Сводная таблица замечаний и предложений по проекту Указания Банка России «О видах активов, характеристиках видов активов, к которым устанавливаются надбавки к коэффициентам риска, и о применении к указанным видам активов надбавок при определении кредитными организациями нормативов достаточности капитала»
Проект указания Банка России «О внесении изменений в пункты 1.3
и 1.8 Инструкции Банка России от 30 июня 2021 года № 204-И»
Speech by Dr Joachim Nagel, President of the Deutsche Bundesbank, at the OMFIF Economic and Monetary Policy Institute, Edinburgh, 24 March 2023.
Opening statement by Mr Vasileios Madouros, Deputy Governor of the Central Bank of Ireland, at the Oireachtas Select Committee on Budgetary Oversight, Dublin, 22 March 2023.
Keynote speech by Mr Frank Elderson, Member of the Executive Board of the European Central Bank and Vice-Chair of the Supervisory Board of the European Central Bank, at the Foreign Bankers' Association (FBA) 30th anniversary, Amsterdam, 27 March 2023.
Welcome remarks by Mr Eddie Yue, Chief Executive of the Hong Kong Monetary Authority, at the HKMA-BIS Joint Conference "Future-proof Supervision for an Innovative Banking World", Hong Kong, 24 March 2023.
Speech by Ms Isabel Schnabel, Member of the Executive Board of the European Central Bank, at an event organised by Columbia University and SGH Macro Advisor, New York, 27 March 2023.
Speech by Mr Andrew Bailey, Governor of the Bank of England, at the London School of Economics, London, 27 March 2023.
Speech by Mr Philip N Jefferson, Member of the Board of Governors of the Federal Reserve System, at the H. Parker Willis Lecture, Washington and Lee University, Lexington, Virginia, 27 March 2023.
7 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
The European Banking Authority (EBA) today published, for the first time, a new set of indicators, which aim at identifying detriment to consumers arising from the misconduct of financial institutions offering retail banking products in the EU. The indicators show consumers’ experience with financial services and will complement other sources of information that the EBA already uses to decide on its consumer protection priorities.
Application deadline: 24 April 2023 | Location: Basel, Switzerland
Проект указания Банка России «О внесении изменений в Положение Банка России от 25 октября 2017 года № 614-П»
Проект указания Банка России «О внесении изменений в Положение Банка России от 28 декабря 2015 года № 526-П»
This final report – issued as part of the G20 cross-border payments programme – focuses on facilitating increased adoption of payment versus payment (PvP) to reduce foreign exchange settlement risk and improve cross-border payments. It analyses the causes of non-PvP settlement, takes stock of existing and proposed new PvP solutions and suggests roles for the private and public sectors to facilitate PvP adoption.
Проект указания Банка России «О внесении изменений в Указание Банка России от 9
сентября 2015 года № 3780-У»
Проект указания Банка России «О внесении изменений в Указание Банка России от 9
сентября 2015 года № 3777-У»
Проект указания Банка России «О внесении изменений в Положение Банка России от 25 октября 2017 года № 613-П»
Проект указания Банка России «О внесении изменений в Положение Банка России от 26 октября 2021 года № 777-П»
Проект указания Банка России «О перечне, формах и порядке составления и представления отчетности ликвидируемых кредитных организаций в Центральный банк Российской Федерации»
Introductory remarks by Mr Thomas Jordan, Chairman of the Governing Board of the SNB, Mr Martin Schlegel, Vice Chairman of the Governing Board of the SNB, Ms Andréa M. Maechler, Member of the Governing Board of the SNB, at the Media News Conference of the Swiss National Bank, Zurich, 23 March 2023.
Speech by Dr Joachim Nagel, President of the Deutsche Bundesbank, at King's College, London, 22 March 2023.
Speech by Mr Fabio Panetta, Member of the Executive Board of the European Central Bank, at a panel on "Global shocks, policy spillovers and geo-strategic risks: how to coordinate policies" at "The ECB and its Watchers XXIII" conference, Frankfurt am Main, 22 March 2023.
