CUBE RegNews: 2nd July

Eva Dauberton

Eva Dauberton

News Editor

MAS and BIS update on Project Nexus: a step toward global cross-border payments 


The Monetary Authority of Singapore (MAS) and the Bank of International Settlements (BIS) have provided an update on Project Nexus. This project, which is part of the BIS Innovation Hub, aims to improve cross-border payments by connecting various domestic instant payment systems (IPS) globally. The comprehensive blueprint for connecting these IPS globally has been completed, and preparations are underway for live implementation. 


Some context 

In April 2021, Singapore and Thailand successfully connected their IPS, allowing customers of participating financial institutions to make cross-border payments simply using the recipient’s phone number. Since then, several countries in Southeast Asia and globally have initiated or are in the process of linking their IPS. 

However, connecting countries on a one-to-one basis becomes increasingly complex due to differences in technical standards, business processes, and regulatory requirements among IPS. Each bilateral initiative necessitates intricate technical integration and multi-party legal negotiations. 

To address these challenges, Nexus offers a standardised and multilateral approach to facilitate the interlinking of multiple IPS. While each IPS needs to invest time and resources to connect and communicate with Nexus, this effort is a one-time occurrence rather than being repeated for each new country connection. 

BIS Innovation Hub (BISIH) Singapore Centre has spent the last year working with the central banks and IPS operators of Indonesia, Malaysia, the Philippines, Singapore and Thailand (‘ASEAN-5’) to evaluate the model against the reality of their IPS. Most of these countries are pioneers in building bilateral instant BIS Innovation Hub Project Nexus cross-border payment links and now wish to connect all five countries multilaterally. The project team also consulted with central banks, standard-setting bodies, IPS operators and commercial banks worldwide to validate that Nexus is scalable and interoperable with IPS beyond those five countries. 


Key takeaways 

This phase of the project set out to: 

  • Develop governance, scheme and oversight arrangements that accommodate the regulatory differences between countries while ensuring appropriate risk management, safety, efficiency and resilience for all Nexus payments. 
  • Develop a viable business and revenue model for Nexus to ensure financial self-sufficiency and ensure that key industry participants have strong incentives to join Nexus. 
  • Finalise the Nexus technology architecture and operational model, building on the insights from the software developed in the proof of concept. 


Next steps 

In the upcoming phase of Nexus, the BISIH Singapore Centre will provide support to a coalition of countries interested in implementing Nexus in the real world and using it to connect their domestic IPS. The BIS and ASEAN-5 central banks have a shared goal of ensuring that any real-world implementation of Nexus is global rather than regional, and they will actively engage with central banks and IPS operators worldwide to achieve this. 


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SEBI proposes MF Lite Regulations for passively managed MF schemes 


The Securities and Exchange Board of India (SEBI) has published a consultation paper introducing a more lenient regulatory framework for passively managed Mutual Fund (MF) schemes: the “MF Lite Regulations.” The main objective of the proposal is to reduce compliance requirements, foster innovation, encourage healthy competition, and facilitate the entry of MFs interested in launching only passive schemes into the market. 


Some context 

The existing regulatory framework for MFs, the SEBI (Mutual Funds) Regulations 1996, covers both active and passive MF schemes, such as Exchange Traded Funds (ETFs) and Index funds. However, SEBI believes that passive MF schemes generally pose lower risks compared to active MF schemes, therefore, a more relaxed regulatory framework specifically tailored for passive MF schemes might be more appropriate. 

 

Key takeaways 

The consultation paper adopts a two-pronged approach to ensure that the proposed requirements apply uniformly and create a level playing field for all passive MF schemes. 


The first approach focuses on ease of entry and relaxed provisions for MFs that intend to launch only passive schemes under the MF Lite registration. This covers governance arrangements, such as eligibility criteria for sponsors, shareholding and governance in MFs, and the role and responsibilities of trustees. Additionally, it includes relaxed disclosure requirements, such as reduced applicability of the Advertisement Code and a simplified Scheme Information Document (SID). 


The second approach aims to simplify compliance by reducing existing obligations for passive schemes under existing MFs or those to be launched under the MF Lite registration. This impacts areas such as investor education and awareness activities and restrictions related to investment and trading in securities by Asset Management Companies (AMC) and trustee employees. It includes new product governance proposals, such as the introduction of Hybrid ETFs/Index Funds and uniform guidelines for launching equity passive schemes for overseas indices as well as relaxed disclosure requirements.


Next steps 

The deadline for feedback is 22 July 2024. 


