All posts tagged "CET1"
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462Capital RegulationBCBS Issues Guidance on Treatment of Loans Under Relief
IFRS 9 should be applied flexibly rather than mechanistically when estimating ECL, and payment moratorium periods can be excluded from the counting of days past due.
April 6, 2020 -
343Australia & NZRBA, APRA Free Up Liquidity, Capital Buffers for Banks
New measures include an interest rate cut, a bond-buying programme, a term lending facility for banks, and relaxed expectations on bank capital ratios.
March 19, 2020 -
993Asia-PacificSingapore Banks Among Most Vulnerable to Covid-19 Impacts: Fitch
While Singaporean banks have sufficient loss-absorption buffers to withstand pressure, the impact will depend on the extent and duration of the outbreak.
March 4, 2020 -
265Asia-PacificBSP Approves ‘Enhanced’ Capital Requirements for Smaller Banks
The higher capital standards for stand-alone thrifts, rural and cooperative banks include a 6% minimum CET1 ratio, a 7.5% Tier 1 ratio, and a 2.5% capital conservation buffer.
February 28, 2020 -
548Capital RegulationTaiwan Lowers D-SIB Surcharge Following Complaints from Banks
The new rules ask Taiwan's five D-SIBs to keep their capital ratios 2 percentage points higher than other banks, compared to 4 percentage points higher in the previous version.
December 23, 2019 -
519Capital RegulationHKMA Rebuts BOE Claim of Hong Kong Fund Outflows
The BOE said in its biannual Financial Stability Report that $5bn has left Hong Kong since April, but the HKMA says the figure does not represent outflows from the city's banking system.
December 19, 2019 -
879AML / KYCBCBS Solicits Comments on Prudential Treatment for Crypto Assets
The BCBS proposes to allocate direct crypto-asset holdings to the banking book, and indirect exposures to the trading book, while prohibiting the use of internal models to calculate market risk.
December 12, 2019 -
473Australia & NZRBNZ Final Capital Rules Require Banks to Raise NZ$20bn
New Zealand's big four banks will have to increase capital to 18% of RWAs, and smaller banks to 16% of RWAs. Seven years will be given to implement the changes.
December 6, 2019 -
357Asia-PacificPhilippines: BSP Approves Amended D-SIBs Framework
A bank’s size and interconnectedness will be given greater importance in the assessment to determine its systemic importance in the Philippines.
October 16, 2019 -
515Capital RegulationBasel III Monitoring Report Shows Shrinking TLAC Shortfalls
Based on the 2022 requirements, two of 24 G-SIBs reporting TLAC data have a combined shortfall of €32.6 billion , less than half the shortfall reported six months earlier.
October 3, 2019
