CAPITAL / LIQUIDITY

Capital / Liquidity

MAS Plans to Adopt BCBS Risk Weights for Cryptoassets

By Manesh Samtani | 30/11/2022

MAS will require Singapore banks to apply a 1250% risk weight for exposures to Bitcoin and Ether, pending the finalisation of the BCBS framework.

Capital / Liquidity

BCBS Warns of Risks from Bank Exposures to Leveraged NBFIs

By Editors | 30/11/2022

Bank exposures to NBFIs, particularly highly leveraged firms, could lead to excessive risk concentration and potential liquidity issues.

Capital / Liquidity

ECB to Impose Capital Charges for Leveraged Finance Risk – Report

By Editors | 29/11/2022

The ECB is reportedly planning to impose higher capital requirements on banks to address risk in their leveraged finance businesses.

Capital / Liquidity

APRA Proposes Additional Revisions to IRRBB Standard

By Editors | 29/11/2022

APRA says the revisions are intended to result in a more stable IRRBB capital charge. It intends to finalise the revisions in mid-2023.

Capital / Liquidity

CBSL Issues Fresh Instruction on Consolidated SLAR Reporting

By Duruthu E Chandrasekera | 28/11/2022

The CBSL is working to address a local currency liquidity deficit in the banking system. Banks can continue to hold 90% NSFR until year-end.

Capital / Liquidity

HKMA Confirms Decision to Defer Implementation of Basel III Reforms

By Editors | 28/11/2022

Hong Kong’s implementation of the Basel III final reform package is being deferred to allow the industry more time to prepare.

Capital / Liquidity

SFC Proposes Risk Management Guidelines for Futures Brokers

By Editors | 28/11/2022

The guidelines strengthen requirements for futures brokers to safeguard client assets, put in place trading controls, and set prudent client limits.

Capital / Liquidity

PBOC Cuts RRR for Banks, Lenders Offer Credit to Developers

By Mark Johnston | 28/11/2022

The latest measures are being somewhat overshadowed by a new round of Covid-related lockdowns and protests in several Chinese cities.

Capital / Liquidity

US Federal Agencies Find Shortcoming in Citigroup Resolution Plan

By Editors | 24/11/2022

The agencies said the shortcoming raises questions about the bank’s ability to produce accurate financial information during stress conditions and could undermine its resolution plan.