All posts tagged "NSFR"
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190AML / KYCBCBS Solicits Comments on Prudential Treatment for Crypto Assets
The BCBS proposes to allocate direct crypto-asset holdings to the banking book, and indirect exposures to the trading book, while prohibiting the use of internal models to calculate market risk.
December 12, 2019 -
292Capital RegulationChina Rules on NSFR, Large Exposures Assessed as Basel-Compliant
The RCAP assessments found that the NSFR and large exposure regulations in China are compliant with the BCBS global standards, the highest possible grade.
November 11, 2019 -
537Capital Regulation
BCBS Releases 17th Progress Report on Basel III Adoption
Since the previous report, member jurisdictions have made the most progress in adopting the NSFR, IRRBB, and large exposures framework.
October 21, 2019 -
251Big PicturePost Crisis Reform Implementation Has Progressed in 2019: FSB
Regulators should lead by example to promote the timely, full and consistent implementation of remaining reforms to support a level playing field and avoid regulatory arbitrage, the FSB says.
October 18, 2019 -
426Capital 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 -
653Capital 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 -
637Australia & 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Macquarie, Rabobank and HSBC had provisions in group funding agreements that could allow funding to be withdrawn in a stress scenario, potentially undermining their stability.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 -
735Australia & NZ
Australia, India Compliant with NSFR, Large Exposures Framework
The BCBS has assessed the implementation of the NSFR and large exposures framework in Australia and India to be 'compliant' with its standards.
July 5, 2019 -
792Capital 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 -
644Capital 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