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US Federal Reserve Michelle Bowman highlights concerns over US approach to Basel III capital reforms 


Michelle W Bowman, a Member of the Board of Governors of the Federal Reserve System, recently delivered a speech at the International Swaps and Derivatives Association (ISDA) Board of Directors in London. During her speech, she focused on the implications of implementing the Basel III standards in the United States and globally. Specifically, she addressed the challenges posed by the US federal banking agencies’ implementation proposals, also known as the Basel III “endgame” capital reforms, which were issued in July 2023.   

In a dissenting statement, Bowman had previously expressed her concerns about the proposal’s deviation from internationally agreed standards and its potential impact on international consistency in capital requirements for large, internationally active banks. 

 

"Despite the goal that the capital framework operates in a holistic fashion, the rulemaking process in the United States has taken a fragmented approach." 

 

Bowman highlighted the overwhelmingly negative response to the US capital proposal, with various stakeholders expressing their concerns. She emphasised her worry that regulators may not fully grasp the real-world consequences of the proposed reforms and criticised the “narrow approach” to rulemaking.

She called for a more comprehensive approach that takes into account the aggregate impacts across rules, focusing on the broader implications of the reform and improving the effectiveness and efficiency of the rule. 

To illustrate her point, Bowman placed special emphasis on the aggregate effects of capital increases, changes to the global systemically important banks (GSIB) surcharge, and the broader impacts on the economy. 

 

On the aggregate effect of capital increase, she highlighted that the proposals would result in an estimated 20% aggregate rise in total risk-weighted assets for bank holding companies subject to the rule. This would affect various business lines due to modifications in the market risk rule, credit valuation adjustment calculations, and the treatment of securities financing transactions. 


On the changes to the GSIB surcharge and long-term debt requirements, Bowman pointed out that alterations could have an impact on specific firms. These firms would have to consider existing requirements, such as leverage and “total loss-absorbing capacity” requirements, in order to effectively plan their business strategies. 

 

In terms of the broader impacts on the economy, Bowman mentioned that the reforms could have both direct and indirect effects on financial products like derivatives and swaps. This could potentially lead to reduced market liquidity. Additionally, she stressed that regulatory reforms, particularly capital reforms, could result in broader changes in firm behaviour. This, in turn, could impact the competitive landscape, potentially leading to increased concentration and higher prices for households and businesses. 

 

"I am also aware that regulators sitting in Washington, DC are not well-equipped to query and understand these real-world consequences of reform." 

 

Looking ahead, she emphasised the need for a framework that addresses overall calibration and international consistency and comparability. She first called for a data-driven analysis and careful review of the comments submitted, as well as consideration of the balance of costs and benefits and the direct and indirect consequences of the capital reform. She also proposed more granular changes to improve the effectiveness and efficiency of the rule, a non-exclusive list of changes that she believes are necessary to improve the proposal. 

 

She concluded by stating, “It is imperative that regulators not lose sight of the practical implications of regulatory reform, even as the US considers the next steps in moving forward to adopt the final Basel III capital reforms.” 

 

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FATF releases outcomes of sixth plenary session 

 

The Financial Action Task Force (FATF) has published a summary of the outcomes of its sixth and final plenary under the leadership of T Raja Kumar of Singapore. The three-day event in Singapore brought together delegates from FATF’s Global Network, which comprises over 200 jurisdictions and international organisations, to discuss issues related to money laundering, terrorism financing, and proliferation financing. 

 

Compliance with FATF Standards:  

  • Jamaica and Turkey have been taken off increased monitoring following successful on-site visits. 
  • Concerns persist about the Democratic People’s Republic of Korea (DPRK) as it has not addressed significant deficiencies in its anti-money laundering and combating the financing of terrorism (AML/CFT) regime. 
  • The FATF has made changes to the criteria for prioritising countries under its International Cooperation Review Group (ICRG) process, commonly known as the grey or blacklisting process. 


Strategic initiatives:  

  • The FATF has reviewed measures to prevent gatekeepers, such as accountants, lawyers, real estate agents, and trust and company service providers, from being exploited for money laundering and terrorist financing. The findings of this review will be published in July 2024. 
  • An update on jurisdictions' progress in implementing the FATF Standards on virtual assets and virtual asset service providers will also be published in July 2024. 
  • The FATF is revising its standards to account for changes in cross-border payment systems and industry standards. The plenary has agreed to hold further discussions before finalizing these amendments. 
  • The FATF President presented the latest output of the Women in FATF and the Global Network initiative. 


