{"id":3784,"date":"2022-05-02T09:54:46","date_gmt":"2022-05-02T13:54:46","guid":{"rendered":"https:\/\/gestionderiesgo.org\/?page_id=3784"},"modified":"2026-10-06T21:43:51","modified_gmt":"2026-10-07T01:43:51","slug":"publicaciones-y-o-comunicaciones","status":"publish","type":"page","link":"https:\/\/gestionderiesgo.org\/en\/publicaciones-y-o-comunicaciones\/","title":{"rendered":"Publications and\/or Communications"},"content":{"rendered":"

Good Practices in Cyber Risk Regulation and Supervision<\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Cyber risk in the financial sector is a critical concern because of the sensitivity, volume, and value of the data handled by financial institutions (FIs)1 and financial market infrastructures (FMIs).2 The importance of this challenge is underscored by the rapid increase in the scope and intensity of cyber threats. The financial
sector is a prime target of cybercriminals given the significant growth and still rising prominence of digital financial services and online transactions. Moreover, critical infrastructure, such as payments, clearing, and settlement, can be targeted by adversaries seeking disruption.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

INTEGRATING ESG INTO CREDIT RISK: Recommendations<\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Banks and financial institutions have long <\/span>established the practice of using rating models and scorecards for assessing the creditworthiness of their borrowers. These <\/span>models are tuned to evaluate the borrowers\u2019 ability to repay their debt obligations by focusing on traditional drivers of credit performance, such as industry risk, business risk, financial risk, and management risk.<\/span><\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Solvency as a requirement for emergency liquidity support<\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Central banks act as lenders of last resort to markets or individual firms. To that end, central banks have developed their toolkits to include various forms of liquidity support. 2 The banking turmoil of 2023 confirmed the importance of liquidity support provided by central banks in times of distress. Some legislatures are considering amending or expanding central bank mandates to allow them to provide liquidity support when financial markets are distressed.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Conduct Risk: trends and challenges for the financial sector<\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Financial institutions have made great progress in controlling traditional risks, controlling losses and protecting the balance sheet. But, unlike any of the
\ntraditional risks, Conduct Risk drives a total paradigm shift, since it requires institutions to put themselves in the shoes of customers or the parties involved, and to protect their balance sheets (in some cases against the institution\u2019s own short-term interests). Institutions must now focus on protecting their indirect assets, that is, their
\ncustomers.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Principles for the sound management of third-<\/strong>
party risk<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

For years banks have relied on third-party service providers (TPSPs) to obtain specialized expertise, reduce costs, improve efficiency and focus on their core activities. In 2005, supervision focused only on outsourcing, a specific type of these relationships. But with digitalization and the adoption of new technologies, banks have increased their reliance on TPSPs for services they did not previously perform, which has broadened the traditional concept of outsourcing toward a wider focus on all relationships with TPSPs.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Principles for the management of credit risk<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Credit risk is one of the main areas of vulnerability in banking activity, given its inherent nature in financing operations. In this context, the document published for public consultation by the Basel Committee on Banking Supervision, titled \u201cPrinciples for the management of credit risk<\/i>\u201d updates and reinforces a set of fundamental principles that should guide the prudent management of this risk at financial institutions. Through a structured approach, it seeks to promote a robust control culture that prioritizes early identification, comprehensive assessment and constant monitoring of credit exposures.<\/p>\n<\/div>

Click to view summary <\/span><\/a><\/div>
Click to view report<\/span><\/a><\/div><\/div><\/div>

Sound practices for managing intraday liquidity risk<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

Intraday liquidity risk represents a critical dimension of financial management
\nin the euro area, especially in an environment characterized by payment systems that operate
\nin real time, high interdependence between institutions and growing digitalization of
\nfunds flows. In response to these conditions, the European Central Bank (ECB) in the document \u201cSound practices for managing intraday liquidity risk\u201d has identified a
\nset of sound practices that significant institutions should adopt to strengthen
\ntheir capacity to monitor and respond to liquidity stress during the day.<\/p>\n<\/div>

Click to view summary <\/span><\/a><\/div>
Click to view report<\/span><\/a><\/div><\/div><\/div>

Depositor Behavior and Liquidity and Interest Rate Risks in the Financial System<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

The growing relevance of depositor behavior within financial risk management has generated renewed interest in the relationship between individual saving decisions and the banking system\u2019s exposure to liquidity and interest rate risks. In this context, the document \u201cDepositor Behaviour and Interest Rate and Liquidity Risks in the Financial System: Lessons from the March 2023 banking turmoil\u201d prepared by the Financial Stability Board offers a critical and deeply structured review of how depositors\u2019 reactions to changes in rates and to shifts in confidence conditions can amplify risks in the financial system.<\/p>\n<\/div>

