While the Vietnam regulator is consulting on setting up an asset management company to take on NPLs to help clean up domestic banks' balance sheets, slow progress is being made towards Basel II
Long-term guarantees impact assessment begins, but 'disappointment' over narrow eligible assets for matching adjustment
More KPMG articles
Hong Kong regulator to consult banks on new LCR this quarter and assess level playing field implications before deciding on whether to adopt a phased approach
Decision to push back Basel III implementation motivated by capital concerns, say market sources
Tougher liquidity reporting standards imposed by the Australian regulator won't be a problem for the country's four main banks
French regulator also considering adjusting pre-approval schedule
Jurisdictions with an intergovernmental agreement in place may find foreign financial institutions facing a legal conflict with Foreign Account Tax Compliance Act compliance
A "Dear CEO" letter from the FSA on RDR is seen as a harbinger of its new interventionist stance
UK Financial Services Authority highlights problems with data control, ownership and validation
A reliance on liquid demand deposits may pose problems for Indonesian banks with no other obvious sources of funding
Meeting Basel III liquidity requirements will mean banks in the Special Administrative Region will need to look locally, according to KPMG
European Parliament plenary vote on Omnibus II will take place on November 20
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.