CAPITAL / LIQUIDITY

Big Picture

New Paper Sheds Light on CCP Credit Risk Management Practices

By Manesh Samtani | 23/10/2023

The paper from CCP Global provides information on how CCPs conduct ongoing credit monitoring to make informed risk assessments and safeguard market integrity.

Capital / Liquidity

China Issues Framework for Identifying Systemically Important Insurers

By Editors | 23/10/2023

Chinese insurance companies will be assessed every two years and designated systemically important based on 13 evaluation indicators.

Capital / Liquidity

ECB Publishes Guidance on Counterparty Credit Risk Management

By Mark Johnston | 21/10/2023

Banks dealing with hedge funds and family offices should set up daily monitoring and additional risk control processes to manage those CCR exposures.

Capital / Liquidity

RBNZ to Amend ESAS Access Policy, Eligibility Criteria

By Editors | 20/10/2023

RBNZ consultation revealed “considerable demand” for access to ESAS by non-banks for payments and settlements, access to HQLA, and interest income.

Capital / Liquidity

South Korea Postpones Plan to Increase LCR Requirement

By Mark Johnston | 20/10/2023

The FSC has decided to retain a 95 percent LCR requirement until June 2024. Earlier the LCR was expected to increase at year-end.

Capital / Liquidity

APRA Calls for Improvements in Credit Risk Provisioning Practices

By Sanday Chongo Kabange | 19/10/2023

Judgment-based adjustments to address model and data limitations should be supported by appropriately documented analysis and robust controls and governance.

Big Picture

BIS General Manager Outlines Crisis Management Lessons from Bank Failures

By Mark Johnston | 19/10/2023

In a speech, Agustín Carstens reviewed the key features and outcomes of the interventions by the US and Swiss authorities to manage bank failures.

Capital / Liquidity

BOE’s Woods Outlines Banking Reforms Under Consideration

By Mark Johnston | 18/10/2023

The BOE is exploring options for maintaining access to deposits in small-bank resolutions, and refining subsidiarisation rules for foreign banks.

Crypto / Digital Assets

BCBS Consults on Bank Disclosure Requirements for Crypto Exposures

By Editors | 17/10/2023

Major banks would have to disclose information on their crypto activities, crypto exposures, and related accounting classifications and capital and liquidity requirements.