China banking regulatory commission (cbrc)
The existence of multiple rule books may deter issuers and investors in securitisation
New approach to liquidity risk intended to reduce the regulation's pro-cyclicality
Two different sets of master agreements cause stalemate between banks and securities firms
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More China banking regulatory commission (cbrc) articles
Despite banks holding an overwhelming majority of the domestic bond market they are barred from participation in futures trading
New rules aim to promote the market but banks still prefer the WMP route
Securities firms in China have begun trading OTC equity derivatives, with a final master agreement expected soon
Basel III not the main challenge for China banks – instead interest liberalisation is their main focus
Operational risk losses are disproportionately high at large banks, new survey finds
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
New World Bank report sees flaws in China's regulatory system
A round of new chairships was completed in October across three Chinese financial regulators in a move that saw the heads of two Chinese state-owned commercial banks promoted to lead the securities ...
The role of a chief risk officer (CRO) is becoming increasingly relevant at institutions in Asia – sometimes creating friction with the CFO. And Chinese CROs face additional challenges, according ...
Chinese banking watchdog director-general Luo Ping says China should continue with its conservative regulatory approach, which insulated it against the worst effects of the global financial crisis
Foreign banks in China, particularly thinly capitalised branches that are not locally incorporated in the country, greeted a decision by China’s banking regulator to postpone rules aimed at limiti...
A new 2.5% minimum loan-loss reserve requirement to be implemented in China under Basel III is likely to reduce the ability of banks to distribute profits to shareholders
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.