Text of the Robert Mundell Distinguished Address by Mr Ignazio Visco, Governor of the Bank of Italy, at the 95th International Atlantic Economic Conference, Rome, 23 March 2023.
Introductory statement by Ms Ida Wolden Bache, Governor of Norges Bank (Central Bank of Norway), at the press conference following Norway's announcement of the policy rate, Oslo, 23 March 2023.
Speech by Mr Erik Thedéen, Governor of the Sveriges Riksbank, at Nordea, Stockholm, 23 March 2023.
Проект указания Банка России «О внесении изменений
в Положение Банка России от 2 сентября 2015 года № 487-П»
Keynote speech by Pablo Hernández de Cos, Chair of the Basel Committee on Banking Supervision and Governor of the Bank of Spain, at the HKMA-BIS joint conference on "Future-proof supervision for an innovative banking world", Hong Kong SAR, 24 March 2023.
2 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
4 hours ago ... Library Document Letter to IASB on Exposure Draft International Tax Reform – Pillar Two Model Rules ...
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the phase 4 deliverables of the EBA roadmap for the new market and counterparty credit risk approaches. The consultation runs until 26 June 2023.
Daily data on effective exchange rate in nominal terms have been updated. Broad indices cover 64 economies, with data from 1996. Narrow indices cover 26 economies with data from 1983.
Daily data on monetary policy rates have been updated. This covers 38 central banks with the earliest data starting in 1946.
Daily data on exchange rates against the US dollar have been updated. This covers 81 economies with the earliest data starting in 1949.
50 series at various frequencies for 21 countries have been updated.
Global real house prices remained unchanged year on year in aggregate in the third quarter of 2022, for the first time after a decade of rapid growth.
More than 320 series at various frequencies for 61 countries have been updated.
Monthly and annual data have been updated for 60 countries. The average length of the monthly series is more than to 55 years. Some annual series go back to the middle of the 19th century - or even earlier for several countries.
To enhance cross-border payments, the BIS Innovation Hub Singapore Centre developed the Nexus concept of a first-of-its-kind multilateral network connecting multiple domestic instant payment systems (IPS). Nexus prototype successfully connected the test IPS of the Eurosystem, Malaysia and Singapore, allowing payments to be sent across the three using only mobile phone numbers. In the next phase, BIS and the central banks of Indonesia, Malaysia, the Philippines, Singapore and Thailand will jointly work towards connecting their domestic IPS through Nexus.
Conclusions from a technical proof of concept between the Eurosystem, Malaysia and Singapore.
The Basel Committee on Banking Supervision met on 14 March virtually and on 22–23 March in Hong Kong SAR to take stock of recent market developments and risks to the global banking system and related vulnerabilities, and to discuss a range of policy and supervisory initiatives.
Проект указания Банка России «О внесении изменений в Положение Банка России от 2 сентября 2015 года № 486-П»
Проект указания Банка России «О внесении изменений в Указание Банка России от 28 июня 2021 года № 5830-У»
Speech by Mr Fernando Restoy, Chair, Financial Stability Institute, at the BIS Innovation Summit, 22 March 2023.
Speech (virtual) by Dr Sabine Mauderer, Member of the Executive Board of the Deutsche Bundesbank, at the Derivatives Forum Frankfurt 2023, 22 March 2023.
Speech by Ms Christine Lagarde, President of the European Central Bank, at "The ECB and Its Watchers XXIII" conference, Frankfurt am Main, 22 March 2023.
Application deadline: 18 April 2023 | Location: Basel, Switzerland
Speech by Ms Christine Lagarde, President of the European Central Bank, at the Hearing at the Committee on Economic and Monetary Affairs of the European Parliament, Brussels, 20 March 2023.
