Capital ratios
Book notes: The bankers’ new clothes, second edition, by Anat Admati and Martin Hellwig
A disjointed book where ‘I told you so’ new chapters add little to the excellent original analysis
Experts split on impact of Fed’s new Basel III proposal
Economists divided over financial stability ramifications of vice-chair’s new capital ratios plan
Running the numbers on Barr’s Basel III endgame revisions
Fed vice-chair’s plan to ease capital requirements for big banks still lacks critical details
BoE’s revised Basel III plans will be ‘welcomed by industry’
Banks will breathe “sigh of relief” over less stringent proposals, say experts
Fed’s vice-chair unveils watered-down capital requirements
Barr proposes reducing rise for largest banks from 19% to 9%
US Bancorp ever more reliant on LCR relief
HQLAs would only cover 91.4% of bank’s net cash outflows without Fed’s cap
Fed hikes stress capital buffers for 18 US banks
Nine dealers face record-high SCBs as poor performance in latest DFAST weighs on capital requirements
Full-scale war with Hezbollah is a tail-end event – Bank of Israel deputy
Andrew Abir says central bank has advised government to ensure adequate fiscal space as it expects war to last longer and revises its growth and inflation forecasts
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
Switzerland proposes new rules to close Sib oversight gap
Public backstop to become permanent, SNB to provide more liquidity
Nigerian central bank imposes capital levels on lenders
Move comes after MPC calls for renewed efforts to recapitalise banks
US should tighten macro-pru to reduce recession risk – BdF study
Research recommends higher capital requirements and counter-cyclical buffers
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