Events listed in [ESRB] European Systemic Risk Board
Opinion of the European Systemik Risk Board of 09 June 2023 regarding Swedish ...
ID 24944
The European Systemic Risk Board (ESRB) has published an opinion that was drawn up by the Board on June 9, 2023 as regards the implementation of stricter national measures of the Swedish supervisory authority Finansinspektionen (FI) in connection with the use of internal models for credit risk assessment. Specifically, Finansinspektionen had applied for increasing its minimum risk-weight floor requirement to 35% for commercial loans ...
Opinion of the European Sytemic Risk Board of 31 May 2023 regarding the Estonian ...
ID 24279
The European Systemic Risk Board (ESRB) has published an opinion that was drawn up by the Board on May 31, 2023 as regards a 2-year extension of existing stricter national measures of the Estonian supervisory authority Eesti Pank in connection with the use of internal models for credit risk assessment. Specifically, Eesti Pank had applied for extending its minimum risk-weight floor requirement of 15% ...
Adverse scenario for the European Securities and Markets Authority’s 2023 ...
ID 23494
The European Systemic Risk Board, ESRB, has published the latest macro-financial scenarios to be used by central counterparties (CCPs) for the 2023 EU-wide CCP stress test. The scenarios were developed by the ESRB’s Task Force on Stress Testing in cooperation with the European Central Bank (ECB) and the European Securities and Markets Authority (ESMA) and were recently sent to ESMA for application. #### *In ...
Letter from ECB President and ESRB Chair to Ms Mairead McGuinness, European ...
ID 22571
The European Systemic Risk Board (ESRB) has published a letter from the European Central Bank (ECB) President and ESRB Chair, Ms Christine Lagarde, to the European Commissioner for Financial Stability, Financial Services and Capital Markets as regards the „Assessment of the financial system’s resilience to stress in the transition to the EU’s 2030 goals for the reduction of greenhouse gas emissions“. In this letter, ...
Letter to the Council Working Party on EMIR review
ID 22384
The European Systemic Risk Board (ESRB) has published a letter addressed at the Chair of the Council Working Party, Ms Louise Petersen, in connection with the EU’s currently proposed modifications to the European Market Infrastructure Regulation (EMIR) in an effort to increase the competitiveness of EU central counterparties (CCPs) and to foster clearing activities among market participants. In its letter, the ESRB greatly appreciates ...
Macro-financial scenario for the 2023 EU-wide banking sector stress test (updated ...
ID 22378
Following the recent publication of the macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test (EventID 19394) and the subsequent correction of some data underlying or used in the test scenarios (EventID 19992), the European Systemic Risk Board, ESRB, has yet again published a corrected version of the documents. In a corresponding letter accompanying the newly revised ...
Letter to Members of the European Parliament on EMIR review
ID 22360
The European Systemic Risk Board (ESRB) has published a letter addressed at members of the European Parliament in connection with the EU’s currently proposed modifications to the European Market Infrastructure Regulation (EMIR) in an effort to increase the competitiveness of EU central counterparties (CCPs) and to foster clearing activities among market participants. In its letter, the ESRB greatly appreciates the initiative of the EU, ...
Macro-financial scenario for the 2023 EU-wide banking sector stress test (updated ...
ID 22222
Following the recent publication of the macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test (please refer to EventID 19394 in this context for a detailed description), the European Systemic Risk Board, ESRB, has published a corrected version of the documents. In a corresponding letter accompanying the revised descriptions and data files, the *Head of the ESRB ...
Macro-financial scenario for the 2023 EU-wide banking sector stress test
ID 21640
The European Systemic Risk Board, ESRB, has published the latest macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test. The scenarios were developed by the ESRB’s Task Force on Stress Testing in cooperation with the European Central Bank (ECB) and were recently sent to the European Banking Authority (EBA) for application. The scenarios incorporate a wide variety ...
Recommendation of the European Systemic Risk Board of 1 December 2022 on ...
ID 21573
The European Systemic Risk Board (ESRB) has issued a new recommendation (ESRB/2022/9) as regards risks and vulnerabilities in the commercial real estate sector (CRE). The CRE sector is vital for many financial market participants ranging from financial institutions that provide loans to real estate companies, to investment funds that often invest in securitized real estate loans. According to the ESRB, there are currently several ...