Upcoming priorities for 2024 to 2026:  

The incoming President, Elisa de Anda Madrazo, outlined several critical areas for the upcoming Mexican presidency. These include: 

  • Advancing financial inclusion by promoting the risk-based implementation of the Standards under the principle of proportionality, ensuring a successful start to the new round of Assessments. 
  • Strengthening cohesion within the Global Network by fostering transparency, inclusiveness, and unity and supporting proposals to enhance cooperation and collaboration between the FATF and the FSRBs. 
  • Supporting the effective implementation of revised FATF Standards with a specific focus on asset recovery, beneficial ownership, and virtual assets. 
  • Continuing efforts to combat terrorist and proliferation financing. 

 

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CFTC publishes results of fourth DCO supervisory stress test 


The Commodity Futures Trading Commission (CFTC) has released a report detailing the findings of its fourth Supervisory Stress Test (SST) on derivatives clearing organisation (DCO) resources. 


The Risk Surveillance Branch of the Division of Clearing and Risk conducts regular SSTs to assess how DCOs would perform during periods of extreme stress. The analysis conducted for this report had two main objectives: 

  • Identify hypothetical combinations of severe market shocks, concurrent with varying numbers of clearing member (CM) defaults, that would exhaust prefunded resources (DCO committed capital and default fund), and unfunded resources available to the DCOs (reverse stress test component). 
  • Analyse the impacts of DCOs using mutualised resources on non-defaulted CMs. 


The results of this 2024 stress test analysis show that: 

  • All individual DCOs hold sufficient financial resources to withstand many extreme and often implausible price shocks, along with multiple defaults of their CMs. In some cases, DCOs can withstand the default of all CMs that have losses resulting from highly implausible price shocks. 
  • Potential costs to non-defaulting members do not appear to be problematic. Under a very extreme and likely implausible scenario, with shocks three times one of the most volatile days in recent years, concurrent with three synchronised defaults, costs at the clearing members paying the vast majority of default funds and assessments represented only 0.07% of the Tier 1 capital of their parent entities, on average. 
  • The effects of interconnectedness were muted across DCOs, except for extremely implausible scenarios. Extreme events for one DCO are not commonly extreme events at the other DCOs, nor are the extreme losses for clearing members at one DCO experienced to the same extent at other DCOs at which they are a member. 

 

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Relocation within the EU: EIOPA facilitates cross-border cooperation between supervisors


The European Insurance and Occupational Pensions Authority (EIOPA) has added a new annexe to its Decision of 10 June 2021 regarding collaboration between supervisory authorities. This new annexe focuses on supervisory cooperation when a (re) insurance company relocates within the EU. The aim is to facilitate a smooth transition when companies move their registered office within the Single Market, in accordance with the provisions of the ‘Mobility Directive’ (Directive (EU) 2019/2121). 


Some context 

The ‘Mobility Directive’ of the EU enhances the rights of limited liability companies to convert, merge, or divide across borders within the European Union, with a focus on protecting the interests of their employees, creditors, and shareholders. These provisions also apply to cross-border conversions of (re) insurance companies. In order to ensure the seamless implementation of the ‘Mobility Directive’ in the insurance sector and the smooth transfer of supervisory responsibilities during cross-border conversions, EIOPA has included in its supervisory convergence plans for 2023 and 2024 the development of a supervisory tool to facilitate cooperation between competent authorities in the departing and destination countries. 


Key takeaways 

The annexe places emphasis on active and early engagement between supervisors in both the departing and destination countries. This proactive approach guarantees that the relocating entity can continue to provide its services without interruption and under consistent and effective supervision. It promotes the structured transfer of supervisory information and knowledge regarding the relocating (re) insurance company and aims to protect the interests of policyholders and beneficiaries throughout and after the transition. 


Next steps 

EIOPA may provide supervisory authorities with technical assistance and expertise during the transition, particularly in complex cases or where specific guidance is required.

 

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OCC releases June CRA performance evaluation results 

  

The Office of the Comptroller of the Currency (OCC) has published its Community Reinvestment Act (CRA) performance evaluation covering the period from 1 June 2024 to 30 June 2024. 

The assessment is part of the federal banking agencies' obligations under the CRA to review an institution’s credit provision to its entire community, including low—to moderate-income (LMI) neighbourhoods while ensuring the institution’s overall safety and soundness. 

Out of the 21 evaluations disclosed this month, the OCC has rated one as ‘needs to improve,’ 14 as ‘satisfactory,’ and six as ‘outstanding.’

 

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