Capital / Liquidity

Capital / Liquidity

HKMA Consults on Market Risk, CVA Risk Frameworks

By Editors | 12/10/2022

HKMA is consulting on proposed BCR changes and two new SPMs for implementation of the revised market risk and CVA risk frameworks.

Capital / Liquidity

ECB Cautions European Banks on Bonus, Dividend Payouts

By Editors | 11/10/2022

The ECB is reportedly concerned that a sharper slowdown next year could trigger a wave of defaults, and that banks may be underestimating the risks.

Capital / Liquidity

Five Taiwan D-SIBs Fail to Meet Capital Requirements

By Editors | 11/10/2022

The FSC says CTBC Bank was the only Taiwanese D-SIB that meet its prescribed capital requirements as of the end of June.

Capital / Liquidity

European Commission May Scrap Stricter Foreign Bank Rules

By Editors | 10/10/2022

Proposed requirements that would automatically require foreign banks to set up a subsidiary if they reach a certain size may […]

Securities / Derivatives

IMF Calls on Policymakers to Address Fund Redemption Risks

By Editors | 08/10/2022

Policymakers should provide guidance on how open-ended funds should calibrate swing pricing and similar tools, and monitor their implementation.

Capital / Liquidity

Industry Says BCBS Cryptoasset Treatment is Prohibitive for Banks

By Manesh Samtani | 08/10/2022

The cap on banks’ exposures to cryptoassets should be raised from 1% to 5% of tier 1 capital, and based on net rather than gross exposures. The infrastructure risk add-on should be scrapped.

Capital / Liquidity

BCBS Calls for Greater Use of CCyB by National Authorities

By Editors | 06/10/2022

Authorities should adopt a positive CCyB rate in normal times. A report evaluating the impact and effectiveness of implemented Basel reforms has also been released.

Capital / Liquidity

HKMA to Defer Implementation of Basel III Reforms

By Editors | 06/10/2022

Standards associated with credit risk, operational risk, the output floor, and the leverage ratio will implemented no earlier than 1 January 2024.

Capital / Liquidity

Further Progress Made to Adopt Basel III Standards: BCBS

By Editors | 05/10/2022

The latest update highlights progress to implement the Basel III standards from APAC jurisdictions including Australia, Indonesia, Japan and China.