All posts tagged "NSFR"
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552Australia & NZAPRA Commences Post Implementation Review of LCR, NSFR
The review will inform potential adjustments to the LCR and NSFR and a broader review of APRA’s liquidity requirements.
March 7, 2022 -
566Australia & NZRBNZ Launches First Consultation Reviewing Liquidity Policy
The paper asks for initial views on whether the RBNZ should consider adopting the BCBS liquidity framework, and whether its proposed principles for the review are appropriate.
March 1, 2022 -
704Capital RegulationRBI Updates Liquidity Standards to Align with Basel Norms
The RBI has raised the deposit threshold under which small business customers can be managed as retail deposits for the purposes of LCR and NSFR.
January 12, 2022 -
Press Release
Adenza Wins Best Solution in Capital/Liquidity Modelling & Stress Testing
Adenza enables clients to integrate data from disparate sources, model risk, perform regulatory calculations, visualise the information, and generate and submit reports.
December 10, 2021 -
337Capital 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 -
415Capital 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 -
793Featured 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 -
434Australia & 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 -
324Capital Regulation
RBI 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 -
579Big 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
