CAPITAL / LIQUIDITY

Capital / Liquidity

Large Global Banks See Highest Capital Ratios Since 2012: BCBS

By Editors | 03/10/2022

A special feature in the latest Basel III monitoring report reveals that crypto exposures are small, around 0.14% of total exposures on a weighted average basis.

Capital / Liquidity

APRA Removes CBA’s Remaining A$500m Capital Add-on

By Editors | 03/10/2022

The A$1bn capital add-on imposed on CBA in May 2018 was halved in November 2020, and has now been completely removed.

Capital / Liquidity

EBA Considers Assessing Climate in Regular Bank Stress Tests

By Editors | 02/10/2022

The EBA has kicked off high level discussions on how to incorporate climate risks in regular stress tests that take place every two years.

Capital / Liquidity

RBNZ Seeks Feedback on Risk Weighting Requirements

By Editors | 02/10/2022

The proposed changes are designed to clarify risk weighting requirements under the RBNZ’s bank capital adequacy rules.

Capital / Liquidity

Standard Setters Publish Review of Global Margining Practices

By Editors | 30/09/2022

Market volatility and model reactions to volatility were responsible for the majority of the peak increase in IM requirements in March and April 2020.

Capital / Liquidity

HKMA Consults on Pillar 3 Disclosure Requirements for Basel III

By Editors | 30/09/2022

Following consultation, the HKMA plans to submit revisions to the disclosure requirements in early 2023, ahead of Basel III implementation on 1 July 2023.

Capital / Liquidity

PBOC Raises Costs for Firms to Bet Against the Yuan

By Editors | 29/09/2022

The PBOC is actively discouraging currency speculation and asking banks to reintroduce a yuan fixing tool that was abandoned two years ago.

Capital / Liquidity

New Zealand Introduce Bill to Enhance Depositor Protections

By Editors | 28/09/2022

The legislation will introduce a deposit protection scheme, new supervisory powers for the RBNZ, and a new accountability framework for deposit takers’ directors.

Capital / Liquidity

HKMA Amends Interest Rate Stress Testing Requirement

By Editors | 26/09/2022

Banks must stress test mortgage borrowers’ debt servicing ability assuming a 200 bps rise in the mortgage rate, rather than 300 bps.