Events listed in [ESRB] European Systemic Risk Board

Adverse scenario for the 2023 European Securities and Markets Authority’s money ...

ID 26389
The European Systemic Risk Board, ESRB, has issued a statement to inform of and published the adverse scenarios and latest guidelines for performing the next EU-wide money market fund stress test. The scenarios were developed by the ESRB’s Task Force on Stress Testing in cooperation with the European Central Bank (ECB) and ESRB Secretariat and were recently sent to ESMA for application. ##### *In ...

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 ...

Recommendation of the European Systemic Risk Board of 13 November 2023 regarding ...

ID 26367
The European Systemic Risk Board (ESRB) has issued a new recommendation regarding a notification of the Portuguese Central Bank, Banco de Portugal, of its intention to set a sectoral systemic risk buffer rate (sSyRB) in accordance with Article 133 of Directive 2013/36/EU, the Capital Requirements Directive IV (CRD IV). Specifically, Banco de Portugal has notified the ESRB of its plan to set a 4% ...

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 ...

ESRB Letter to the European Parliament – background information on the ...

ID 25226
The European Systemic Risk Board, ESRB, has published an open letter addressed at the European Parliament, the European Commission, and the Council to provide further insights into the active account requirement (AAR) under proposed EMIR 3.0. To recall, the active account requirement would require EU market participants to maintain active accounts at EU central counterparties (CCPs) for central clearing purposes for derivative contracts identified ...

ESRB response to ESMA’s final report on extending emergency measures on CCP ...

ID 25187
The European Systemic Risk Board (ESRB) has responded to the European Securities and Markets Authority’s (ESMA) final report on extending emergency measures related to central counterparty (CCP) collateral requirements. Please note in this context that the final report has NOT been officially published by ESMA (yet) for public viewing. The proposal for extension follows a corresponding final report in 2022 in which the ESMA ...

Opinion of the European Systemic Risk Board of 3 August 2023 regarding the existing ...

ID 25184
In June 2023, the European Systemic Risk Board (ESRB) received notice from the Norwegian Ministry of Finance about a proposed measure regarding the imposition of Other Systemically Important Institution (O-SII) buffers on certain banks in accordance with Article 131 of the Capital Requirements Directive (CRD). The proposal aims to set a 2% O-SII buffer for one bank and a 1% buffer for three other ...

Opinion of the European Systemic Risk Board of 1 September 2023 regarding the ...

ID 25159
The European Systemic Risk Board has issued an opinion in response to a notification from the Ministry of Finance of Poland regarding measures related to existing foreign currency housing loans. Specifically, Poland plans to extend a measure introduced in March 2022 to limit the additional risks associated with these loans by setting – or better maintaining – appropriately higher risk weights for housing loans ...

ESRB response on the request for information for post-implementation Review of IFRS ...

ID 25124
The European Systemic Risk Board (ESRB) has published its response to the Post-implementation Review IFRS 9 Financial Instruments Impairment in which it highlights several issues related to the Expected Credit Loss (ECL) approach in International Financial Reporting Standards (IFRS) 9 that merit attention from a financial stability perspective. According to the ESRB, the introduction of the ECL approach in IFRS 9 represented a ...

ESRB advice on the prudential treatment of environmental and social risks

ID 25106
The European Systemic Risk Board (ESRB) has provided advice on the prudential treatment of environmental and social risks from a macroeconomic and systemic risk point of view to support the European Banking Authority (EBA) in its assessment of “whether a dedicated prudential treatment of exposures related to assets, including securitizations, or activities associated substantially with environmental and/or social objectives would be justified”. In this ...
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