CAPITAL / LIQUIDITY

Capital / Liquidity

EU Commission Grants Antitrust Approval for UBS-Credit Suisse Merger

By Editors | 29/05/2023

The UBS acquisition of Credit Suisse has been approved in the EU, but is being complicated in China by regulatory requirements.

Capital / Liquidity

Korea Working on More Measures to Address Real Estate PF Risks

By Sanday Chongo Kabange | 28/05/2023

Regulators are extending support measures, encouraging write-offs of loss-making assets, and reassessing risk weights.

Capital / Liquidity

CCP Margin Models Lack Transparency, Predictability – Report

By Manesh Samtani | 27/05/2023

New BCBS-CPMI-IOSCO report examines the impact of CCP margin models on market participants in the aftermath of Russia’s invasion of Ukraine last year.

Capital / Liquidity

Approaches to Credit Risk Capital Often Misunderstood: APRA

By Manesh Samtani | 27/05/2023

APRA explains that the differences between the IRB and standardised approaches to credit risk are justified, fair and equitable.

Capital / Liquidity

Regulatory Uncertainty a Key FRTB Implementation Challenge

By Manesh Samtani | 25/05/2023

Persistent regulatory timeline uncertainty is a primary implementation challenge of FRTB in APAC, Murex found in a survey of banks.

Capital / Liquidity

FSC Korea Announces Decision to Set CCyB at 1 Percent

By Editors | 25/05/2023

The FSC said there was a need to enhance banks’ loss absorption capacity to prepare for macroeconomic uncertainties and increased risks in the financial sector.

Capital / Liquidity

SEBI Seeks Uniform Total Expense Ratio for Mutual Funds

By Ranamita Chakraborty | 23/05/2023

SEBI’s proposed measures aim to increase transparency regarding the costs borne by mutual fund investors.

Capital / Liquidity

APRA Updates Capital Requirements for PPF Providers

By Editors | 21/05/2023

The changes will align APRA’s capital requirements for purchased payment facility providers more closely with its capital framework for other regulated firms.

Securities / Derivatives

WFE Highlights Challenges of Measuring CCP Margin Procyclicality

By Editors | 20/05/2023

The significant uncertainty in measurements means procyclicality mitigation tools can be miscalibrated, inefficient, or detrimental.