Liquidity risk and rules

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Prudential Standard on Bank Liquidity Management

APRA standard for banks' management of liquidity risks

Australian Prudential Regulation Authority standard requires banks to adopt prudent practices in managing liquidity risks and to maintain an adequate level of liquidity to meet its obligations as they fall due across a wide range of operating circumstances. Key requirements that a bank must: i) have a risk management framework to measure, monitor and manage liquidity risk that is commensurate with its nature, scale and complexity; ii) maintain a portfolio of high-quality liquid assets sufficient in size to enable the institution to withstand a severe liquidity stress; and iii) maintain a robust funding structure appropriate for its size, business mix and complexity.

Publisher: National Regulators Release date: Dec 2016 Country: Australia

Type: Law, Regulation and Policy

Parent: Basel III: the Net Stable Funding Ratio, Basel III: The Liquidity Coverage Ratio and Liquidity Risk Monitoring Tools

Topics: Liquidity risk and rules, Risk management

Sectors: Banking

Liquidity Coverage Ratio: Public Disclosure Requirements

FRB final rule to implement public disclosure requirements for liquidity coverage ratio rule

US Federal Reserve Board final rule for institutions required to calculate a liquidity coverage ratio (LCR). Institutions will be required to disclose publicly, on a quarterly basis, quantitative information about its LCR calculation and a discussion of the factors that have a significant effect on its LCR.

Release date: Dec 2016 Country: United States

Type: Law, Regulation and Policy

Topics: Liquidity risk and rules, Transparency and disclosure

Sectors: Banking

HKMA Supervisory Policy - Systems and Controls for Liquidity Risk Management

HKMA policy on sound liquidity risk management by banks

Hong Kong Monetary Authority policy sets out an overview of what HKMA considers to be the major elements of a sound liquidity risk management framework and describes the manner in which the HKMA will apply its risk management standards.

Publisher: National Regulators Release date: Nov 2016 Country: Hong Kong, China

Type: Law, Regulation and Policy

Topics: Liquidity risk and rules, Risk management, Corporate governance, Stress-testing, Crisis management and contingency planning

Sectors: Banking

Guidelines on Assessment of ICAAP and ILAAP under SREP

EBA guideline on common approach to internal capital adequacy assessment process and internal liquidity adequacy assessment process under the supervisory review and evaluation process

European Banking Authority guidelines on information to be collected for supervisory authorities to perform their assessments of internal capital adequacy assessment process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) in accordance with EBA's guidelines for the supervisory review and evaluation process (SREP). Guidelines specify: i) general information about ICAAP and ILAAP frameworks, business model and strategy, as well as governance arrangements; ii) ICAAP-specific methodological, policy and operational information; iii) ILAAP-specific methodological, policy and operational information; and iv) management conclusions on ICAAP and ILAAP and quality assurance information.

Publisher: Regional Standard-Setting Bodies Release date: Nov 2016

Type: Guideline

Parent: Guidelines on Common Procedures and Methodologies for the Supervisory Review and Evaluation Process (SREP)

Peer: Guidelines on ICT Risk Assessment Under SREP, Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

Topics: Capital adequacy, Liquidity risk and rules

Sectors: Banking

Guiding Principles on the Temporary Funding Needed to Support the Orderly Resolution of a G-SIB

FSB principles on ensuring adequate liquidity funding in resolution

Financial Stability Board principles for temporary funding of global systemically important banks (G-SIBs) in resolution. Principles help to address risk of banks having insufficient liquidity to maintain critical operations during a resolution. Principles are intended to ensure effective resolution of G-SIBs without bail-out by the public sector and in a way that reduces moral hazard with a preference for private sector provision of liquidity. Relevant in context of domestic systemically important banks (D-SIBs) as well.