Address by Mr Gent Sejko, Governor of the Bank of Albania, at the opening ceremony of the Global Money Week 2023 in Albania, Tirana, 20 March 2023.
The European Banking Authority (EBA) launched today a public consultation on its draft Implementing Technical Standards (ITS) amending the ITS on specific reporting requirements on market risks (FRTB reporting), aiming at providing supervisors with the necessary tools to monitor these risks. The consultation runs until 21 June 2023.
Проект указания Банка России «О внесении изменений в Положение Банка России от 17 ноября 2021 года № 782-П «Об осуществлении Банком России бюджетных полномочий главного администратора (администратора) доходов федерального бюджета, доходов бюджетов субъектов Российской Федерации и местных бюджетов»
Проект инструкции Банка России «О порядке проведения Банком России проверок деятельности эмитентов и участников корпоративных отношений и порядке применения Банком России мер, предусмотренных федеральными законами»
This study provides a view of the inflation process that is complementary to the one captured in standard models, such as those based on the Phillips curve. It characterises the process as two regimes – a low- and a high-inflation regime – with self-reinforcing transitions from the low- to the high-inflation one. The study documents the stylised facts describing the two regimes and the transitions between them based on disaggregated price dynamics and the joint behaviour of wages and prices. Two implications for monetary policy stand out. First, the desirability of conducting monetary policy in a flexible manner in a low-inflation regime, tolerating moderate, even if persistent, deviations from narrowly defined targets. Second, the importance of being pre-emptive when the risk of a transition to the high-inflation regime increases, even though assessing this transition in real time remains challenging.
11 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
22 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
3 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
10 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
21 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
8 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
10 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
10 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
4 hours ago ... 27/02/2023, ESMA32-61-506, Letter to EFRAG on the IASB's Exposure Draft International Tax Reform – Pillar Two Model Rules, Corporate Finance, ...
11 hours ago ... PILLAR ONE | DEFEND CRITICAL INFRASTRUCTURE PILLAR TWO | DISRUPT AND DISMANTLE THREAT ACTORS PILLAR THREE | SHAPE MARKET FORCES TO DRIVE SECURITY AND ...
13 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
5 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
23 hours ago ... 2 documents. Items per page ... 27/02/2023, ESMA32-61-506, Letter to EFRAG on the IASB's Exposure Draft International Tax Reform – Pillar Two Model Rules ...
1 hour ago ... Library Document Letter to IASB on Exposure Draft International Tax Reform – Pillar Two Model Rules ...
9 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
21 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
12 hours ago ... Pillar 2 of BEPS 2.0 introduces a minimum effective tax rate of 15 per cent for multi-national enterprise (MNE) groups with annual group revenues of at ...
11 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
9 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
17 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
8 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
7 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
21 hours ago ... ... Spectra provides explainable and understandable data to strengthen climate financial risk disclosures and plans for ICAAP, stress testing, ...
3 hours ago ... Allowance for Loan & Lease Losses (ALLL); Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) ...
9 hours ago ... Pillar 2: Brensocatib o Enrollment remains on track in the Phase 3 ASPEN study, a global, randomized, double-blind, placebo-controlled trial to assess the ...
3 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
12 hours ago ... Prior to joining HSBC, he led the Solvency II and ICAAP risk quantification at AXA IM, designed a challenger model for vendor pricing and CAPM pricing at ...
3 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
10 hours ago ... Through the Pillar 2 mechanism, the ECB has the power to force individual banks to conserve more capital when it considers them to be out of step with the ...
2 hours ago ... ... growth such as leveraging the ECB's Internal Capital Adequacy Assessment Process (ICAAP) to establish more effective and profitable risk-based pricing.
5 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
11 hours ago ... ... its use in risk function to make decisions, we get to understand why the role of ICAAP and ILAAP provisions are crucial in helping fight climate change.
17 hours ago ... ... its use in risk function to make decisions, we get to understand why the role of ICAAP and ILAAP provisions are crucial in helping fight climate change.
