CAPITAL / LIQUIDITY

Capital / Liquidity

BCBS Finalises Revisions to Market Risk Disclosure Requirements

By Editors | 12/11/2021

The BCBS has also finalised standards for banks to use when disclosing their sovereign exposures and risk-weighted assets.

Capital / Liquidity

BCBS Offers Progress Update on Climate, Cryptoasset Work

By Editors | 09/11/2021

The BCBS will issue a consultation this month on the effective management and supervision of climate-related financial risks at internationally active banks.

Capital / Liquidity

HKMA Finalises Guidance on Implementing OCIR Arrangements

By Sanday Chongo Kabange | 08/11/2021

In a new chapter of its code of practice, the HKMA sets out its expectations on the arrangements banks must have in place to maintain operational continuity in resolution.

Capital / Liquidity

Japan FSA Proposes Revisions to Leverage Ratio Requirements

By Editors | 07/11/2021

For internationally-active banks, the new leverage ratio requirements will commence from 31 March 2023 and for other banks one year later.

Capital / Liquidity

RBI Issues Revised PCA Framework for Weak Banks

By Editors | 03/11/2021

The profitability parameter has been removed in the revised PCA framework, which will also apply foreign banks operating in India through branches or subsidiaries.

Capital / Liquidity

UK Postpones Consultation Signalling Basel III Implementation Delay

By Editors | 03/11/2021

Implementation of the final Basel III requirements will not take place in the UK according to the globally agreed timeline.

Capital / Liquidity

MAS to Implement Contractual Recognition Requirement

By Mark Johnston | 03/11/2021

Singapore banks have three years to ensure their foreign law financial contracts recognise MAS’ temporary stay powers regarding termination rights.

Capital / Liquidity

PBOC, CBIRC Establish Final TLAC Rules for Chinese G-SIBs

By Editors | 02/11/2021

China’s G-SIBs must have total loss-absorbing capacity amounting to at least 16% of RWA and a leverage ratio of 6% by 1 January 2025.

Big Picture

UK Considers Use of Climate Risk Capital Buffers

By Editors | 31/10/2021

The Bank of England is exploring whether to use capital add-ons or scalars to address weaknesses in climate risk management.