Click to view summary <\/span><\/a><\/div>
Click to view report<\/span><\/a><\/div><\/div><\/div>

Prudential Update of the IRRBB Framework: Recalibration of Shocks <\/em>in the Face of New Conditions of Financial Volatility<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>

The analysis contained in the document on the recalibration of the shocks applicable to interest rate risk in the banking book (IRRBB) presents a technical review grounded in the adjustments proposed by the Basel Committee on Banking Supervision, in order to better reflect current conditions in the global financial market.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Principles for the sound management of third-party risk<\/strong><\/h1>\n


<\/strong><\/p>\n<\/div>

\"The<\/a><\/span><\/div>

In an increasingly digitalized banking environment, reliance on third parties for critical services has grown exponentially. While this trend improves operational efficiency, it also introduces significant risks that must be managed appropriately. In this context, the Basel Committee has established 12 fundamental principles with the aim of optimizing the management of third-party risks, strengthening the resilience of the financial sector and ensuring the operational continuity of banking institutions.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Artificial Intelligence Regulation in the European Union<\/strong><\/h1>\n<\/div>
\"Basel<\/a><\/span><\/div>

Regulation (EU) 2024\/1689 establishes a harmonized regulatory framework for the development, marketing and use of artificial intelligence (AI) systems within the European Union. Its main objective is to ensure that AI is safe, transparent and respectful of fundamental rights, while fostering innovation and competitiveness in the European market. However, its implementation also entails challenges for the companies and bodies in charge of applying it, which requires a strategic approach to comply with its provisions without affecting the dynamism of the technology sector.<\/span><\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

The Global Risks Report 2021<\/strong><\/h1>\n<\/div>
\"The<\/a><\/span><\/div>


<\/i><\/p>\n

The 16th edition of the Global Risks Report<\/i> of the World Economic Forum analyzes the risks of social fractures, which manifest through persistent and emerging risks to human health, rising unemployment, widening digital divides, youth disillusionment and geopolitical fragmentation. Companies run the risk of a disorderly reorganization that may exclude groups.<\/span><\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Basel Committee on Banking Supervision<\/strong><\/h1>\n<\/div>
\"Basel<\/a><\/span><\/div>

The Basel Framework is the complete set of standards of the Basel Committee on Banking Supervision (BCBS), which is the primary global standard setter for the prudential regulation of banks. BCBS members have agreed to fully implement these standards and apply them to internationally active banks in their jurisdictions.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Basel III: Liquidity Coverage Ratio and liquidity risk monitoring tools.<\/strong><\/h1>\n<\/div>
\"Basilea<\/a><\/span><\/div>

This document presents one of the Basel Committee\u2019s essential reforms to achieve a more resilient banking sector: the Liquidity Coverage Ratio (LCR). The objective of the LCR is to promote the short-term resilience of banks\u2019 liquidity risk profile.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Reporting requirements (MRI, Documents and MRI support table)<\/strong><\/h1>\n<\/div>
\"Requerimiento<\/a><\/span><\/div>

Considering the changes that have taken place in the macroeconomic and financial environment of the Dominican Republic and with the aim of maintaining an efficient and effective supervision system, under Article 56, Letter a) of the Monetary and Financial Law No. 183-02.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

2023 EU-WIDE Stress Test – Results<\/strong><\/h1>\n<\/div>
\"Requerimiento<\/a><\/span><\/div>

This report is provided for transparency purposes only. The official results are those that have been submitted and confirmed by the competent authorities and published as PDF files by the European Banking Authority (EBA). The cut-off date for the data in this report is July 20, 2023 at 14:00 CET.<\/span><\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

The ecosystem imperative<\/strong>
Embedded finance: customer relationships and value network dynamics<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

In this report, the second in a series of four on financial services ecosystems, the Institute of International Finance (IIF) and Deloitte Global explore the concept of embedded finance and how it affects the customer experience.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Financial stability risks arising from crypto-assets in emerging market economies<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

This report analyzes in depth the changing landscape of digital finance and the rapid growth of crypto-assets, focusing on emerging market economies (EMEs).<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

First study of the maturity level of Risk Management, Survey applied to organizations in Chile<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>
\n
\n
\n
\n

Below, I invite you to review the \u201cFirst study of the maturity level of Risk Management\u201d, which will allow you to compare your risk management maturity level with the national average or with your industry sector, as well as to identify the new challenges you will face regarding this practice.<\/span><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Centre for the New Economy and Society. Chief Risk Officers Outlook.<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