5 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
3 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
8 hours ago ... ... of financial institutions are reconstructing the structure of their internal risk cycles and ESG reporting to align with ILAAP and ICAAP guidelines.
11 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
9 hours ago ... DataHub is being used by major financial institutions to comply with various complex regulatory requirements, including ICAAP requirements, FRTB (SA and ...
8 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
7 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
10 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
21 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
4 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
11 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
18 hours ago ... Related:Capital Requirements, climate risk, environmental risk, Governance, ICAAP, risk governance, Risk Management, SREP, strategy, Stress Testing, ...
5 hours ago ... ... Basel I, II, III · Current Expected Credit Loss Model (CECL) · Internal Capital Adequacy Assessment Program (ICAAP) · IFRS 17 Insurance Contracts ...
15 hours ago ... Iron Pillar Capital Management Ltd operates as a venture capital investment company. The Company invests in mid stage technology sectors such as SaaS and ...
Положения Банка России "О требованиях к системе управления операционным риском в кредитной организации и банковской группе"
6 ноября 2018 г.
Международная информационная группа "Интерфакс" приглашает Вас принять участие в круглом столе по обсуждению консультативного доклада Банка России о регуляторных и надзорных технологиях (RegTech и SupTech). В рамках круглого стола планируется кратко прокомментировать содержание доклада, а также основные вопросы к нему, которые интересуют Банк России (их Вы можете найти в конце сообщения).
27 сентября 2017 г.
Российское отделение PRMIA при поддержке Департамента прикладной экономики Факультета экономических наук НИУ ВШЭ проводит в среду 27 сентября 2017 г. в 19:00 круглый стол с участием представителей банков и профессионального сообщества риск-менеджеров для обсуждения предлагаемого Базельским комитетом по банковскому надзору упрощенного стандартизированного подхода к оценке рыночного риска. В дискуссии на "круглом столе" примут участие Алексей Лобанов (директор Департамента банковского регулирования Банка России), Сергей Николаевич Смирнов (PRMIA, МГУ, ВШЭ), Алексей Трофимов (Сбербанк), Генрих Пеникас (ВШЭ, PRMIA). Место проведения: г. Москва, Высшая школа экономики, ул. Мясницкая, 11, 5 этаж, конференц-зал № 518.
15-16 мая 2017 г.
Экспериментальный семинар SAP xTech Banking InnoJam & BootCamp, организуемый компанией SAP, который пройдёт на площадке Национального исследовательского университета «Высшая школа экономики». В ходе предстоящего 30-часового интеллектуального марафона областью приложения ваших знаний, умений и творческих навыков станут финансы, в частности, банки. Участникам необходимо будет предложить решение для задачи учёта клиентских данных с целью повышения эффективности управления рисками и увеличения привлекательности банковских продуктов.
Подробнее тут:
13 апреля 2017 г.
Национальная финансовая ассоциация (СРО НФА) совместно с ДФС Банка России информируют о том, что 13 апреля 2017 года состоится VI Форум финансовой стабильности (ФФС-2017), который ежегодно проводит СРО НФА совместно с ДФС Банка России. В ФФС-2017 участвуют представители Банка России, крупнейших финансовых организаций, участники рынка и эксперты, которые проанализируют текущее состояние российского финансового рынка с точки зрения стабильности и рисков, а также обсудят механизмы и инструменты по их снижению.
14 марта 2017 г.
14 марта в Высшей школе экономики в рамках серии дискуссий «Форсайт финансовых профессий» состоялся круглый стол на тему: «Использование Big Data в финансах». Обсудить вопрос собрались ученые московских и ведущих региональных вузов, а также эксперты, представляющие бизнес-структуры.
20 октября 2016 г.
20 октября состоялось крупнейшее мероприятие для риск-менеджеров в России и профессиональная площадка, объединяющая современные методы, подходы, технологии и инновации в области управления рисками.