A fresh take on risk and valuation
Regulatory Brief
A catalogue of policy updates impacting the financial industry.
Emphasis is made on risk management, reporting and disclosure. It further covers legislation on governance, accounting and trading, as well as information on the current business environment. It gives you summaries of the most important regulations by topic, indicates their status and estimated impact and links to further information. Regulatory Briefs (RegBriefs) reflect Finalyse's priority to master the ever-evolving and complex regulated industry we work in. Through concise regulatory updates, we produce a compilation approximately every 4 months depending on policy volume.
Spring 2023
This spring edition Regulatory Brief contains over 70 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 January 2023 and 31 March 2023.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains a few expert articles:
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains a few expert articles:
- Unlocking The Power of Vendor Models: Your Guide to IFRS9 Compliance
- Why ALM Matters: The Silicon Valley Bank (SVB) Case
- Low Default Portfolios: Modelling and Calibration Approaches
- Solvency II 2020 Review
January 2023
This January edition contains over 120 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 October 2022 and 31 December 2022.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains several expert articles:
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains several expert articles:
- Summary of TCFD progress report
- Fundamental Climate related and Environmental (C&E) risk considerations in the ICAAP
- Achieving sound, comprehensive, and effective climate-related and environmental risk assessment practices -thoughts on the results of the ECB thematic review
- ECB good practices for climate-related and environmental risk management
- Getting ready for the next EU-wide Stress Test
- Non-regulatory credit models – retention and collection models
- Bermuda Monetary Authority Guidance Note - Climate Change Risk Management for Insurers
- Actuarial Data Science - Boost Your Model Performance with Machine/Deep Learning
- EIOPA Application Guidance: Running Climate Change Materiality Assessment and Scenarios in The ORSA
October 2022
This October edition contains over 100 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 July 2022 and 30 September 2022.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains eight expert articles:
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains eight expert articles:
- Environmental Risks in the Microprudential Framework
- Machine Learning for Credit Risk IRB Models
- Credit Spread Risk in the Banking Book
- The 2022 ECB Climate Risk Stress Test Results – A Roadmap Towards Future Best Practices
- Data Management Steps in Credit Risk Modelling
- 2022 ECB Climate and Environmental Risks Agenda: Preliminary Indications
- A Practical Approach to Predicting the IFRS9 Macroeconomic Forward-Looking PD
- A First Look at Stress Testing Climate Change Risk for Insurers
