ESRB has updated its overview of national capital-based measures in the EU and the European Economic Area. The overview covers only currently active capital-based measures that apply to the systemically important institutions in a member state.
ESRB periodically publishes an overview of the national capital-based measures and an overview of the national macro-prudential measures, which includes all types of current and past measures. National authorities are required to notify ESRB about their macro-prudential measures in accordance with the Capital Requirements Directive (CRD IV), the Capital Requirements Regulation (CRR), and various ESRB recommendations. The capital buffers in the macro-prudential framework include capital conservation buffer, countercyclical capital buffer, global systemically important institution buffer, other systemically important institution buffer, and systemic risk buffer. Other measures include debt-service-to-income, leverage ratio, liquidity ratio, loss-given-default, loan-to-deposit, loan-to-income, loan-to-value, Pillar II, risk-weights, and stress test/sensitivity test.
Keywords: Europe, EU, Banking, Systemic Risk, Macro-prudential Framework, Capital-based Measures, ESRB
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IAIS published technical specifications, questionnaires, and templates for 2020 Insurance Capital Standard (ICS) and Aggregation Method data collections.