The FSB hosted a virtual workshop on 4 November 2020 to discuss market develops and financial stability implications on the use of supervisory and regulatory technology.
Financial Regulation and Supervision
12 November 2020
This Guidance Paper investigates by means of an extended survey the most recent experiences and practices in risk management and internal control systems of deposit insurers. Guidance is provided on how risk management should be applied within deposit insurers.
29 October 2020
The OECD Recommendation on Financial Literacy presents a single, comprehensive, instrument on financial literacy to assist governments, other public authorities, and relevant stakeholders in their efforts to design, implement and evaluate financial literacy policies
19 October 2020
This toolkit sets out financial institutions’ effective practices for cyber incident response and recovery.
1 September 2020
This Report proposes Guidance to help IOSCO members address the risk of conflicts of interest and associated conduct risks during the debt capital raising process.
29 June 2020
This Application Paper on Liquidity Risk Management provides guidance on the supervisory material related to liquidity risk management in the Insurance Core Principles (ICPs) and the Common Framework for the Supervision of Internationally Active Insurance Groups (ComFrame).
This Guidance Paper provides a set of supporting guidance points for the effective implementation of Principle 1 (“Public Policy Objectives') of the IADI Core Principles for Effective Deposit Insurance Systems.
6 March 2020
FATF Guidance on Digital Identity
16 January 2020
IOSCO Recommendation: Market Authorities should consider requiring Trading Venues and their participants within their jurisdiction to synchronise, consistent with industry standards, the business clocks they use to record the date and time of any reportable event. Where they do so, business clocks should be synchronised to Coordinated Universal Time (UTC).
15 December 2019
This standard establishes minimum standards for margin requirements for non-centrally cleared derivatives. Such requirements reduce systemic risk with respect to non-standardised derivatives by reducing contagion and spillover risks and promoting central clearing.