Notice FHC-N649 on Minimum Liquid Assets and Liquidity Coverage Ratio
Requirements for financial holding companies that have a subsidiary that is a bank incorporated in Singapore and are predominantly banking designated financial holding companies (predominantly banking DFHCs) on minimum liquid assets (MLA) and liquidity coverage ratio (LCR).
This notice applies to all financial holding companies that have a subsidiary that is a bank incorporated in Singapore and are predominantly banking DFHCs (referred to in this Notice as an “FHC”).
It sets out the minimum liquid assets (MLA) requirements and liquidity coverage ratio (LCR) requirements that an FHC has to comply with.
Requirements for specified predominantly banking designated financial holding companies (predominantly banking DFHCs) to disclose information about their net stable funding ratio (NSFR).
Requirements for specified predominantly banking designated financial holding companies (predominantly banking DFHCs) on their net stable funding ratio (NSFR).
Risk based capital adequacy requirements for financial holding companies that have a subsidiary that is a bank incorporated in Singapore and are predominantly banking designated financial holding companies (predominantly banking DFHCs).
Requirements for specified predominantly banking designated financial holding companies (predominantly banking DFHCs) to disclose information about their liquidity coverage ratio (LCR), and information relating to their internal liquidity risk measurement and management framework.