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, 2022Banks 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, 2022The review will inform potential adjustments to the LCR and NSFR and a broader review of APRA’s liquidity requirements.
March 7, 2022The 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, 2022The 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, 2022Adenza enables clients to integrate data from disparate sources, model risk, perform regulatory calculations, visualise the information, and generate and submit reports.
December 10, 2021Banks will have to hold 30 percent of their LCR net cash outflows in self-securitised assets as contingency for periods of stress.
November 21, 2021All 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, 2021Seven 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, 2021The 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