This mid-year briefing on the global risk landscape is based on consultations and surveys with leading chief risk officers from the public and private sectors, organized by the Global Risks Initiative within the World Economic Forum\u2019s Centre for the New Economy and Society.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Artificial Intelligence and risk management<\/strong>
Innovating with confidence<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

Artificial Intelligence (AI) is not a new concept, but only in recent years have financial services (FS) companies begun to learn about and understand its full potential.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Study on Cyber Risk Management in the Latin American Financial Sector 2023<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>
\n
\n
\n
\n
\n
\n
\n
\n

The people surveyed are directly involved in managing their companies\u2019 risks, holding positions in the risk or information security areas, and work for companies of different sizes in the financial sector in Latin America.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Risk Review 2023<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

The FDIC was created in 1933 to maintain stability and public confidence in the nation\u2019s financial system. A key part of achieving this mission is the FDIC\u2019s work to identify and analyze the risks that could affect banks.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Machine learning for IRB models<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

Follow-up report to the consultation on the discussion paper on machine learning for IRB models<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Good practice guidelines for the enterprise risk management function<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

The \u201cGood practice guidelines for the enterprise risk management function\u201d were developed by a steering group made up of the institutes of internal auditors of the Nordic and Baltic countries.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

AON Risk Maturity Index<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>
\n
\n
\n
\n

Developed by Aon and the Wharton School of the University of Pennsylvania, the Aon Risk Maturity Index (RMI) was developed in 2011 as a tool to help senior finance, risk and legal professionals identify and address critical areas of concern in their risk management programs.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Key Risk Indicators (KRI)<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>
\n
\n
\n
\n

All organizations face situations that can involve risks in the pursuit of value. It is therefore challenging to measure the amount of risk they can take on given their capacity.<\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

When the music stops: Holding bank executives accountable for their misconduct<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

FSI Insights is written by members of the Financial Stability Institute (FSI) of the Bank for International Settlements (BIS), often in collaboration with staff from supervisory agencies and central banks.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

2023: Bank failures,<\/strong>
Preliminary lessons learned for resolution<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

The bank failures of the first quarter of 2023 are the first real large-scale test of the international resolution framework established by the Key Attributes of Effective Resolution Regimes for Financial Institutions (\u201cKey Attributes\u201d) after the Global Financial Crisis.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Improving the management and supervision of third-party risk.<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

Financial institutions rely on external service providers, some of which support their critical operations. These dependencies have increased as part of the digitalization of the financial services sector and can bring multiple benefits to financial institutions.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Professional standards<\/strong>
in Risk Management<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

The IRM is the leading professional body for risk management. We are an independent, non-profit organization that champions excellence in risk management to improve organizational performance.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

PwC Financial Services update, change remains a constant in FS Risk & Regulatory<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

On July 27, the Federal Reserve, the FDIC and the OCC published their long-awaited proposal to implement the final components of the Basel III agreement, also known as Basel III Endgame. In addition, the Federal Reserve also proposed adjustments to the calculation of the capital surcharge for global systemically important banks (G-SIBs).<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Interest rate risk management by EME banks1<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

Banks\u2019 interest rate risk management depends on their business model as well as on the environment in which they operate. Compared with banks in many advanced economies, banks in emerging market economies (EMEs) use fewer interest rate derivatives.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

How to assess, transfer<\/strong>
and communicate critical risks<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

When I first met Antonio Borghese more than 20 years ago, I was impressed by his desire to share his knowledge and experience about risk management and its role in our society.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

The state of Artificial Intelligence in 2023: Generative AI\u2019s breakout year<\/strong><\/h1><\/h1><\/div>
\"Requerimiento<\/a><\/span><\/div>

The state of AI confirms the explosive growth of generative AI (gen AI) tools. Less than a year after many of these tools debuted, a third of respondents say their organizations regularly use gen AI in at least one business function.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div>

Basel III: Net Stable Funding Ratio<\/strong><\/h1>\n<\/div>
\"Basilea<\/a><\/span><\/div>

This document presents the Net Stable Funding Ratio (NSFR), one of the Basel Committee\u2019s essential reforms to promote a more resilient banking sector. The NSFR will require banks to maintain a stable funding profile in relation to the composition of their assets and off-balance-sheet activities. A sustainable funding structure helps reduce the likelihood.<\/p>\n<\/div>

Click to view report<\/span><\/a><\/div><\/div><\/div><\/div><\/div>
\n