Compendium

Guidance for national authorities operating the countercyclical capital buffer

This document serves as a supplement to the requirements set out in the Basel III rules text. In addition to providing guidance for national authorities, this document should help banks understand and anticipate the buffer decisions in the jurisdictions to which they have credit exposures.

Sound practices for backtesting counterparty credit risk models – final document

This guidance sets out supervisory expectations as well as recommendations to strengthen the backtesting of internal assessments of counterparty credit risk exposures.

IOPS Principles of Private Pension Supervision

The objectives of private pension supervision focus on protecting the interests of pension fund members and beneficiaries, by promoting the stability, security and good governance of pension funds.

Recognising the risk-mitigating impact of insurance in operational risk modelling

This document clarifies supervisory expectations on the range of industry AMA practices while promoting increased convergence in operational risk management.

Principles for Reducing Reliance on CRA Ratings

The goal of these principles is to reduce mechanistic reliance on ratings and to incentivise improvements in independent credit risk assessment and due diligence capacity.

Guiding Principles for Managing Sovereign Risk and High Levels of Public Debt (“Stockholm Principles”)

The Stockholm Principles" aim to help manage sovereign risk and high levels of public debt in an environment of elevated uncertainty.

Principles for Direct Electronic Access to Markets

This report sets forth elements regarding principles pertinent to direct electronic access (DEA), including those that address pre-conditions for DEA, information flow, and adequate systems and controls and is intended to guide markets, intermediaries and regulators.

Transparency of Structured Finance Products

IOSCO sets out a number of factors that are designed to assist market authorities when considering how to enhance post-trade transparency of SFPs in their respective jurisdictions.

Principles Regarding Cross-Border Supervisory Cooperation

This report distills the critical elements of supervisory cooperation into a set of principles designed to guide IOSCO members in developing cooperative supervisory arrangements amongst themselves, tailored to their own markets and circumstances, and their own legal powers and requirements.

Guidance paper on the treatment of non-regulated entities in group-wide supervision

The purpose of this paper is to encourage the establishment of sufficient supervisory power and authority to ensure that supervision has proper regard to all entities which may affect the overall risk profile and/or financial position of the group as a whole and/or the individual entities within the group; and to promote greater consistency between jurisdictions.

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