Events listed in Capital Requirements Directive IV (CRD IV)
DNB handhaaft de Contracyclische Kapitaalbuffer (CCyB) op 1 procent – maart 2023
ID 22537
The Centralbank of the Netherlands (DNB) has announced that it will leave the countercyclical capital buffer (CCyB) at 1%. The decision follows a careful analysis of economic conditions primarily influenced by the continuing political tensions and globally rising interest rates due to high inflation levels. „The purpose of the CCyB is to increase banks‘ resilience as cyclical systemic risks build up, and to release ...
EBA publishes Handbook on data submission for supervisory benchmarking
ID 22300
The European Banking Authority (EBA) has released a Handbook on supervisory benchmarking of internal models. The online tool offers guidance and links to relevant documents and information for supervisory benchmarking, with overviews for all applicable Q&As related to credit risk, market risk, and IFRS9 benchmarking. Additionally, more detailed information is provided for key credit risk elements of the data submission. The Handbook will be ...
EBA publishes annual assessment of banks’ internal approaches for the calculation ...
ID 22211
The European Banking Authority (EBA) has published the supervisory benchmarking (BM) exercise of 2022 in relation to the internal approaches used in market and credit risk and IFRS9 accounting. The exercise was performed on a sample of 41 European banks, covering the entire population of EU banks with internal models for market risk. The results identified outliers that were examined by competent authorities, but ...
EBA GL 2021 12 – GLs on a common assessment methodology for granting ...
ID 22194
On 09 March 2023, the European Banking Authority (EBA) has published an updated version of the compliance table for its „Guidelines on a common assessment methodology for granting authorisation as a credit institution under Article 8(5) of Directive 2013/36/EU“. To recall, these EBA Guidelines (EBA/GL/2021/12) were published in November 2021 to take effect five months from then and shall specify a common assessment methodology ...
Stellungnahme zur EBA-Konsultation zur Änderung der Datenerhebung für das ...
ID 22129
Die Deutsche Kreditwirtschaft (DK) veröffentlicht eine Stellungnahme zur EBA-Konsultation zur Änderung der Datenerhebung für das Benchmarking im Jahr 2024 und beantwortet ausgewählte Fragen zu den Themen “IFRS 9 Templates“ und “Credit Risk Benchmarking“. In Bezug auf die IFRS 9 Templates fragte die EBA in der IFRS Q3, ob das proportionale Vorgehen für das geografische Gebiet angemessen ist und wie die Wesentlichkeitsschwellen definiert werden sollten. ...
EBA GL 2014 10-Compliance Table-Guidelines on Criteria for the assessment of O-SIIS
ID 22043
On 27 February 2023, the European Banking Authority (EBA) has published an updated version of the compliance table for its „EBA Guidelines on criteria for the assessment of O-SIIS“. To recall, these EBA Guidelines (EBA/GL/2014/10) were published in December 2014 to take effect the next month from then and specify the criteria for determining the conditions of the application of Article 131(3) of __Directive ...
Berichtigung der Richtlinie (EU) 2019/878 des Europäischen Parlaments und des Rates ...
ID 21918
A corrigendum to the German version of Directive (EU) 2019/878, the Capital Requirements Directive V, as regards corrections relating to the approval process for systemic risk buffer adjustments exceeding certain thresholds was published in the Official Journal (OJ) of the EU. Specifically, the corrigendum modifies Article 1 of the Directive which itself modifies the Capital Requirements Directive IV (Directive 2013/36/EU) as follows: ##### In ...
New consolidated version: Commission Delegated Regulation (EU) 2022/2580 of 17 June ...
ID 21916
A first consolidated version of Commission Implementing Regulation (EU) 2022/2580 primarily specifying the information that shall be submitted by financial institutions when applying for authorization in an EU member state and „specifying the obstacles which may prevent the effective exercise of supervisory functions of competent authorities“ was published in the Official Journal (OJ) of the EU. The consolidated version thereby includes the amendments that ...
Commission Implementing Regulation (EU) 2023/313 of 15 December 2022 amending the ...
ID 21886
Commission Implementing Regulation (EU) 2023/313 modifying Commission Implementing Regulation (EU) 2016/2070 was published on EUR-Lex, the Official Journal (OJ) of the EU. The Regulation implements revised technical standards regarding the benchmark portfolios, reporting templates, and reporting instructions to be used by financial institutions for the benchmarking of the internal approaches used for the calculation of own funds requirements with respect to credit and market ...
BaFin konsultiert Allgemeinverfügung zu Vergütungsanzeigen
ID 21782
Die BaFin hat einen Entwurf einer Allgemeinverfügung bzgl. der Vergütungsanzeigen zum Meldestichtag 31.12.2022 zur Konsultation gestellt, der sich auf die Vergütungsanzeigen der Banken bezieht, welche jährlich Daten zu den Einkommensmillionären unter ihren Mitarbeitenden, den sogenannten High Earners, nach Artikel 75 (3) Capital Requirements Directive (CRD) melden müssen, und zwar gemäß den überarbeiteten Leitlinien zu den Vergütungsanzeigen nach der Richtlinie 2013/36/EU (EB ...