Capital / Liquidity

Capital / Liquidity

APRA Pledges to Minimise Burden of New Data Collections

By Editors | 02/12/2022

APRA says it is committed to “early and frequent” engagement with the industry on its new data collections, what it calls a “co-design approach”.

Capital / Liquidity

BOJ Relaxes Terms of Securities Lending Facility

By Editors | 02/12/2022

The move is aimed at ensuring stability in the market and easing tight JGB liquidity in the repo market.

Capital / Liquidity

RBI Allows Banks to Include SDF Balances in LCR Computation

By Editors | 01/12/2022

The RBI’s intent is to improve the ability of banks to achieve the 100 percent LCR requirement, while still using the standing deposit facility.

Capital / Liquidity

RBI, FSA Agree to Improve Mutual Cooperation on CCPs

By Editors | 01/12/2022

The letters of cooperation come after two years of negotiations between Indian and Japanese regulators on CCPs.

ESG / Sustainability

APRA Unveils Results of Big Bank Climate Vulnerability Assessments

By Editors | 01/12/2022

The CVA results suggest that climate risk impacts and bank loan losses are likely to be concentrated in specific regions and industries.

Capital / Liquidity

BOE Confirms Planned Approach to Basel III Implementation

By Manesh Samtani | 30/11/2022

The BOE says its approach is consistent with the “vast majority” of major financial jurisdictions, with “appropriate but limited” adjustments for the UK market.

Capital / Liquidity

PBOC Calls on Chinese D-SIBs to Improve TLAC

By Editors | 30/11/2022

The G-SIBs are encouraged to improve their TLAC internal planning and management mechanisms and issue TLAC non-capital bonds in offshore markets.

Capital / Liquidity

MAS Plans to Adopt BCBS Risk Weights for Cryptoassets

By Manesh Samtani | 30/11/2022

MAS will require Singapore banks to apply a 1250% risk weight for exposures to Bitcoin and Ether, pending the finalisation of the BCBS framework.

Capital / Liquidity

BCBS Warns of Risks from Bank Exposures to Leveraged NBFIs

By Editors | 30/11/2022

Bank exposures to NBFIs, particularly highly leveraged firms, could lead to excessive risk concentration and potential liquidity issues.