CAPITAL / LIQUIDITY

Capital / Liquidity

RBI Forms Working Group to Develop ECL Framework for Banks

By Manesh Samtani | 06/10/2023

The working group will help develop design principles for banks’ credit risk models and recommend an independent validation methodology.

Capital / Liquidity

BCBS Publishes Key Lessons from Bank Failures in 2023

By Manesh Samtani | 06/10/2023

The BCBS report identifies recurring themes from the bank failures, supervisory and regulatory takeaways, and follow-up work.

Capital / Liquidity

BCBS Reports “Good Progress” on Basel III Implementation

By Manesh Samtani | 04/10/2023

The Basel III implementation dashboard shows progress by Singapore, South Korea, Japan, Australia, Indonesia and India.

Capital / Liquidity

BNM Consults on Draft Rules for Islamic Collateralised Funding

By Sanday Chongo Kabange | 04/10/2023

The draft policy document sets out the scope of transactions that can be conducted by a banking institution participating in the Islamic interbank money market.

Capital / Liquidity

FDIC Proposes Enhanced Corporate Governance Guidelines for Banks

By Sanday Chongo Kabange | 04/10/2023

The guidelines will be applicable to insured depository institutions with consolidated assets of USD 10 billion or more.

Capital / Liquidity

RBNZ Finalises Decision to Implement Dual Reporting for IRB Banks

By Sanday Chongo Kabange | 04/10/2023

Dual reporting is intended to show how the use of internal models affects a bank’s RWA outcomes compared to using the standardised approach.

Capital / Liquidity

HKMA Consults on Capital Requirements for FRTB, CVA Risk

By Editors | 04/10/2023

New SPM modules set out the minimum standards banks will have to adopt for the calculation of their FRTB and CVA risk capital charges.

Capital / Liquidity

Japan to Test Banks’ Resilience Against Social Media-Driven Runs

By Mark Johnston | 03/10/2023

Japan’s FSA plans to test the resilience of around 20 banks against social media-fuelled runs, responding to the failure of Silicon Valley Bank in the US.

Capital / Liquidity

MAS Proposes Recovery & Resolution Planning Requirements for Insurers

By Editors | 03/10/2023

MAS plans to issue a new notice setting out requirements for insurers to prepare and test recovery plans, and enhance its resolution powers for the insurance sector.