The paper provides guidance on the incremental risk capital charge modelling approaches employed by credit institutions using the Internal Model Approach for the calculation of the required capital for specific interest risk in the trading book.

The Australian Securities and Investments Commission's ("ASIC") assessment of the Australian Stock Exchange ("ASX") Group Licensees was used to broadly understand the operational changes that the ASX has made as a result of the transfer of market supervision to ASIC on 1 Aug

The Australian Prudential Regulatory Authority has announced that it proposes to apply the new Basel III global liquidity standards to the larger authorised deposit-taking institutions.

The Financial Services Authority has released a consultation which assessed seven major providers of structured products between November 2010 and May 2011.