All posts tagged "liquidity risk management"
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48Australia & NZNZ FMA Unimpressed With Liquidity Practices at Funds
The FMA says liquidity stress tests are not being performed frequently enough and fund managers do not have sufficient liquidity management tools.
June 24, 2021 -
128FeatureSFC Raises Supervisory Focus on Fund Manager Resilience
The SFC is on the lookout for funds with outsized and concentrated bets to prevent an Archegos-type event in Hong Kong.
June 8, 2021 -
310Securities & TradingMAS Raises Focus on Fund Liquidity Risk Practices
MAS wants funds to increase the frequency of liquidity risk monitoring and to extend reporting of significant redemptions to non-retail funds.
May 31, 2021 -
213Australia & NZRBNZ Orders Westpac NZ to Address Risk Governance Issues
Westpac’s New Zealand unit breached the RBNZ's liquidity policy by incorrectly calculating mismatch ratios.
March 25, 2021 -
212InternationalIOSCO to Review Liquidity Risk Management at Investment Funds
IOSCO is asking asset managers to participate in a survey on their liquidity risk management practices and experiences during the March 2020 market turmoil.
March 8, 2021 -
182Capital RegulationFSC Korea to Tighten Liquidity Rules for Credit Finance Companies
Specialised credit finance companies will be required to implement new best practice guidelines on liquidity risk management, enhance disclosures, and use less leverage.
February 25, 2021 -
283Australia & NZAPRA Publishes New FAQs for ADIs on Liquidity
APRA has published new FAQs for ADIs on minimum liquidity holdings, mortgage warehouse facilities and calculation of collateral outflows.
December 14, 2020 -
786Australia & NZ
APRA Penalises Westpac For Breaches of Liquidity Standards
Westpac 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, 2020 -
704IndiaSEBI to Require Debt Funds to Hold Liquid Assets, Stress Test
Open-ended debt mutual fund schemes will have to hold at least 10% of their net assets in liquid assets, and mandatorily conduct stress testing.
November 10, 2020 -
638India
SEBI Considers ‘Backstop Facility’ for Debt Mutual Funds
The backstop facility would have to be able to buy relatively illiquid investment-grade corporate bonds from mutual funds in times of stress.
September 30, 2020
