BNM denies banks sought exemption on mark-to-market bond losses

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BNM denies banks sought exemption on mark-to-market bond losses FMTNews FMTBusiness

Bank Negara Malaysia governor Nor Shamsiah Mohd Yunus does not foresee a banking crisis brewing in Malaysia as local banks remain well capitalised.

MTM losses can occur when financial instruments held, such as bonds or government securities, are valued at the current market value. If the current market price of a security falls below the purchase price, the holder would have an unrealised or paper loss, and marking the security down to the new market price would result in the mark-to-market loss.

This was the catalyst that sparked the banking crisis in the US with the collapse of Silicon Valley Bank and Signature Bank following the US Federal Reserve’s aggressive rate hikes, as well as the downfall of Switzerland’s Credit Suisse. She said even if the value of such assets held by the banks were revised as mark-to-market based on accounting practices, the impact on the banks’ capital ratio would only be a fall of one percentage point.

 

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