All posts tagged "Credit Risk"
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332Capital RegulationHKMA Sets Out Treatment of Loans Under 100% Guarantee Scheme
IRB AIs should seek the HKMA's exemption approval to apply the standardised approach for SME loans granted under the 100% Guarantee Scheme.
April 7, 2020 -
203Capital 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 -
528Capital RegulationHKMA Defers Basel III, Reviews ECL Provisioning Expectations
Aside from deferring Basel III adoption, the HKMA is considering the implications of Covid-19 on the application of expected credit loss provisioning.
March 30, 2020 -
422Capital RegulationS. Korea to Adopt Basel III Credit Risk Framework Early
Lower risk sensitivity on SME loans under the Basel III credit risk framework will raise capital adequacy ratios at banks, allowing them to provide additional funding to businesses.
March 30, 2020 -
379Australia & NZAPRA Defers Basel III Capital Reforms by One Year
The move will allow ADIs to dedicate time and resources to maintaining their operations and supporting customers, APRA says.
March 30, 2020 -
1.1KCapital RegulationBasel III Implementation Timelines Deferred in Response to Covid-19
The implementation date of the outstanding Basel III standards will be deferred by one year to 1 January 2023 to free up operational capacity for banks and supervisors.
March 28, 2020 -
291Australia & NZRBNZ to Lower Core Funding Ratio Required of Banks
The RBNZ will reduce the required minimum CFR from 75% to 50% to help banks make credit available for mortgage holidays and business finance guarantees.
March 25, 2020 -
450FeatureBNM Updates Regulatory Framework for Digital Banks in New Draft
The new exposure draft incorporates a simplified regulatory framework for digital banks applicable during the initial three to five years of operations.
March 3, 2020 -
343Hong KongSFC Offers Brokers, Fund Managers Guidance on Risk Governance
Senior management, including the board, responsible officers and MICs will be held accountable for the overall risk management control of their firms.
January 21, 2020 -
603ChinaISDA Chief Calls for Certainty on China Close-out Netting
The lack of legal certainty and judicial recognition on close-out netting can impede capital market development in China, impacting domestic FIs the most, ISDA's Scott O'Malia said.
January 16, 2020
