (PS17/23).
UK Basel 3.1: Credit risk standardised approach – off-balance sheet items
This article outlines the proposed changes to off-balance sheet items under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures in default
This article outlines the proposed changes to exposures in default under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures to multilateral development banks (MDBs)
This article outlines the proposed changes to exposures to MDBs under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – exposures to institutions
This article outlines the proposed changes to exposures to institutions under the standardised approach of credit risk, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1: Credit risk standardised approach – real estate exposures
This article outlines the proposed changes to credit risk real estate exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1 standards: Credit risk standardised approach – exposures to corporates
This article outlines the proposed changes to credit risk corporate exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
UK Basel 3.1 standards: Credit risk standardised approach – retail exposures
This article outlines the proposed changes to credit risk retail exposure classification and risk weights under the standardised approach, as part of UK’s implementation of Basel 3.1 (CP16/22).
Simpler-regime Firm (SRF) CP16/22 updates
PRA consultation paper CP5/22 proposes an introduction of a simpler regime and simplified prudential requirements for non-systemic banks and building society. In CP5/22, the PRA have proposed a definition for ‘Simpler-regime Firm’ (SRF).
Katalysys achieves ISO 9001 and ISO 27001 certification
Katalysys is delighted to announce that we have achieved ISO 9001:2015 (ISO 9001) and BS EN ISO/IEC 27001:2017 (ISO 27001) certification, after a successful audit conducted by external auditors accredited to UKAS (the sole national accreditation body recognised by UK Government).
The PRA’s Proposed Approach to Policy (DP4/22)
The PRA set out its approach to its new objective in the DP, stating that it intends to centre its attention on facilitating economic activity in the medium- to long-term, and steer clear of activities that might create short-term economic booms at the cost of long-term stability and economic resilience.
UK Pillar 3 disclosure requirements - updated framework
The Pillar 3 disclosure requirements are now more proportional based on the risk and size of the bank. There is now a requirement to complete a number of prescribed templates as part of the disclosure as well. These changes comes into effect from 1 January 2022.
CP5/22 - Simpler-regime Firm (SRF)
PRA consultation paper CP5/22 proposes an introduction of a simpler regime and simplified prudential requirements for non-systemic banks and building society. In CP5/22, the PRA have proposed a definition for ‘Simpler-regime Firm’ (SRF).
Funds Transfer Pricing
Funds Transfer Pricing (FTP) plays a crucial part of the process of setting both retail and commercial interest rates. This Insight provides a brief overview of the overall FTP process and how Katalysys can help small- and medium-sized banks implement such a process.
CRR2 - Own funds requirement by exposure type
A common question we are asked is the basis on which own funds requirement has to be calculated for the various types of exposures on the non-trading and trading book.
CRR2 - Risk weight for CIU exposures
The approach to evaluating risk weight for Collective Investment Undertaking (CIU) exposures has changed under the new CRR2 rules. There are three approaches outlined, and banks can select the specific approach based on the amount of information available about the underlying exposures of the CIUs.
Brexit - regulations and guidance
The UK has existed the EU on 31 January 2020 and currently in the transition phase until 31 December 2020. The BoE and PRA have published a number of guidance around regulatory requirements during the transition phase and on existing the transition phase.
CRR2 - Treatment of prudently valued software assets
Prudently valued software assets no longer needs to be deducted from CET-1 capital, but can be risk weighted.
CRR2 - Large exposures
The large exposure limits are set based on the bank’s Tier-1 Capital Only.