CAPITAL / LIQUIDITY

Capital / Liquidity

RBI Releases 2024 List of Domestic Systemically Important Banks

By Nithya Subramanian | 14/11/2024

SBI, HDFC, and ICICI remain India’s three D-SIBs. SBI and HDFC have to meet a higher CET1 requirement from April 2025.

Capital / Liquidity

HKMA Proposes Revisions to Policy Manual on Pillar 2 Capital

By Sanday Chongo Kabange | 12/11/2024

The revisions incorporate the Basel III reforms and allow Pillar 2 capital charges to be imposed for inadequate systems and controls to address climate risks.

Capital / Liquidity

Navigating APRA’s Revised IRRBB Requirements

By Bradley Maclean | 12/11/2024

Australian bankers are concerned about tight implementation timelines for APS 117, given the significant model development and testing work needed.

Securities / Derivatives

IOSCO Updates Fund Liquidity Risk Management Recommendations

By Manesh Samtani | 12/11/2024

The proposed updates emphasise the need for open-ended funds to implement anti-dilution and quantity-based liquidity management tools in both normal and stressed market conditions.

Capital / Liquidity

Levies for NZ’s Depositor Compensation Scheme to be ‘Risk-based’

By Editors | 12/11/2024

New Zealand’s four largest banks will pay about three-quarters of the total levies collected to fund the Depositor Compensation Scheme.

Capital / Liquidity

China Approves Debt Swap Plan to Address LGFV Debt

By Editors | 11/11/2024

The CNY 10 trillion plan is not expected to directly impact economic growth as it doesn’t include measures to incentivise consumption or stimulate the property market.

Capital / Liquidity

ECB May Impose Capital Charge on Banks With Excess Russia Exposure

By Editors | 11/11/2024

The ECB is considering adjusting capital requirements for Raiffeisen Bank International and UniCredit to account for Russia-related risks.

Capital / Liquidity

APRA to Launch System-wide Stress Test in H1 2025

By Thisanka Siripala | 08/11/2024

APRA’s Therese McCarthy Hockey said the “System Risk Stress Test” will focus on risk transmission channels between banks and super funds.

Capital / Liquidity

UPDATED – New Margin Rules for OTC Derivatives Take Effect in India

By Editors | 08/11/2024

Only the VM rules have taken effect on schedule. The effective date for the IM rules has been extended to 1 April 2025.