First, there was the FSA 047/048. In late 2009, in a prompt response to the downturn, the FSA introduced a tough new liquidity regime including significantly enhanced liquidity reporting requirements, focused on detailed mismatch ladder analysis, which were to be phased in over a period. During 2010 most banks began submitting, amongst others, the 47 and 48 which cover Daily Flows and Enhanced Mismatch Reporting respectively.
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ALMIS International is delighted to announce the appointment of Colin Johnson to its board as Non-Executive Director.
Colin is the Head of Prudential Risk for Charter Court Financial Services, a fast-growing challenger bank, with Risk responsibility across Liquidity, Interest Rate and Capital.
Liquidity: the increasing reporting burden UK banks’ travels on the liquidity reporting journey continue with the imminent official start, after a few false starts, of the maturity ladder Additional Liquidity Monitoring Metric (C66) and the PRA 110 looming over the horizon ….. It was in January 2013 the BCBS issued a paper entitled ‘ Basel […]
The financial crisis which broke in 2007/08 generated an unprecedented explosion of banking regulation. Some commentators and politicians (esp US) are now arguing its time to deregulate again. Whatever the merits of that debate, there’s little respite yet here in the UK for the banking sector. Amongst other things the flow of new regulatory reporting […]
The financial markets have their fair share of obscure and confusing concepts and jargon. The topic of portfolio macro hedge accounting is a good example. Essentially an accounting technique intended to eliminate volatility in financial statements, it is not an easy topic. But the basics can be illustrated by taking a simple example: A bank […]
Introduction The Basel Committee indicated several years ago that it wants the NSFR to become “a minimum standard by 1 January 2018 ”. With that apparent deadline looming, now seems a good time to assess where matters stand on this key post crisis reform to the banking sector. The story so far At the international […]
ALMIS’ Joe Di Rollo reviews practical aspects of product pricing & FTP at BSA Seminar with PRA speakers helping building societies understand key changes in SS 20 / 15
In 2017 we will be introducing our Treasury Management System, currently being developed in collaboration with clients, to ensure we are offering as comprehensive a solution as possible working off a single source of data.
The European Banking Authority (EBA) has published corrective updates to two versions of its XBRL taxonomies for supervisory reporting, correcting technical errors in the implementation of some validation rules.
For the first time this year many financial institutions will have included derivatives at their fair value on balance sheets and, in many cases, this will have been a major headache.