The policy requires banks to apply early warning indicators and liquidity stress tests to identify emerging liquidity risks and vulnerabilities.
August 29, 2023APRA applied a ten percent add-on to the net cash outflow component of Bendigo's LCR calculation in October 2020.
August 10, 2023Fitch Ratings says global standard-setters may adjust the existing prudential and resolution frameworks, potentially making IRRBB a Pillar 1 requirement.
April 19, 2023SVB's collapse was mostly attributable to mismanagement of interest rate risk. Regulatory change should be evaluated "thoughtfully".
April 14, 2023The BCBS will also consult on revisions to its Core principles for effective banking supervision and on a Pillar 3 disclosure framework for climate-related financial risks.
March 24, 2023The bank will also repurchase some of its senior debt securities as part of efforts to manage its liability composition and optimise interest expense.
March 17, 2023The CFR will monitor the fallout from the collapse of US banks through ‘intensive supervision' of Australia’s banking system.
March 17, 2023The proposed changes are meant to align the QADIP publication with the new capital framework and ensure consistency with the ADICP.
March 10, 2023In the first six months of 2022, cryptoassets under custody at banks declined 66 percent, largely due to fewer banks participating in the exercise.
March 3, 2023The RBNZ is seeking feedback on whether the LCR and NSFR standards should be adopted in New Zealand.
February 13, 2023