The pandemic raised questions of whether the flexibility provided in the Basel framework is actually used by FIs, for example in the case of bank capital and liquidity buffers.
November 16, 2020A pilot climate stress testing exercise involving Hong Kong banks will commence early next year. A local green taxonomy is under development.
October 2, 2020Some characteristics of the TBTF challenge are specific to Asia, but these may be intractable from ‘winner-takes-all’ capitalism and national interests, writes industry veteran Jamie Lloyd Evans.
September 24, 2020Vietnam’s banking sector must take radical steps to adopt international capital rules, reporting requirements and trading practices, says Francois Denimal at FIS.
June 9, 2020Incoming Basel requirements and margin rules will be deferred. The transition away from LIBOR will continue as planned. Work is still underway to prepare for Brexit.
May 11, 2020Business continuity plans, social distancing measures, economic stimulus and liquidity constraints are hindering banks’ abilities to stay consistent with regulators' expectations, says Peter Guy.
March 30, 2020Access to robust, high-quality price observation data is key to compliance with FRTB requirements to test the eligibility of the risk factors used in internal models.
March 17, 2020PwC spoke to DBS's Sia Nam Chie and OCBC's Simon Lavender about the challenges they faced setting up the independent validation function for BCBS 239 compliance.
March 17, 2020Capital instruments amended solely to implement benchmark reforms will not be treated as new instruments for the purpose of assessing their eligibility as Tier 1 and Tier 2 instruments.
February 28, 2020'Basel IV' will narrow the gap between the internal ratings based approach and the standardised approach for calculating risk-weighted assets.
February 20, 2020