The CCyB default rate in Australia has been set at zero percent of risk-weighted assets since it was introduced in 2016.
December 22, 2022The bank published incorrect information concerning its risk-weighted assets and did not disclose the error to investors despite knowing it was wrong.
December 15, 2022MAS will require Singapore banks to apply a 1250% risk weight for exposures to Bitcoin and Ether, pending the finalisation of the BCBS framework.
November 30, 2022Dual reporting requirements for IRB banks are now expected to come into force for disclosure statements with reporting dates of 30 June 2023 or later.
October 26, 2022The new guidelines cover capital requirements, large exposure limits, lending caps, and disclosures requirements for large NBFCs.
April 23, 2022The RBNZ plans to bring dual reporting requirements into effect from 1 July 2022, requiring IRB banks to also disclose RWA outcomes based on the standardised approach.
February 23, 2022The key to designing a robust FRTB implementation plan lies in having a firm grasp of the local rule-making process, says Kishore Ramakrishnan.
January 25, 2022Several EU banks may be purposefully compressing their balance sheets at year-end to lower their G-SIB scores and the associated capital surcharges.
August 13, 2021The changes to correct the deficiencies will result in an overall absolute increase in risk-weighted assets of about EUR 275 billion.
April 25, 2021Requirement that banks disclose capital ratio which would trigger restrictions on capital distribution will be at the discretion of individual regulators.
February 28, 2018