APRA has published new FAQs for ADIs on minimum liquidity holdings, mortgage warehouse facilities and calculation of collateral outflows.
December 14, 2020APRA has extended the due dates for a number of quarterly reporting forms by 7 calendar days, in line with a November 2019 consultation.
December 11, 2020Under full phase-in of the final Basel III standards, the capital shortfalls at Group 1 banks were €10.7bn based on end-December 2019 data, compared with €16.6bn at end-June 2019.
December 11, 2020Westpac will have to apply a 10 percent add-on to the net cash outflow component of its LCR calculation until its shortcomings have been rectified.
December 1, 2020Due to the limited availability of liquidity management instruments which are appropriate for Islamic banks and banking units, the BSP will adopt a flexible approach to compliance.
November 29, 2020Initially planned to be achieved through a gradual increase until 2024, the RBA said banks can increase their holdings of HQLA to 30 percent by end-2021.
November 26, 2020The BSP should be granted "unimpaired access" to information on all customer accounts and the ability to employ and share depositor information for any prudential purpose.
November 18, 2020Five banks applied for a reduction, reducing the aggregate CLF allocated to banks from A$223bn at 1 January 2020 to A$188 billion.
November 6, 2020Bendigo and Adelaide Bank will have to apply a 10 percent add-on to the net cash outflow component of its LCR calculation until its shortcomings have been rectified.
October 22, 2020How has Covid-19 impacted liquidity risk management at banks, and how they can better prepare for future market volatility and ongoing credit demands?
September 30, 2020