The Financial Stability Board proposals for insurance resolution strategies allow for significant supervisory discretion to reflect specific business models at each global systemic insurer.
Regulators are seeking more information on systemic and liquidity risks from stress testing, but computational burdens are rising.
A longer timeline and clearer structure for total loss-absorbing capacity will help banks comply, but much depends on crisis management groups.
Inclusion of segregated client collateral in the calculation of clearing firms’ supplementary leverage ratio is proving controversial.
Regulators on both sides of the Atlantic are raising concerns about the systemic risks of open-ended and exchange-traded funds holding illiquid assets.
The threat of cybercrime is increasing, and as market infrastructures and participants scramble to stay one step ahead of attackers, regulators are focusing on the resiliency of financial markets.