Domestic Systemically Important Bank (D-SIB) Framework - Review of the Assessment Methodology

Domestic Systemically Important Bank (D-SIB) Framework - Review of the Assessment Methodology https://www.taxtmi.com/news?id=27116 The Payments sub-indicator now requires reporting of Total value and Total volume of Digital Payments (value weighted 75% and volume 25%); annual systemic importance scores will be computed using end March data during August-October with D SIB names disclosed in November and data submissions due by August 15. Data-treatment changes include market-value reporting for marketable securities, deduction of Level 1/Level 2 assets from HFT/AFS securities per Basel III LCR, and net reporting of SFTs/OTC derivatives where effective bilateral netting exists. Guidance and templates will be provided; the revisions apply from the 2024 assessment. en-us Fri, 29 Dec 2023 13:24:35 +0530 Fri, 29 Dec 2023 13:24:35 +0530 TaxTMI RSS Generator Domestic Systemically Important Bank (D-SIB) Framework - Review of the Assessment Methodology https://www.taxtmi.com/news?id=27116 The Payments sub-indicator now requires reporting of Total value and Total volume of Digital Payments (value weighted 75% and volume 25%); annual systemic importance scores will be computed using end March data during August-October with D SIB names disclosed in November and data submissions due by August 15. Data-treatment changes include market-value reporting for marketable securities, deduction of Level 1/Level 2 assets from HFT/AFS securities per Basel III LCR, and net reporting of SFTs/OTC derivatives where effective bilateral netting exists. Guidance and templates will be provided; the revisions apply from the 2024 assessment. News - Fri, 29 Dec 2023 13:24:35 +0530 https://www.taxtmi.com/news?id=27116