CA-G-1 Overview of Capital Adequacy Regime for Locally Incorporated Authorized Institutions

Topic:

Capital Adequacy - Capital Base

Capital Adequacy - Capital Buffers

Capital Adequacy - CCR

Capital Adequacy - Credit Risk (non-securitization exposures)

Capital Adequacy - Credit Risk (securitization exposures)

Capital Adequacy - Market Risk

Capital Adequacy - Operational Risk

Capital Adequacy - Sovereign Concentration Risk

Disclosure - Pillar 3 requirements

Interest Rate Risk Management

Leverage Ratio

Keyword: Risk-weighting approach Regulatory reporting/disclosures Tier 1 capital CET1 capital SRP + Solo/consolidated supervision Systems/controls Disclosure/Transparency LAC Additional tier 1 capital Exposure measure Regulatory deductions Tier 2 capital Policies/procedures Counterparty default risk Collateral/guarantees CAAP External auditors Board of Directors CEs/ACEs INEDs Senior management/72B managers Central counterparties Group structure Current exposure CVA risk Stress-testing Revocation/suspension Controllers Contractual provision Assessment/feedback mechanisms Risk measurement CB ratio CCyB ratio D-SIBs G-SIBs HLA ratio Supervisory cooperation IAA Inferred ratings Re-securitization exposures SEC-ERBA SEC-FBA SEC-IRBA SEC-SA Recognized credit derivative contracts Recognized netting Operational risk -

Group: Locally Incorporated Authorized Institutions