Australia publishes Basel II market risk approaches

APRA released a discussion paper, draft prudential standard and a prudential practice paper earlier today. The new approach refines, and is intended to replace, the current approach to market risk: Prudential Standard APS 113 Capital Adequacy: Market Risk.

The regulator believes the new proposals better align market risk rules with the Basel II framework, while maintaining a system commensurate with the complexity of banks’ operations.

John Laker, chair of the regulator, said: “These amendments

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Counting down to dollar Libor transition

In a webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions

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