Publisher: Global Standard-Setting Bodies Release date: Aug 2016

Type: Guideline

Parent: Key Attributes of Effective Resolution Regimes for Financial Institutions

Peer: Principles for Cross-Border Effectiveness of Resolution Actions , Guidance on Cooperation and Information Sharing with Host Authorities Not Represented on CMGs, Guidance on Arrangements to Support Operational Continuity in Resolution, Funding Strategy Elements of an Implementable Resolution Plan

Topics: Recovery and resolution, Systemically important financial institutions (SIFIs), Cross-border cooperation, Liquidity risk and rules

Sectors: Banking

HKMA Supervisory Policy - Regulatory Framework for Supervision of Liquidity Risk

Revisions to HKMA's supervision of liquidity risk management

Hong Kong Monetary Authority supervisory policy sets out how HKMA supervises banks' liquidity risk, provides an overview of the two statutory liquidity requirements, setting by banks of internal target above the statutory minimums, possible supervisory responses to liquidity events, and guidance on disclosure of liquidity information.

Publisher: National Regulators Release date: Jul 2016 Country: Hong Kong, China

Type: Law, Regulation and Policy

Topics: Liquidity risk and rules, Stress-testing, Transparency and disclosure

Sectors: Banking

Enhanced Prudential Standards for Systemically Important Insurance Companies

FRB proposed standards for systemic insurers

US Federal Reserve Board proposed prudential standards that would be applicable to systemically important insurers, including corporate governance, risk management, and liquidity risk management standards.

Publisher: National Regulators Release date: Jun 2016 Country: United States

Type: Law, Regulation and Policy

Peer: Capital Requirements for Supervised Institutions Significantly Engaged in Insurance Activities

Topics: Systemically important financial institutions (SIFIs), Corporate governance, Risk management, Liquidity risk and rules

Sectors: Insurance

Deadline for comments: Aug 2016

Markets in Financial Instruments Regulation - MiFID II

EU regulatory framework directly applicable in all EU member states

European Union regulatory framework directly applicable in all EU jurisdictions and not requiring transposition into national law.

Publisher: Regional Standard-Setting Bodies Release date: May 2016

Type: Law, Regulation and Policy

Peer: Markets in Financial Instruments Directive - MiFID II

Topics: Capital adequacy, Liquidity risk and rules, Corporate governance, Risk management, Transparency and disclosure, Systemically important financial institutions (SIFIs)

Sectors: Banking, Insurance, Pensions, Securities

Net Stable Funding Ratio

FDIC liquidity risk measurement standards and disclosure requirements

US Federal Deposit Insurance Corporation proposed rule to implement net stable funding ratio for large and internationally active banking organizations. Banks would be required to maintain minimum level of stable funding relative to liquidity of their assets, derivatives and commitments, over a one year period. Rule is proposed by FDIC, Federal Reserve and Office of the Comptroller of the Currency.

Publisher: National Regulators Release date: May 2016 Country: United States

Type: Consultative, discussion and issues paper

Topics: Liquidity risk and rules

Sectors: Banking

Establishing Shariah Compliant Central Bank Liquidity Facilities

BOE feasibility study on establishing deposit and liquidity insurance facilities on Sharia compliant basis

Bank of England consultation on establishing Sharia compliant liquidity facilities. Identifies two possible models for establishing Sharia compliant central bank deposit facility: i) wakalah fund based arrangement; and ii) commodity murabaha. Also identifies two possible models for providing liquidity insurance to Islamic banks: i) collateralizing commodity murabaha liquidity insurance model; and ii) sale and buy back (also known as Sharia compliant repo). Primary focus is on establishment of deposit facility.

Publisher: National Regulators Release date: Feb 2016 Country: United Kingdom

Type: Consultative, discussion and issues paper

Topics: Islamic finance, Liquidity risk and rules

Sectors: Banking

Deadline for comments: Apr 2016

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Resources

382 records

Prudential Standard on Bank Liquidity Management

Liquidity Coverage Ratio: Public Disclosure Requirements

HKMA Supervisory Policy - Systems and Controls for Liquidity Risk Management

Guidelines on Assessment of ICAAP and ILAAP under SREP

Guiding Principles on the Temporary Funding Needed to Support the Orderly Resolution of a G-SIB

HKMA Supervisory Policy - Regulatory Framework for Supervision of Liquidity Risk

Enhanced Prudential Standards for Systemically Important Insurance Companies

Markets in Financial Instruments Regulation - MiFID II

Net Stable Funding Ratio

Establishing Shariah Compliant Central Bank Liquidity Facilities

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