Macro-prudential
Interest rate risk could be seed of next crisis – economists
Interest rate risk could be source of next crisis, and regulations appear to have made it worse
Lower growth follows credit booms with high-yield lending – paper
Lending standards in bond markets track banks’ credit standards
‘Intensified’ tax competition will affect euro area – research
Latest ECB bulletin shows “possible erosion of tax bases” in the EU, after recent US tax reforms
Fed unveils 2018 stress tests for big banks
The severely adverse scenario would take the unemployment rate to 10% from 4.1%
BoE’s Brazier flags concerns about ‘stretched’ credit markets
BoE is simulating ‘liquidity mismatch’ in bond markets to ensure financial stability, says executive director
EBA to test banks’ resilience in adverse Brexit scenario
Stress tests offer glimpse of how a crisis related to UK’s withdrawal from the bloc might emerge
Carstens: regulators should not forget the non-banks
Still work to do on non-banks and fintech, new BIS chief says
Focus on implementing Basel III, central bankers say
Stefan Ingves and Andreas Dombret say regulators and banks should turn their attention to implementation
Better data needed amid rise of non-banks – BIS study
Survey finds sturdier core banking system, but risks shifting to periphery
Revised Basel output floor could hit US banks after all
Fall in operational risk weights could push up capital requirements for market and credit risk
Higher liquidity levels can reduce banks’ funding costs, research finds
Doubling the liquid asset ratio is found to reduce the costs of insurance against default by 24.4%
Quarles signals plans for US regulatory revamp
Fed vice-chair outlines some initial plans for a readjustment to post-crisis regulations
Financial regulations have been procyclical historically – research
Regulations tend to weaken during economic booms and strengthen with crisis
Minneapolis Fed launches too-big-to-fail plan
Four-step plan proposes stricter capitalisation rules for big banks, looser regulation for smaller institutions
Tanzania revokes licence of five banks
Rising NPLs and insufficient capital ratios in small banks source of concern, IMF says
Macro-pru tools helped offset taper tantrum – paper
Macro-prudential measures helped reduce the impact on cross-border lending growth
One big bank falls short of ECB’s capital requirements
One bank falls short and another comes close, although five banks failed test in 2016
Iran needs financial sector reform – IMF staff
Central bank should have greater independence and supervisory powers, urge IMF staff
EBA publishes NPL standards in bid to foster market
Reporting templates ask for granular data in bid to establish EU dataset
Reforms helped oil states weather shock – Kuwaiti governor
Governor says banks may not have fared so well without regulatory reforms
Fed proposes sharing more information about stress tests
Proposal includes insights about how the regulator estimates hypothetical losses
Basel III changes set to create big winners and losers
Capital hit for G-Sibs ranges from 28% drop to 43% jump, quantitative impact study reveals
Mario Draghi confirms Basel III is complete
Governors and heads of supervision grant final approval to amended Basel III
Loss absorbency is a challenge to implement – BoE’s Gracie
Some jurisdictions have not yet set their policies, says executive director