Capital ratios
The American way: a stress-test substitute for Basel’s IRRBB?
Bankers divided over new CCAR scenario designed to bridge supervisory gap exposed by SVB failure
Held-to-maturity assets present banking risks, paper says
Boston Fed research argues SVB failure could mean regulatory re-think
Basel Committee mulls mandatory climate disclosures
Proposals envisage ‘iterative process‘ of adding climate risks to Basel framework
MAS imposes further penalties on Singapore’s biggest lender
Central bank penalises DBS after country’s largest bank experienced repeated service outages
Philippines’ Marcos pledges SWF will still go ahead
Government puts implementation rules on hold, but president says it will open by year’s end
UK regulator ‘welcomes’ Metro Bank capital injection
Colombian banker becomes majority shareholder of struggling lender
BoE postpones date for UK banks’ Basel III compliance
PRA says it needs more time to consider feedback on credit risk and output floor proposals
ECB paper models ‘state-dependent’ impact of capital ratios
Model simulates ratio changes’ effects on credit supply in different macro-financial conditions
BoE stress tests find banks resilient to interest rate risk
Credit impairments drive majority of losses, but all banks pass test
US banks question stress-test discrepancies
Bank of America and Citigroup open talks with Fed about differing results
Philippine central bank cuts lenders’ reserve requirements
Move comes after BSP paused monetary tightening in May
US banks need higher equity capital levels, Kashkari says
“Essentially unlimited deposit insurance” poses systemic risk, says Minneapolis Fed president
European body criticises some of ECB’s supervisory methods
ECB rejects audit body’s arguments over supervision of eurozone NPLs and capital levels
ECB supervisory regime needs change – report
Current approach is “too capital-centric” and needs to be streamlined, says panel
Proportionality in bank regulation: striking the right balance
The ‘final’ Basel III framework contains elements designed to make the rules fairer while reducing regulatory arbitrage. This means careful analysis is required when making any proportionality adjustments in the EU single rule book, writes Maurizio…
Bank of England pushes ahead with ‘Basel 3.1’
Central bank says amendments to Basel III could halt downward drift in risk-weighted capital ratios
ECB paper looks at Covid-19 emergency supervisory measures
Relaxation of CET1 requirements positively affected lending, but change to Pillar 2 guidance did not
Philippine central bank raises capital requirements for rural banks
Rural banks’ association says the measure could hurt banks in low-income areas
BoE’s planned procyclical capital hike bewilders banks
Some doubt regulator will go through with counter-cyclical buffer hike while forecasting recession
BoE flags global risks in ‘opaque’ commodities market
LME disruption reveals “highly leveraged” participants within financial system
Chinese draft law sets up financial stability fund
New government committee would oversee financial stability as concerns grow