All posts tagged "LCR"
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400Capital / LiquidityRBI Updates LCR Guidance for Commercial Banks
Banks can include government securities worth up to 16 percent of their NDTL in their LCR calculations, compared to 15 percent under earlier guidance.
April 30, 2022 -
441Capital / LiquidityKorea to Allow Some Regulatory Relaxations to Expire in Three Months
Banks can continue to total LCR at 85% for three more months, following which the FSC will raise the total LCR requirement back to 100% in steps.
April 4, 2022 -
553Australia & NZAPRA Commences Post Implementation Review of LCR, NSFR
The review will inform potential adjustments to the LCR and NSFR and a broader review of APRA’s liquidity requirements.
March 7, 2022 -
566Australia & NZRBNZ Launches First Consultation Reviewing Liquidity Policy
The paper asks for initial views on whether the RBNZ should consider adopting the BCBS liquidity framework, and whether its proposed principles for the review are appropriate.
March 1, 2022 -
705Capital / Liquidity
RBI Updates Liquidity Standards to Align with Basel Norms
The RBI has raised the deposit threshold under which small business customers can be managed as retail deposits for the purposes of LCR and NSFR.
January 12, 2022 -
Press Release
Adenza Wins Best Solution in Capital/Liquidity Modelling & Stress Testing
Adenza enables clients to integrate data from disparate sources, model risk, perform regulatory calculations, visualise the information, and generate and submit reports.
December 10, 2021 -
554Australia & NZ
APRA to Require Banks to Maintain Surplus Self-securitised Assets
Banks will have to hold 30 percent of their LCR net cash outflows in self-securitised assets as contingency for periods of stress.
November 21, 2021 -
338Capital / LiquidityBCBS 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 -
415Capital / Liquidity
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 -
248Australia & NZACCC Authorises Amalgamation of BPAY, eftpos, NPPA
The ACCC said the merger will enable the three payment schemes to coordinate investment proposals, avoid duplicative spending, and likely result in public benefit.
September 15, 2021
