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.
This notice applies to all financial holding companies that –
(a) have a subsidiary that is a bank incorporated in Singapore;
(b) are predominantly banking DFHCs; and
(c) are internationally active designated financial holding companies or are entities within a group that is designated by the Authority as a domestic systemically important bank (D-SIB),
(referred to in this Notice as “FHCs”, or each, an “FHC”).
It sets out requirements for an FHC to disclose quantitative and qualitative information about its liquidity coverage ratio (LCR).
It also sets out requirements for an FHC to disclose information relating to its internal liquidity risk measurement and management framework, as well as information to enable market participants to better understand its liquidity risk management and positions.