Resources for SP10

Online resources referenced as 'Additional Reading' in ASSA 'B100: Banking Principles'

(Open-access URL links on titles of references below follow the related ASSA B100 chapter topic - all accessed 19 January 2022)

Banking regulations:

• Bank of England; Prudential Regulatory Authority (PRA) (2014; 2018). The Prudential Regulatory Authority’s approach to banking supervision. June 2014; updated 31 October 2018.
• Bank of England; Prudential Regulatory Authority (PRA) (2014; 2018). The Prudential Regulatory Authority’s approach to banking supervision. June 2014; updated 31 October 2018.
• Bank of England (2020). Bank of England announces supervisory and prudential policy measures to address the challenges of COVID-19. March 2020. [media alert]
• Basel Committee on Banking Supervision (2010; 2011). Basel III: A global regulatory framework for more resilient banks and banking statements. [‘Basel III’’’]. December 2010; revised June 2011. Bank for International Settlements (BIS), 2011. Print ISBN 9291318590
• Bank of England; Prudential Regulatory Authority (PRA) (2014; 2018). The Prudential Regulatory Authority’s approach to banking supervision. June 2014; updated 31 October 2018.
• Corporate Finance Institute (CFI) [website]. What are the Basel Accords? (Summary of Basel I through III)
• Financial Conduct Authority (UK) [website]. About the FCA.
• Financial Stability Board (FSB) (2014). Key attributes of effective financial stability regimes. 15 October 2014.
• Financial Stability Board (2020). Peer review of South Africa: Review report. 16 March 2020. (FSB’s peer review of South Africa which includes commentary around the proposed Bill - Republic of South Africa (2018) below.)
• Financial Stability Board (FSB) (2020). List of Globally Systematically Important Banks [G-SIBs] (2020)
• Republic of South Africa. (2018). Financial Sector Laws: Amendment Bill. B–2018.
• South African Reserve Bank [website]. Prudential regulation.
• South African Reserve Bank; Financial Stability Department. (2019). A methodology to determine which banks are systematically important within the South African context. June 2019. [SARB D-SIB methodology]
• South African Reserve Bank (2015). Matters related to liquidity risk and the liquidity coverage ratio. D6/2015.
• South African Reserve Bank ([2020]). Counter-cyclical capital buffer (CCtB). 
• South African Reserve Bank; Prudential Authority (2020). Directive D1/2020 issued in terms of section 6(6) of the Banks Act 94 of 1990: Temporary measures to aid compliance with the liquidity coverage ratio during the Coronavirus (Covid-19) pandemic stress period. 31 March 2020.

Banking risk management:

• Choudhry, M. (2012). The principles of banking. - John Wiley & Sons, 2012. Chapters 1 and 4.
  (Access ebook after member login to Actuarial Knowledge Hub via OpenAthens)

Credit risk management:

• Choudhry, M. (2012). The principles of banking. - John Wiley & Sons, 2012. Chapters 1-3.
  (Access ebook after member login to Actuarial Knowledge Hub via OpenAthens

Market risk measurement:

• Choudhry, M. (2012). The principles of banking. John Wiley & Sons, 2012. Chapters 1, 5-11.
  (Access ebook after member login to Actuarial Knowledge Hub via OpenAthens)

• Basel Committee on Banking Supervision (2016). Standards: Interest rate risk in the banking book. April 2016. Bank for International Settlements (BIS), 2016. Print ISBN 9789291974979
• Basel Committee on Banking Supervision (2019). Minimum capital requirements for market risk. eISBN 9789292592370. February 2019. Bank for International Settlements (BIS), 2019.
• Bank for International Settlements (BIS) (2019). Supervisory review process SRP31: Interest rate risk in the banking book. 15 December 2019.

Capital measurement:

• Choudhry, M. (2012). The principles of banking. John Wiley & Sons Ltd., 2012. Chapters 2, 16, 17.
  (Access ebook after member login to Actuarial Knowledge Hub via OpenAthens)
• Bank of England; Prudential Regulation Authority (2020). Statement by the PRA on the Capital Requirements Regulation (CRR) ‘Quick Fix’ package. 30 June 2020.
• Financial Stability Institute (2018). Accounting provisions and capital requirements - executive summary. July 2018. Bank for International Settlements (BIS), 2018.
• South Afrtican Reserve Bank. Regulations. (Republic of South Africa (2012). Government Gazette. 570(35950). Regulation Gazette No. 9872. 12 December 2012). 
  Part 6: Regulation 38. Capital adequacy and leverage. Directives and interpretations for completion of monthly return concerning capital adequacy and leverage.
  South African Reserve Bank [website]. Bank directives:
• South African Reserve Bank (2013). Directive D5/2013: Capital framework for South Africa based on the Basel III Framework. April 2013 (as modified). 
  (Note: Directive 2013/5 and its annexures to be read with Regulation 38).
• South African Reserve Bank (2020). Directive D3/2020: Matters related to the treatment of restructured credit exposures due to the Coronavirus (Covid-19) pandemic. April 2020.
• South African Reserve Bank (2020; updated). Directive D5/2021 issued in terms of section 6(6) of the Banks Act 94 of 1990: Capital framework for South Africa based on the Basel III framework. May 2020; updated.
  South African Reserve Bank (2020) [website]. Guidance Notes:
• South African Reserve Bank (2020). Guidance Note G3/2020: International Financial Reporting Standard (IFRS) 9 in response to the Coronavirus pandemic (Covid-019). March 2020.
  South African Reserve Bank (2020). Guidance Note G6/2020: International Financial Reporting Standard (IFRS) 9 in response to the Coronavirus pandemic (Covid-019). May 2020.

Liquidity measurement:

• Choudhry, M. (2012). The principles of banking. John Wiley & Sons Ltd., 2012. Chapters 9-15.
  (Access ebook after member login to Actuarial Knowledge Hub via OpenAthens)
• Basel Committee on Banking Supervision (2019). Basel Framework – Liquidity Coverage Ratio. December 2019. Bank for International Settlements (BIS), 2019.
• Basel Committee on Banking Supervision (2019). Basel Framework - Net Stable Funding ratio. December 2019. Bank for International Settlements (BIS), 2019.
• South African Reserve Bank (2016). Directive D4/2016: Matters related to the Net Stable Funding ratio.
• South African Reserve Bank (2018). Guidance Note G4/2018: Continued provision of a committed liquidity facility by the South African Reserve Bank to banks. September 2018.