CAPITAL / LIQUIDITY

Capital / Liquidity

FSB Outlines 2024 Priorities on Resolution-related Work

By Editors | 18/12/2023

The FSB will explore the adequacy of public sector backstop funding mechanisms and ways for resolution authorities to respond to the speed of bank runs.

Capital / Liquidity

HKMA Sets Expectations on Managing Risk, IRRBB, Liquidity

By Manesh Samtani | 17/12/2023

Banks should establish social media monitoring frameworks, develop plans to respond to negative publicity, and limit how much HTM securities are held as HQLA.

Capital / Liquidity

Korea Relaxes FHC Rules on Lending to Overseas Subsidiaries

By Editors | 15/12/2023

The FSC said the amendments, effective on 1 January, will “contribute to revitalising the overseas expansion of Korean financial companies”.

Capital / Liquidity

Design of Deposit Insurance Systems to Undergo Review

By Editors | 15/12/2023

The 2023 banking turmoil highlighted issues requiring further analysis to inform a review of IADI’s Core Principles for Effective Deposit Insurance Systems.

Crypto / Digital Assets

BCBS Proposes Targeted Amendments to Cryptoasset Standard

By Manesh Samtani | 15/12/2023

The BCBS proposes to update the requirements relating to banks’ exposures to stablecoins, and other technical amendments.

Capital / Liquidity

UK Releases Policy Statement on Basel III Implementation

By Editors | 13/12/2023

The statement covers the standards for market risk, CVA risk, counterparty credit risk, and operational risk. A second release in Q2 2024 will cover the remaining elements.

Capital / Liquidity

BCBS Consults on Targeted Adjustments to IRRBB Standard

By Editors | 13/12/2023

The BCBS proposes adjustments to the calibration of the interest rate shocks in the IRRBB standard and the methodology used to calculate the shocks.

Capital / Liquidity

APRA Advances Proposals on Interest Rate Risk Management

By Sanday Chongo Kabange | 13/12/2023

APRA updated its revisions to APS 117 based on consultative feedback and is now consulting on changes that are relevant to smaller banks.

Capital / Liquidity

BCBS Says it Will Launch Three New Consultations

By Manesh Samtani | 08/12/2023

The consultations will deal with the standards for crypto assets, interest rate risk in the banking book, and window-dressing by G-SIBs.