Capital / Liquidity

APRA proposes to require FIs to publicly disclose how their remuneration arrangements are designed and how risk is factored into remuneration outcomes for key executives.

The JSCC will release VaR margin calculation software for beta testing later this year. Go-live is planned for the October-December quarter of 2023.

The BOT said a stress test showed that banks are strong and have sufficient capital and reserves to cover future risks.

The main risk which is unique to Islamic banks is Shariah compliance risk - where noncompliance with Shariah rulings carries "significant reputational risk".

Securities firms will be exempt from a requirement to hold collateral worth at least 140 percent of the value of each stock purchase to provide credit to customers.

The bankruptcy filing came three days after Three Arrows entered into liquidation in the British Virgin Islands.

A trained model was able to consistently detect corporate credit deterioration at both the transaction level and aggregate level with a three-month lead time.

BNM has proposed a framework for the 2024 CRST exercise to assess the resilience of Malaysian FIs to physical and transition risks arising from various climate scenarios.

The LCR and NSFR are operating effectively, but there are potential improvements that could be made to improve efficiency, APRA says.

MAS said Three Arrows Capital exceeded its allowable AUM and gave the regulator a false representation. The company entered into liquidation this week.