Capital Regulation

Neil Murphy talks to Regulation Asia about how prepared phase 5 and 6 firms are for compliance and how TriOptima is easing the burden through automation.

Most banks have insufficient economic incentives to draw down their buffers if they are asked to rebuild them later, says the IMF's Global Financial Stability Report.

The SSE has launched onsite inspections to bolster the quality of information disclosure and due diligence by underwriters.

Banks designated as D-SIBs will be subject to a capital surcharge of between 0.25 and 1.5 percent, on top of the mandatory capital adequacy ratios.

Effective from 30 June, the framework for the supervision of non-holding financial groups will help enhance the management of group-wide risks.

Indicators of systemic risk and moral hazard moved in the right direction, suggesting that market participants view these reforms as credible, the FSB says.

Macquarie is said to have incorrectly treated specific intra-group funding arrangements for the purposes of calculating capital and related entity exposure metrics.

The 50% dividend restriction will remain in place until 1 July 2022, at which point the RBNZ will seek to normalise the dividend settings.

The guidelines say alternative volatility estimates may be used value new ARR options in cases where there is not enough implied interest rate volatility data.