All posts tagged "stress tests"
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288Australia & NZBank Resilience to be Tested in the Coming Months: RBNZ
Under the RBNZ's 'very severe' stress test scenario, banks would fall below minimum regulatory capital, requiring "significant recovery responses" to avoid resolution options.
May 29, 2020 -
371FeatureS. Korea Finalises Risk Management Rules for Private Equity Funds
Private equity funds will have to undergo regular audits, adopt new valuation guidelines, conduct regular liquidity stress tests, and cap leverage at 400% of assets, among other measures.
April 27, 2020 -
622Australia & NZBanks Sufficiently Capitalised to Pay Dividend, says RBA Governor
Australian banks are well-capitalised and have the ability to pay dividends, says RBA governor Philip Lowe. ANZ, Westpac and NAB are reportedly engaging with APRA on the issue.
April 23, 2020 -
529Capital RegulationHKMA Introduces USD Facility, Postpones Supervisory Stress Tests
$10bn will be available to banks under the USD liquidity facility. The stress tests are being postponed to 2021 to free up banks' operational capacity.
April 23, 2020 -
634Enforcement
Korea to Strengthen Regulatory Framework for Hedge Funds
The FSC will cap illiquid investments at 50% for open-ended funds, require them to conduct regular stress tests, raise transparency of complex fund structures, and enhance supervisory monitoring.
February 15, 2020 -
406Capital RegulationCBIRC Asks Banks to Relax Loan Classification Standards
Local banks are asked to be more tolerant of bad loans and to reduce their profit targets, as the novel coronavirus epidemic keeps borrowers from resuming normal business operations.
February 13, 2020 -
1.2KFeatureIMF, MAS Offer Guidance on Assessing Cyber Risk
A new IMF-MAS paper presents data sources and methods that can be used to analyse and assess cyber risk, illustrated with applications to Singapore.
February 13, 2020 -
902Big PictureBIS Paper Identifies Sources of Regulatory Fragmentation in Banking
The paper points to varying asset valuation practices, which impact measurements of banks' regulatory capital, along with Pillar 1 and Pillar 2 implementation differences.
February 10, 2020 -
571FeatureFSAP Stress Tests to Prioritise Climate Risk Assessments: IMF
The IMF is adding climate-related factors to its existing stress-testing methodology to help government and private-sector leaders prepare for potential financial shocks.
February 8, 2020 -
388Capital RegulationSome Chinese Banks Would Crack Under Stress: S&P
S&P Global Ratings identifies Bohai Bank, China Zheshang Bank, and Shengjing Bank as under more pressure than other PBOC stress-tested banks.
January 31, 2020
