To support its membership in these challenging times, the IACPM has compiled a reference list of published COVID-19 Regulatory Guidelines of relevance for the Credit Portfolio Management Function. This resource will be updated weekly to stay current with ongoing regulatory development. We are currently covering the United States, European Union, United Kingdom, Australia, Singapore, India, and Japan for the following topics:
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- General Responses to the COVID-19 Crisis
- Macro-prudential Measures (RWA, Capital Buffers)
- Credit Provisions (ECL, CECL)
- Forward-Looking Scenarios
- Moratoria
- Counterparty Risk and FRTB
- Credit Risk Modelling
- Collateral Easing
- Investment Funds
The reference list of published Regulatory Guidelines can be accessed here.
Please let us know if there are any relevant publications that should be added by emailing either Jennifer Bearden or Tamar Joulia.