Resources for SP10

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Title links lead to book details on the IFoA Library catalogue. From there, IFoA members and students can 'Request' the book from the IFoA Library Service, subject to availability. Members can also follow the ‘Access eBook’ links below after logging in through the member portal.

Students can follow up references to 'Additional Reading' in ASSA's 'B100: Banking Principles' in the resources listed below.

Please refer to ASSA 'B100 Banking Principles' as primary reading material for the exam and for guidance on specific 'Additional Reading' resources listed below. This page supports members in locating the complementary resources which ASSA has identified for the exam.

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.
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Capital measurement

Choudhry, M. (2012). The principles of banking. John Wiley & Sons Ltd., 2012. Chapters 2, 16, 17.
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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.
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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.

Credit risk management

Choudhry, M. (2012). The principles of banking. - John Wiley & Sons, 2012. Chapters 1-3.
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Market risk measurement

Choudhry, M. (2012). The principles of banking. John Wiley & Sons, 2012. Chapters 1, 5-11.
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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.