Events listed in Capital Requirements Regulation (CRR)
European Commission approves extension of the risk weight floor for Swedish ...
ID 25739
Following the notification of the European Central Bank (ECB), the European Systemic Risk Board (ESRB) and the European Commission (EC) of its intention to extend the risk weight floor of 25% for residential real estate loans in Sweden (EventID 22925), Finansinspektionen, FI, has published a follow-up on this matter. Specifically, **FI informs that the European Commission has not objected to its proposal to extend ...
Erstanwendung der CRR III muss verschoben werden
ID 25602
Die DK unterstützt nachdrücklich die Forderung der Europäischen Kreditwirtschaft (EBIC) nach mehr Zeit für die Umsetzung des EU-Bankenpakets (CRR III). Mit dem Paket sollen unter anderem die umfangreichen Regelungen zur Finalisierung von Basel III in der Europäischen Union umgesetzt werden. Nach den derzeitigen Planungen müssen diese von den Instituten bereits ab dem 1. Januar 2025 angewendet werden. Die DK fordert jedoch eine Umsetzungsfrist von ...
3 new Q&As regarding issues relating to the CRR and the CRD
ID 25528
EBA has published 3 new Q&As regarding issues relating to the CRR and the CRD: — 2023_6885 – Own funds – Share buyback program: amount of upfront deduction QUESTION: Does the upfront deduction under Article 28(2) of Commission Delegated Regulation (EU) No 241/2014 as specified by Q&A 3277 include in addition to CET1 instruments and related share premium accounts also the other CET1 items ...
The EBA issues Opinion on a measure to address macroprudential risk following a ...
ID 25508
EBA has published an Opinion supporting the extension following a notification from the Swedish Financial Supervisory Authority, FI,(eventid=22925) planning to extend a measure introduced in 2018 to enhance the resilience of banks in the face of potential housing market downturns. The measure stipulates a credit institution-specific minimum risk weight of 25% for Swedish housing loans, specifically those secured by real estate. **EBA does not ...
Compliance report of Country-specific Recommendations of the European Systemic Risk ...
ID 25490
On October 25, 2023, the European Systemic Risk Board (ESRB) published its latest evaluation report on compliance with the Board’s recommendations as regards the „assessment of cross-border effects of and voluntary reciprocity for macroprudential policy measures (ESRB/2015/2. To recall, the recommendations specifically set out „recommendations“ for national competent authorities (NCAs) as to the implementation of policy measures so as to ensure that th ...
New consolidated version: Commission Implementing Regulation (EU) No 945/2014 of 4 ...
ID 25371
A new consolidated version of Commission Implementing Regulation (EU) No 945/2014 specifying the list of stock indices that are considered to only pose general risk for an institution for purposes of calculating own funds requirements in relation to equity risk under the Capital Requirements Regulation (CRR) was published in the Official Journal (OJ) of the EU. The consolidated version contains the revised list of ...
7 Q&As on CRR
ID 25333
EBA has published 7 new Q&As regarding issues relating to the CRR: — 2023_6817 – Supervisory reporting – COREP (incl. IP Losses) – Prudent Valuation: Reporting of AVAs in C 32.03 QUESTION: How should the AVAs of model risk be reported in the template C 32.03. Can the Fair Value Adjustments linked to Model Risk, Model Risk UCS y Model Risk I&FC AVAs be ...
The EBA recommends enhancements to the Pillar 1 framework to capture environmental ...
ID 25307
EBA has published a report addressing the role of environmental and social risks in the prudential framework of credit institutions and investment firms. The report acknowledges that these risks are changing the risk profile for the banking sector and are expected to become more significant over time. These risks affect traditional categories of financial risks, such as credit, market, and operational risks, and could ...
Vejledning om stresstest for små og mellemstore pengeinstitutter
ID 25255
The Danish FSA has amended its guidance on stress tests for small and medium firms. According to the FSA, the banks‘ net interest income in the first half of 2023 appears very high from a historical perspective, and this level cannot necessarily be expected to be maintained going forward. In light of this and as a precautionary measure, the FSA applies a cap on ...
New consolidated version: Commission Implementing Regulation (EU) 2015/2197 of 27 ...
ID 25174
A new consolidated version of Commission Implementing Regulation (EU) 2015/2197 specifying those currencies that are deemed to be closely correlated for purposes of determining market risk to assess own fund requirements of institutions was published in the Official Journal (OJ) of the EU. This latest consolidated version includes the modification made by Commission Implementing Regulation (EU) 2023/1718 which replaced the list of closely correlated ...