Monetary Authority of Singapore (MAS)
Regulators in Asia are adopting a practical stance in implementing the LCR to the relief of banks
Job changes in the derivatives, regulation and risk industry throughout Asia
Increased capital charges for equity and credit spread risk are fine
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Monetary Authority of Singapore (MAS) articles
Australia reporting rules differ from those in Hong Kong, Singapore
Smalls firms baulk at paying up to $18,000 to register a few trades
Challenges remain around secrecy provisions
Index providers the latest part of the financial system to have European equivalency problems
MAS joins the HKMA in looking to assist in global investigations of forex rate fixing
While its private bankers have regained an appetite for structured products, Singapore's less rich retail investors have been getting used to a new regulatory and dispute resolution scheme put in pl...
On the bench
On the move
Singapore dollar trade potentially hit by US person rule
Treatment of Singapore-based branches of US firms unclear
Consultation on the reporting of derivative contracts includes a reporting threshold for non-financial persons and collateral reporting requirements
MAS proposal on financial benchmark setting aims to hold banks more accountable by imposing criminal and civil punishment
Although much of the recent focus has been on rules in the European Union and the US, other jurisdictions across the globe are also weighing changes to the way they regulate over-the-counter commodi...
Regulator soothes industry concerns over tight compliance deadlines
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.