Capital / Liquidity

    Market Infrastructure

    Post-Crisis Reforms Need Recalibration for Repo Markets – GFMA, ICMA

    By Manesh Samtani | 17/12/2018

    A new report calls on the FSB and BCBS to review and recalibrate post-crisis prudential standards in relation to their impacts on repo and securities lending markets.

    Capital / Liquidity

    HKMA Issues Revised SPM for Local IRRBB Implementation

    By Editors | 17/12/2018

    Authorised institutions should be ready to measure and report IRRBB exposures using the new standardised framework by 1 July 2019.

    Capital / Liquidity

    Myanmar’s First Credit Bureau to Become Operational Within a Year

    By Editors | 17/12/2018

    Using software from Equifax, the new credit bureau will enable lenders to use credit histories to calculate bad debt risk and potentially lower the need for collateral.

    Capital / Liquidity

    New Zealand Proposes to Nearly Double Bank Capital Requirements

    By Editors | 17/12/2018

    The proposal would set a Tier 1 capital requirement equal to 16% of risk-weighted assets for the big four banks, and 15% for other banks, up from 8.5% currently.

    Capital / Liquidity

    KDIC to Enhance Defences Against Defaults by Financial Firms

    By Editors | 14/12/2018

    The Korea Deposit Insurance Corp will upgrade its risk assessment and monitoring system in 2019 to protect against the credit risks of financial firms.

    Capital / Liquidity

    Basel Committee Consults on Leverage Ratio Disclosure Enhancements

    By Editors | 14/12/2018

    The Basel Committee on Banking Supervision seeks to revise leverage ratio disclosure requirements to address arbitrage and window-dressing by banks.editors

    Capital / Liquidity

    Rural Banks in China Found Hiding Bad Loans – Report

    By Editors | 14/12/2018

    China’s National Audit Office has reportedly found that five financial institutions concealed a combined $189mn in bad loans by misclassifying them as performing.

    Capital / Liquidity

    Philippines to Introduce Basel III Countercyclical Capital Buffer

    By Editors | 13/12/2018

    The CCyB will initially be set at 0% but is subject to upward adjustment – up to a maximum of 2.5% – when warranted by systemic conditions.

    Capital / Liquidity

    FRTB Capital Requirements Set for Further Delays – Report

    By Editors | 12/12/2018

    European legislators have reportedly agreed to initially introduce only the reporting requirements under FRTB and delay the capital requirements.

    Capital / Liquidity

    IMF Commends Hong Kong for Strong Buffers, Robust Policy Frameworks

    By Manesh Samtani | 12/12/2018

    Years of prudent macroeconomic policies and robust financial regulation and supervision will help Hong Kong weather possible domestic and external shocks, the IMF says.

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