Capital / Liquidity

Capital / Liquidity

HKMA Explores Use of Deep Learning for Credit Risk Assessment

By Editors | 04/07/2022

A trained model was able to consistently detect corporate credit deterioration at both the transaction level and aggregate level with a three-month lead time.

ESG / Sustainability

BNM Calls on FIs to Start Preparing for 2024 Climate Stress Tests

By Editors | 03/07/2022

BNM has proposed a framework for the 2024 CRST exercise to assess the resilience of Malaysian FIs to physical and transition risks arising from various climate scenarios.

Capital / Liquidity

APRA Concludes Post Implementation Review of LCR, NSFR

By Editors | 02/07/2022

The LCR and NSFR are operating effectively, but there are potential improvements that could be made to improve efficiency, APRA says.

Capital / Liquidity

MAS Reprimands Crypto Hedge Fund Three Arrows Capital

By Editors | 01/07/2022

MAS said Three Arrows Capital exceeded its allowable AUM and gave the regulator a false representation. The company entered into liquidation this week.

Capital / Liquidity

BCBS Issues New Consultation on Banks’ Cryptoasset Exposures

By Manesh Samtani | 01/07/2022

Total bank exposures to Group 2 cryptossets would be capped at 1% of Tier 1 capital. Banks would be permitted to recognise hedging for certain Group 2 cryptoassets.

Capital / Liquidity

US Banks Pass Severe Recession Scenario of Fed Stress Test

By Editors | 28/06/2022

JPMorgan, BofA and Citi said their CET1 capital ratios relative to risk-weighted assets would rise by about one full percentage point starting October.

Capital / Liquidity

RBI to Require Banks to Use ECL Approach in Provisioning

By Editors | 28/06/2022

Banks were initially due to use the ECL approach to estimate and provision for credit losses from 1 April 2018, but the RBI had deferred implementation.

Capital / Liquidity

BIS Launches Yuan Liquidity Facility for Central Banks

By Editors | 28/06/2022

Central banks from China, Hong Kong, Singapore, Malaysia, Indonesia and Chile are creating a reserve pool to guard against market stresses.

Capital / Liquidity

Vietnam to Drive Bank Mergers to Enhance Competitiveness

By Mark Johnston | 21/06/2022

The government has approved a project that will require banks have a capital adequacy ratio of at least 10-11 percent by 2023 and 11-12 percent by 2025.