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2014

IACPM / PwC 2014 Study on Risk Appetite Frameworks: Insights into evolving global practices

In the aftermath of the financial crisis of 2008, and in response to standard-setting guidance from the Financial Stability Board and other regulators, financial institutions have renewed efforts to strengthen the risk appetite framework (“RAF”) within their organizations. Both supervisors and financial institutions agree that the RAF is an essential component of an effective risk …

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IACPM Joins Associations in Second Comment Letter on Basel Committee’s Revisions to the Securitisation Framework (BCBS 269)

The IACPM has joined for the second time a broader industry association comment letter to the Basel Committee regarding the Securitisation Framework. The first joint industry association letter, submitted in March 2014, recommended specific changes in modelling assumptions and parameters, as well as changes to the operating conditions for certain approaches and to the risk …

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IACPM Comments on Basel Committee’s Revisions to the Securitisation Framework (BCBS 269)

The IACPM has joined other associations to comment on the proposals set out in the second consultative document “Revisions to the Basel Securitization Framework” published by the Basel Committee on Banking Supervision on December 21, 2013 (BCBS 269). The joint association letter addresses the capital calibration issues proposed by the Basel Committee that will put …

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