Capital ratios
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
ECB ends liquidity relief measures for banks
Lenders have not used buffers and coverage ratios exceed minimum levels, data shows
New Zealand banks well positioned to face new Covid shock, says RBNZ
Central bank carried out both solvency and liquidity stress tests in 2021 exercises
Quarles says Congress should rein in Fed funding
Former vice-chair for supervision calls for new body to wind down liquidity programmes
Carney says over $130 trillion of capital now pledged to net zero
But rich countries admit they have fallen short of net zero financing goals
Quarles term as Fed vice-chair ends without replacement
Fed supervision committee will continue without a chair, acting on consensus basis
ECB’s stress capital buffer still a ‘black box’ – banks
National regulators retain wide latitude to set Pillar 2 Guidance under new rules
BDF paper analyses banks’ capital buffers
Researchers suggest new approach to setting banks’ structural and cyclical reserve levels