Capital / Liquidity

Capital / Liquidity

No Material Negative Side Effects to TBTF Reforms: FSB

By Editors | 03/04/2021

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

Capital / Liquidity

APRA Raises Macquarie’s Capital, Liquidity Requirements

By Editors | 02/04/2021

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

Capital / Liquidity

RBNZ Eases Restrictions on Bank Dividend Payouts

By Editors | 31/03/2021

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

Capital / Liquidity

HKMA Issues Guidance on Reporting ARR Positions in IRRBB Returns

By Manesh Samtani | 30/03/2021

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.

Capital / Liquidity

SEBI Requires Intermediaries to Seek Approval for Change in Control

By Editors | 29/03/2021

Under the new guidelines, transfer of shareholding among immediate relatives shall not result into change in control for unlisted body […]

Capital / Liquidity

Federal Reserve to Lift Dividend Restrictions from 30 June

By Editors | 28/03/2021

If a bank remains above all of its minimum risk-based capital requirements in this year’s stress test, the restrictions will end after 30 June.

Capital / Liquidity

Philippine Senate Considers Bills to Enhance Deposit Insurance

By Ranamita Chakraborty | 28/03/2021

The Senate is considering a bill to double the maximum deposit insurance limit to PHP 1 million per depositor.

Capital / Liquidity

MAS Consults on Credit Risk Capital Requirements, Output Floor

By Editors | 28/03/2021

MAS is seeking feedback on draft standards relating to credit risk capital and output floor requirements which will start to take effect from 1 January 2023.

Capital / Liquidity

RBNZ Orders Westpac NZ to Address Risk Governance Issues

By Ranamita Chakraborty | 24/03/2021

Westpac’s New Zealand unit breached the RBNZ’s liquidity policy by incorrectly calculating mismatch ratios.