All posts tagged "Capital Requirements"
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83Capital RegulationToo Soon to Base Capital Requirements on Climate Scenarios
NGFS members do not yet envisage calibrating prudential policies such as capital requirements on the basis of climate scenario exercises.
October 22, 2021 -
141Capital RegulationBCBS Reports Basel Adoption Progress Despite Covid Disruptions
All jurisdictions now have final rules in force for the CCyB, following implementation in China. Three more jurisdictions have adopted the final TLAC rules.
October 18, 2021 -
191Australia & NZAPRA Unveils Initial Measures to Contain High Risk Lending
Banks should operate with a mortgage serviceability buffer of at least 3 percentage points over the loan interest rate, and control lending at high debt-to-income ratios.
October 7, 2021 -
220Big PictureDerivatives Are “Essential” to Carbon Markets: ISDA
Regulatory action is needed to address disproportionately high capital requirements that would be imposed on carbon certificates by FRTB.
October 7, 2021 -
220Capital Regulation
BCBS Publishes Latest Basel III Monitoring Report
Seven Group 1 banks had an LCR below 100%, reflecting the use of LCR reserves during the Covid-19 pandemic, as intended by the framework, the report says.
September 30, 2021 -
123Australia & NZAustralian Court Issues Fines in First Criminal Case of Bad Audits
EC Audit and its former director Robert James Evett have been convicted and sentenced to pay fines for failing to follow auditing standards.
August 19, 2021 -
323Capital RegulationEU Banks Using Window Dressing to Avoid G-SIB Surcharges
Several EU banks may be purposefully compressing their balance sheets at year-end to lower their G-SIB scores and the associated capital surcharges.
August 13, 2021 -
227Australia & NZ
APRA Finalises Revised Approach to Licensing New Banks
The new approach increases clarity around capital requirements at different stages for new entrants to the banking sector.
August 12, 2021 -
146Big Picture
FRTB May Constrain Growth of Carbon Trading Market
ISDA suggests in a new paper that the risk weight for carbon certificates under FRTB should be reduced and the tenor correlation parameter should be increased.
July 29, 2021 -
329Capital RegulationCentralised Valuation Engine: An Uplift to Compliance & Decision Making
The benefits of a centralised valuation engine for derivatives portfolios have become more apparent for banks amid the pandemic and as the final Basel requirements loom.
July 28, 2021
