Events listed in Capital Requirements Regulation (CRR)
Asset Management
consultation
ESAs consult to amend technical standards on the mapping of ECAIs’ credit ...
ID 23405
The JC of the ESAs has initiated a consultation to propose amendments to the ITS on the mapping between relevant credit assessments of ECAIs and CQS for credit risk. The objective is to ensure a consistent and robust regulatory framework across the EU in the banking and insurance sectors. The proposed amendments are based on a **monitoring exercise conducted to assess the adequacy of ...
EBA GL 2016 07-CT GLs on application of the definition of default
ID 23342
Following the publication of the Guidelines on the application of the definition of default under Article 178 of Regulation (EU) No 575/2013 which became applicable from 1 January 2021, the ESMA has published an updated version of the corresponding compliance table. The table sets out which member states comply or intend to comply with the guidelines and – in latter case – by which ...
Asset quality review – Phase 2 Manual, 2023
ID 23268
The ECB has published its Asset Quality Review Phase 2 Manual, 2023, which provides guidance for the AQR exercise conducted by the ECB and NCAs in 2023, along with a corresponding FAQs on the revised asset quality review manual. It covers processes such as the review of PP&A, loan tape creation and data integrity validation, credit file review, and collective provisioning analysis. The loan ...
EBA publishes Report on holdings of eligible liabilities issued by G-SIIs and O-SIIs
ID 23261
EBA published a report on the holdings of MREL instruments by G-SIIs and O-SIIs. The report found that as of 31 December 2021, the holdings of these instruments were small, and the direct contagion risks were limited. More than half of the resolution banks in the sample had exposures to eligible liabilities issued by G-SIIs and other O-SIIs **below 2% of MREL and 0.6% ...
FI notifies the EU regarding the introduction of new risk weight floor for ...
ID 23241
On May 15, 2023, the Swedish financial regulator, Finansinspektionen (FI), published a press release to announce that it has sent a notification to the EU Commission and the European Systemic Risk Board (ESRB) to inform of its plans to introduce a new risk weight floor under Article 458 of the Capital Requirements Regulation (CRR) for corporate loans whose collaterals are commercial and residential properties. ...
Arrêté royal portant approbation du règlement de la Banque nationale de Belgique du ...
ID 23204
The Royal Decree of 11 May 2023 approving the Regulation of the National Bank of Belgium of 24 January 2023 on a category 1 common equity Tier 1 capital buffer for systemic risk related to retail exposures of individuals, which are guaranteed by residential real estate located in Belgium, has been passed. The Regulation of the National Bank of Belgium applies to credit institutions ...
Vejledning om stresstest for små og mellemstore pengeinstitutter
ID 23122
Following the introduction of a guidance on stress tests for small and medium firms (see eventid=18092), the Danish FSA has enhanced the document with the following points: – interest risk rate on bonds includes bonds both within and outside the trading book – net fee income should be considered on an individual level, as there might exist income and/or expenses, which need adjustment. If, ...
Recommendation of the European Systemic Risk Board of 6 March 2023 amending ...
ID 23119
New Recommendation of the European Systemic Risk Board (ESRB) on the „assessment of cross-border effects of and voluntary reciprocity for macroprudential policy measures“ (ESRB/2023/1) was published in the Official Journal of the EU. The recommendation modifies Recommendation (ESRB/2015/2) which sets out „proposals“ for national competent authorities (NCAs) as to the implementation and adoption of policy measures of other NCAs so as to ensure that ...
DK-Stellungnahme EBA-Konsultation zu Draft ITS on supervisory reporting (IRRBB)
ID 23065
Die DK veröffentlicht ihre Stellungnahme zum Entwurf für Implementing Technical Standards zu den künftigen, europäisch harmonisierten regulatorischen Meldepflichten für Zinsänderungsrisiken im Anlagebuch (IRRBB) – EBA/CP/2023/01 (bitte EU-eventid=19552 beachten). Dabei wird betont, dass hinsichtlich der Menge und Granularität der zu meldenden Daten die Anforderungen weit über den Stand der Dinge sowie den Umfang hinausgehen, der sich aus dem zugrundeliegenden Regelwerk (insbe ...
12 Q&As on CRR: Supervisory reporting and IFR: Concentration risk
ID 23056
EBA has published the following 12 new Q&As regarding issues relating to the CRR and the IFR: ##### 2022_6350 – Supervisory reporting – FINREP (incl. FB&NPE) – Interest-income on credit impaired financial assets (template F 16) QUESTION: Template F 16, r0280, of which: interest-income on credit impaired financial assets: if a financial asset was credit impaired during for example Q1, Q2, and Q3, but ...