All posts tagged "NSFR"
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166Capital RegulationBCBS Reports Basel Adoption Progress Despite Covid Disruptions
All 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, 2021 -
227Capital Regulation
BCBS Publishes Latest Basel III Monitoring Report
Seven 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, 2021 -
580Featured ArticlesFacing the Next Crisis with Greater Liquidity Certainty
More granular deposit modeling and enhanced stress testing approaches will augment liquidity risk management practices, says Gavin Pugh at AxiomSL.
June 18, 2021 -
307Australia & NZAPRA Raises Macquarie’s Capital, Liquidity Requirements
Macquarie is said to have incorrectly treated specific intra-group funding arrangements for the purposes of calculating capital and related entity exposure metrics.
April 2, 2021 -
264Capital RegulationRBI Extends Liquidity Support Measures for Financial Sector
The RBI has deferred implementation of the NSFR and the final tranche of the CCB, while also extending a number of other liquidity-boosting initiatives.
February 10, 2021 -
475Big PictureBig Banks Were Progressing on Basel III Agenda Prior to Covid
Under 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, 2020 -
817Australia & NZAPRA 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 -
740Asia-PacificBSP Issues Draft Rules for Islamic Bank Liquidity Management
Due 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, 2020 -
859AML / KYCIMF Calls for Amendments to Philippine Bank Secrecy Laws
The 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, 2020 -
749Capital Regulation
Pandemic Was ‘First Major Global Test’ of Post-Crisis Reforms: FSB
The pandemic raised questions of whether the flexibility provided in the Basel framework is actually used by FIs, for example in the case of bank capital and liquidity buffers.
November 16, 2020
