CAPITAL / LIQUIDITY

Capital / Liquidity

BCBS Finalises Targeted Revisions to CVA Risk Framework

By Editors | 08/07/2020

Completion of the final adjustments to the CVA framework represents the conclusion of outstanding policy work related to the Basel III framework.

Capital / Liquidity

APRA Extends Regulatory Approach For Covid-19 Loan Deferrals

By Editors | 08/07/2020

APRA will also allow banks to treat loans restructured by 31 March 2021 as ‘performing’ for capital and regulatory reporting purposes.

Capital / Liquidity

BOE Sets Deadline for UK Firms to Embed Climate Risk

By Editors | 07/07/2020

By end-2021, financial firms will have to be able to demonstrate that their approaches to managing climate-related financial risk have been implemented and embedded in their organisations.

Capital / Liquidity

Taiwan FSC Proposes Rules Changes for Foreign Bank Branches

By Editors | 07/07/2020

The FSC proposes to allow loan loss provisions and reserves to be used in calculating net worth, accumulated losses and total deposits, which have a bearing on lending capacity.

Capital / Liquidity

BCBS Releases 18th Progress Report on Basel III Adoption

By Editors | 06/07/2020

In Asia Pacific, Hong Kong, Korea and Indonesia have in particular made significant progress towards implementing the Basel III standards.

Capital / Liquidity

State Council Authorises Local Governments to Fund Small Banks

By Editors | 05/07/2020

China’s State Council has reportedly agreed to allow local governments to purchase convertible bonds issued by certain small and midsize banks.

Capital / Liquidity

S. Korea Advances OTC Derivatives Reforms

By Editors | 02/07/2020

Cabinet-approved legislative revisions will introduce an OTC derivatives reporting requirement, a licensing system for trade repositories, and penalties for circumventing margin rules.

Capital / Liquidity

India Approves Special Liquidity Scheme for NBFCs

By Editors | 01/07/2020

An SPV back by State Bank of India will buy investment-grade debt paper with residual maturity under three months to provide NBFCs and HFCs liquidity to settle existing debt.

Securities / Derivatives

US Regulators Approve Volcker Rule Revisions

By Editors | 30/06/2020

The latest amendment allows banks to invest in venture capital and credit funds and reduces the amount of capital they have to set aside against inter-affiliate swap trades.