Events listed in Capital Requirements Regulation (CRR)
Höchstverlustraten für durch inländische Wohnimmobilien und Gewerbeimmobilien ...
ID 26575
In einer Auslegungsentscheidung bestätigt der BaFin die Einhaltung der Höchstverlustraten für durch inländische Wohnimmobilien und Gewerbeimmobilien besicherte Risikopositionen für das Jahr 2022. Hierunter fallen die Höchstverlustraten – nach Artikel 125 Absatz 3 und Artikel 199 Absatz 3 der Verordnung (EU) Nr. 575/2013 (CRR) für mit Wohnimmobilien besicherte Risikopositionen und – nach Artikel 126 Absatz 3 und Artikel 199 Absatz 4 der Verordnung (EU) Nr. ...
The EBA publishes amendments to disclosures and reporting on MREL and TLAC
ID 26436
EBA has released draft ITS amending the ITS on disclosures and reporting on MREL and TLAC. These modifications, set to take effect from 30 June 2024, are in response to changes in the prudential framework, particularly the introduction of the ’daisy chain‘ framework. The ‚daisy chain‘ framework mandates entities not designated as resolution entities to deduct investments in eligible liabilities instruments issued by their ...
Rückkauferlaubnis: BaFin verlängert Allgemeinverfügung
ID 26432
Die BaFin hat die Geltungsdauer der am 27. Dezember 2021 erlassenen Allgemeinverfügung, welche eine Rückkauferlaubnis für bestimmte Institute erteilt, um ein weiteres Jahr bis zum 27. Dezember 2024 verlängert. Diese Verlängerung folgt auf eine vorherige Fristverlängerung bis zum 27. Dezember 2023 (eventid=18850). Die Rückkauferlaubnis betrifft Institute, die außerhalb des Zuständigkeitsbereichs des SRB gemäß Artikel 7 Absätze 2, 4b, und 5 der Verordnung zum Einheitlichen ...
EU banks’ liquidity coverage ratio declined but remains well above the minimum ...
ID 26417
EBA published its Report on liquidity measures, assessing liquidity coverage requirements in the EU. The report covers the period between June 2022 and June 2023, revealing a decline in the EU banks‘ LCR. While the LCR remained comfortably above the minimum requirement, it experienced a 3-percentage-point drop, ending at 163% as of June 2023. This decrease was attributed to fluctuations in the components of ...
Opinion of the European Systemic Risk Board of 10 October 2023 on the Swedish ...
ID 26371
The European Systemic Risk Board (ESRB) has published an opinion that was drawn up by the Board on October 10, 2023 as regards the continued application of stricter national measures of the Swedish supervisory authority Finansinspektionen (FI) in connection with the use of internal models for credit risk assessment for certain credit exposures. Specifically, Finansinspektionen had applied for extending its minimum risk-weight floor requirement ...
Latest updates on the banking package
ID 26287
The European Commission has published information on the latest progress of the review of the regulatory framework on the capital requirements for credit institutions – the so called „banking package“. The proposed amendments to the Capital Requirements Regulation (CRR) and the Capital Requirements Directive IV (CRD IV) were endorsed by the Council and Parliament preparatory bodies. The new CRR rules are set to *take ...
EBA publishes discussion paper on the centralisation of EEA banks Pillar 3 ...
ID 26279
EBA has released a discussion paper outlining the development of the Pillar 3 data hub, a central repository for prudential disclosures from institutions in the EEA. The hub aims to enhance transparency and comparability of banking data by providing a single access point for users. It will include visualisation and exploration tools for better analysis across institutions and disclosure periods. The EBA invites feedback ...
The EBA consults on draft technical standards on market and counterparty credit ...
ID 26276
EBA is consulting on two sets of draft RTS regarding market and counterparty credit risk as part of its roadmap for implementing the Banking Package in the EU. The amendments focus on the FRTB and the SA-CCR. These changes aim to align existing RTS with the CRR 3. The CRR 3 introduces alterations to the FRTB, and the EBA is mandated to amend the ...
FI extends the risk weight floor for Swedish mortgage exposures
ID 26267
The Swedish Financial Supervisory Authority, Finansinspektionen (FI), has published a press release as regards its intention to extend the risk weight floor of 25% for Swedish retail mortgage exposures of institutions using the internal ratings-based (IRB) approach to calculate risk-weighted exposure amounts for credit risk and subsequent capital requirements. Specifically, FI informs that the European Commission and the European Systemic Risk Board (ESRB) have ...
The EBA consults on the amendments to the Pillar 3 disclosure and supervisory ...
ID 26256
EBA has initiated a public consultation on two sets of draft ITS amending Pillar 3 disclosures and supervisory reporting frameworks. These changes are part of the implementation of the Banking Package (CRR 3 and CRD 6) and are aligned with the Basel III reforms in the EU (please see EventID#24579). The amendments focus on areas such as **output floor, credit risk, immovable property losses, ...