CAPITAL / LIQUIDITY

Capital / Liquidity

FSB Announces Decision to Discontinue Annual G-SII Identification

By Editors | 12/12/2022

The FSB will instead use assessments available through the IAIS Holistic Framework to inform its considerations of systemic risk in the insurance sector.

Capital / Liquidity

RBNZ to Introduce New Capital Instrument for Mutual Banks

By Editors | 11/12/2022

The RBNZ will allow mutual banks to issue a so-called Mutual Equity Tier 1 (MET1) capital instrument, a new instrument that can qualify as CET1 capital.

Capital / Liquidity

APRA Finalises Expectations on Holding Contingent Liquidity

By Manesh Samtani | 11/12/2022

MLH ADIs with more than A$1bn in liabilities are expected to reduce self-securitised assets held as contingent liquidity to at least 10% of total deposits and short-term wholesale liabilities.

Capital / Liquidity

APRA Finalises New Standard on Public Disclosures by Banks

By Manesh Samtani | 09/12/2022

The standard, which will require disclosure of remuneration arrangements, will become effective from 1 January 2025, 12 months later than initially proposed.

ESG / Sustainability

BCBS Issues Guidance on Capturing Climate Risks in Pillar 1 Standards

By Editors | 09/12/2022

The FAQs cover RWA calculations for credit risk, operational risk, and market risk, as well as considerations for meeting LCR requirements.

Capital / Liquidity

More Work Needed on Resolution Plans for CCPs, Insurers: FSB

By Editors | 09/12/2022

The FSB said resolution planning for G-SIBs is maturing but more progress is needed on the development of resolution plans for CCPs and insurers.

Capital / Liquidity

RBI Issues Revised Regulatory Framework for UCBs

By Editors | 08/12/2022

The four-tiered regulatory framework for UCBs will allow the RBI to prescribe more differentiated requirements based on size.

Capital / Liquidity

ISDA Calls for Adjustments to IMA Default Risk Charge Under FRTB

By Editors | 06/12/2022

New paper provides analysis in support of the removal of the 3bp PD floor set by the BCBS under the internal models approach for FRTB.

Crypto / Digital Assets

SEC Thailand to Tighten Conflict Management Rules for ICO Portals

By Editors | 06/12/2022

Under the revised rules, ICO portals will also be allowed to outsource certain tasks to service providers, as long as they are not ‘core’ services.