Central Banking’s September recap

Central Banking’s September recap

Hello from Central Banking,

The US Federal Reserve cut interest rates for the first time in four years on September 18, shifting focus from inflation control to recession prevention. On September 24, China's central bank introduced aggressive stimulus measures amid concerns over meeting its 5% growth target. Find out more by exploring our top stories from September below.


Fed initiates rate cutting with 50bp reduction

The Fed cut its policy rate by 50 basis points on September 18, its first in four years. While the Fed's credibility remains intact, chair Jerome Powell faces pressure to achieve a soft landing.


BoE’s revised Basel III plans will be ‘welcomed by industry’

The Bank of England's revised Basel III plans are less stringent than initially proposed, a move likely to be welcomed by the UK's financial services industry.


How (not) to review your monetary policy framework

The Fed made some mistakes in its last strategy review in 2020. As it prepares to have another go, it could learn from other central banks.


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Draghi report calls for step change in EU investment

Red tape and fragmented capital markets are the main causes of the EU's lack of investment capital, according to a report by former ECB chief Mario Draghi.


PBoC unveils major stimulus package

China's central bank announced stimulus measures on to boost its slowing economy, including rate cuts, lower bank reserve requirements, and support for the property and stock markets.


Russia’s tangled web of sanctions evasion

Economist Marcello Minenna argues that Russia evades Western sanctions through various methods, with the Bank of Russia playing a key role in maintaining oil sales payments.


Working group minutes: central banks weigh CBDC design choices

Central bankers highlighted significant progress on digital currency but say there are still many outstanding challenges at the latest Central Banking interbank working group.


Alpana Killawala on communications under six governors at the RBI

Former Reserve Bank of India communications chief speaks to Central Banking about the importance of strategic communications, courting the media and open mouth operations.


At least 10 banks near bankruptcy – Bangladesh Bank governor

Bangladesh Bank is helping to save 10 commercial banks from bankruptcy. Governor Ahsan Mansur announced the formation of a task force to restore depositor confidence.


Hong Kong launches second phase of CBDC pilot

The Hong Kong Monetary Authority has begun the second phase of its digital currency pilot scheme, with more than 20 firms – including Standard Chartered, BlackRock – taking part.


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We wish you all the best for the month ahead.

Central Banking

Mohamad Hassan, Ph.D.

Quantitative Financial Research | ALM, IRRBB, Enterprise Risk | Market Risk | Credit Risk | Portfolio Management and Optimisation | Securitisation & Significant Risk Transfer

1 个月

I wonder how these measures impact risks in banking and trading books; 1. Fed's rate cut: This 50bp reduction could significantly impact both market and credit risks. On the market side, we might see increased volatility in fixed income portfolios and derivatives books as yields adjust. For credit risk, lower rates could spur increased lending, potentially leading to looser underwriting standards and higher credit risk exposure in banks' loan books. However, it may also ease debt servicing burdens for existing borrowers, potentially reducing default risks in the short term. 2. BoE's revised Basel III plans: If these are indeed less stringent than initially proposed, it could affect risk-weighted asset (RWA) calculations and capital requirements. This might allow UK banks to take on more risk or increase leverage, potentially boosting profitability but also increasing systemic vulnerabilities. The impact on trading books could be particularly significant if market risk capital requirements are relaxed.

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I wonder how this impacts market and credit risks in banking and trading books... The Fed's rate cut could lead to increased lending and potentially higher credit risk exposure. The BoE's revised Basel III plans might affect risk-weighted assets calculations. China's stimulus package could influence market risks, especially for banks with exposure to Chinese markets or property sector. The EU's fragmented capital markets highlighted by Draghi may impact cross-border risk management. Central banks' digital currency progress could introduce new operational risks. Overall, these developments suggest a complex risk landscape requiring careful monitoring and potentially adjusted risk models across the banking sector.

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