Capital / Liquidity

Capital / Liquidity

BCBS Progresses Work on Climate Risk, Crypto Assets

By Editors | 01/06/2022

The BCBS will soon publish its final set of principles on managing climate-related financial risks, and a second consultation on the treatment of banks’ crypto-asset exposures.

Capital / Liquidity

RBNZ Commends Westpac for Improved Liquidity Risk Management

By Editors | 31/05/2022

The RBNZ says Westpac NZ has improved its liquidity risk management and risk culture by improving resourcing and governance.

Capital / Liquidity

Sri Lankan Banks Get Reprieve Amid Forex Crisis

By Duruthu E Chandrasekera | 28/05/2022

Banks can use their CCB and operate at 90 percent LCR and NSFR. IMF loan not expected until at least August.

Capital / Liquidity

MAS Raises OCBC Capital Requirement for Scam Incident

By Editors | 27/05/2022

OCBC has to apply a 1.3x multiplier to its RWA for operational risk, which translates to additional regulatory capital of S$330mn.

Capital / Liquidity

How Canada’s Big Banks Used Their War Chests During the Pandemic

By Lalinda Sugathadasa | 25/05/2022

Lalinda Sugathadasa analyses the approach Canadian regulators and D-SIBs adopted during the pandemic to remain profitable despite a build-up of excess capital.

ESG / Sustainability

BOE Publishes Results of First Supervisory Climate Stress Test

By Manesh Samtani | 25/05/2022

Without early action, the UK’s largest banks and insurers would suffer climate-related losses worth $418bn by 2050.

Fintech / Regtech

ISDA Analysis Shows Effectiveness of Crypto Hedging

By Editors | 24/05/2022

The analysis suggests that a less punitive capital framework should be considered for banks’ exposures to Bitcoin and Ethereum.

Capital / Liquidity

CBIRC Issues Rules to Standardise ECL Processes at Banks

By Darien Choong | 22/05/2022

The rules will address differences in how banks have implemented the ECL method, and prevent its use as a “tool” to adjust profits.

AML / KYC

ISDA AGM Highlights Global Scrutiny of Crypto Sector

By Manesh Samtani | 14/05/2022

Senior officials from the FSB, Basel Committee, US SEC, and CFTC spoke at ISDA’s AGM about the need for more regulation in the crypto sector.