Banking in Brief
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Our archives on Liquidity Risk
Basel III's LCR requirements eased to facilitate recovery of global banking system
Date: Jan 09, 2013The Clearing House, a US-based banking body, has noted weaknesses in Basel III’s LCR recommendation and has pushed for revisions, in view of the industry’s struggle to achieve Basel III compliance.
Author: Esther Tan
Categories: Basel III, Regulation, Risk and Regulation
Keywords: The Clearing House, BCBS, Liquidity Coverage Ratio, BIS, Bob Chakravorti, Federal Home Loan Bank, European Central Bank, Liquidity Risk, Mervyn King, GHOS
Bank Mandiri mitigates liquidity risk exposure through implementation of crisis management unit
Date: Jan 07, 2013Through establishment of its own business command centre, Bank Mandiri has managed to maintained its US dollar LDR limit at a satisfactory level.
Author: Foo Boon Ping
Categories: Indonesia, Operational Risk, Risk and Regulation
Keywords: Bank Mandiri, Liquidity Risk, BCC, ERM, LDR
Australian banks may struggle to meet data gathering component in APRA's new reporting standards
Date: Nov 21, 2012Although APRA’s liquidity reporting guidelines are still conceptual, Australian banks are bound to be tied to more stringent reporting compliance compared to most countries.
Author: Esther Tan
Categories: Australia, Basel III, Regulation, Risk and Regulation
Keywords: APRA, ADI, LCR, NSFR, MLH, John Laker, RBA, Liquidity Risk
Asian Banker 500 shows Asian banks’ assets grew twice as fast in 2011
Date: Oct 02, 2012Asia’s 500 largest banks’ total assets to reach $85.6 trillion in 2014, overtaking assets of top US and EU banks which are projected to grow to $82.3 trillion.
Author: Doron Foo
Categories: Asian Banker 500, Basel III, China, Databook, Risk and Regulation, Singapore
Keywords: CAR, EU, US Assets, Off balance sheet, Standard Chartered Bank (Hong Kong), ICBC (Macau), DBS, Liquidity, Coverage Ratio, Liquidity Risk
Liberalisation of China’s interest rate market to spur commercial banks’ competitiveness
Date: Sep 13, 2012Li Lin, general manager of strategy development and planning at Shanghai Pudong Development Bank discusses the liberalisation of China’s interest rate market.
Author: Li Lin
Categories: China, Credit Risk, Deposits and Liabilities, Government Finance, Risk and Regulation, Rmb, Capital Markets
Keywords: Interest rates, Shanghai Pudong Development Bank, Li Lin, NDRC, SHIBOR, Deposit Financing, Asset Securitisation, BoC, Capital Management, Liquidity Risk, Capital Supervision
DBS Singapore utilising enterprise risk management to create a unified picture of risk
Date: Aug 13, 2012The bank consolidated ‘silo’ risk systems to unify its risk, treasury, finance and accounting functions in order to gain a better perspective of the overall risks that it faces.
Author: Tiah Wen Li
Categories: Credit Risk, Operational Risk, Risk and Regulation
Keywords: QRM, DBS, ALM, Enterprise Risk Management, Liquidity Risk, Market Risk
Beijing steers its economy towards sustainable growth
Date: Jun 29, 2012Chris Leung, senior economist for the Greater China region at DBS Bank Hong Kong, believes that despite fears of an economic slowdown in China, Beijing is making the right moves to enhance its economy in the long run.
Author: Baron Laudermilk
Categories: Capital & Strategic Issues, China, Government Finance, Regulation, Risk and Regulation, Capital Markets
Keywords: Chris Leung, DBS Bank, Liquidity Risk, Beijing, Risk Culture, Hong Kong, Dariusz Kowalczyk, Credit Agricole, Mark Thirlwell, Lowy Institute for International Policy
Mongolian banks are booming but face a host of challenges
Date: Jun 06, 2012Mongolia’s banking industry has been growing at an unprecedented rate, however, liquidity, high inflation, and the country’s reliance on the Chinese economy, indicate the one sidedness of the economy.
Author: Baron Laudermilk
Categories: Capital & Strategic Issues, Regulation, Risk and Regulation
Keywords: Mongolia, Capital Markets, Liquidity Risk, M.A.D. Investment Solutions, L. Badamstsetseg, Chikako Horiuchi
Post-crisis liquidity risk management: Beyond the two ratios in Basel III
Date: Apr 18, 2012Tsuyoshi Oyama, partner, Deloitte Touche Tohmatsu, feels that the new liquidity ratios introduced in Basel III should be enhanced by systemic measures proven to withstand appropriate stress testing.
Author: Tsuyoshi Oyama
Categories: Basel III, Capital & Strategic Issues, Risk and Regulation
Keywords: Tsuyoshi Oyama, Deloitte Touche Tohmatsu, Euro Crisis, Liquidity Risk, Ratios, Systematic Factors, Market Dynamism, Risk Tolerance