All posts tagged "LCR"
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444Capital RegulationRBI Revises NBFC Rules on Liquidity Risk Management
The guidelines impose minimum LCR requirements on larger NBFCs from December 2020 and additionally seek to enhance early detection of liquidity risks in the sector.
November 7, 2019 -
753Capital RegulationThe Supervisory Answer to Hong Kong’s Worsening Economic Performance
Pierre Latrobe at Mazars discusses the measures the HKMA has taken so far to strengthen its macroprudential supervisory toolkit and address potential risks to the wider financial system.
October 22, 2019 -
497Capital 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 -
703Capital RegulationMalaysia to Implement NSFR from July 2020
From 1 July 2020, banks will be required to maintain a minimum NSFR of 100% at all times and to submit NSFR reports to BNM on a quarterly basis.
August 1, 2019 -
679Australia & NZAPRA Orders Three Banks to Tighten Group Funding Arrangements
Macquarie, Rabobank and HSBC had provisions in group funding agreements that could allow funding to be withdrawn in a stress scenario, potentially undermining their stability.
July 25, 2019 -
882Capital RegulationAmended Bank Liquidity Rules to Take Effect 1 Jan: HKMA
The amendments expand the scope of HQLA recognisable as "level 2B assets" under the LCR and introduce a 5% stable funding requirement on total derivative liabilities under the NSFR.
July 1, 2019 -
701Capital RegulationJapan Opposes LCR for US Branches of Foreign Banks
The BOJ, FSA and JBA say standardised liquidity requirements for US branches of foreign banking organisations will promote market fragmentation and create global risks.
June 26, 2019 -
549Australia & NZRBA Says Banks Can Hold More Govt Securities to Meet LCR
Banks can increase the proportion of government securities they hold to meet prudential liquidity requirements.
June 10, 2019 -
544Capital RegulationSEBI Mulls Liquidity Buffer Requirement for Funds
The proposal could require all liquid funds to invest a fixed portion of their assets in government securities or other sovereign debt.
June 8, 2019 -
480Capital Regulation
RBI Proposes Liquidity Risk Management Norms for NBFCs
Under the draft rules, NBFCs will have to meet to a 60% LCR requirement from April 2020, increasing each year to the full 100% LCR in April 2024.
May 27, 2019
