Featured Product

    EBA Updates Data Used for the Identification of G-SIIs

    August 11, 2017

    EBA published 12 indicators and underlying data from the 35 largest institutions in the EU, whose leverage ratio exposure measure exceeds EUR 200 billion. EBA defines uniform requirements for the data used in the identification and scoring of potential global systemically important institutions (G-SIIs), in line with the internationally agreed standards.

    In 2015, the number of banks with a leverage ratio exposure measure exceeding EUR 200 billion was 36 and three banks have changed in the sample. This end-2016 data contributes to the internationally agreed basis on which a smaller subset of banks will be identified as G-SIIs, following the Basel Committee and the FSB final assessments. A stable sample of 33 institutions shows that aggregate values for over-the-counter (OTC) derivatives decreased by 8% from end-2015 and by 28% from end-2013, while for Trading and Available for Sale Securities, the total amount decreased by 7% from end-2015 and by 33% from end-2013. Total exposures for these 33 institutions, as measured for the leverage ratio, observed a decrease by 2.1% and stood at EUR 24.6 trillion at the end of 2016. 


    EBA's implementing technical standards and guidelines on disclosure of G-SIIs define uniform requirements for disclosing the values used during the identification and scoring process of G-SIIs, which have been developed in accordance with Capital Requirements Directive or CRD IV (Directive 2013/36/EU) and on the basis of internationally agreed standards. EBA also acts as a central data hub in the disclosure process, providing a platform to aggregate data across the EU through a user-friendly excel tool. EBA will continue to disclose this data annually.

     

    Related Link: Press Release

    Keywords: Europe, Banking, G-SII, Leverage Ratio, CRD IV, OTC Derivatives, EBA 

    Related Articles
    News

    APRA Decides to Keep Countercyclical Capital Buffer for Banks at 0%

    APRA announced its decision to keep the countercyclical capital buffer (CCyB) for authorized deposit-taking institutions on hold at zero percent.

    December 11, 2019 WebPage Regulatory News
    News

    APRA Issues Operational Risk Rules, Consults on Reporting Requirements

    APRA published an updated prudential standard APS 115 that sets out operational risk requirements for authorized deposit-taking institutions in Australia.

    December 11, 2019 WebPage Regulatory News
    News

    EBA Issues Revised List of Validation Rules for Reporting by Banks

    EBA published a revised list of validation rules in its implementing technical standards on supervisory reporting.

    December 10, 2019 WebPage Regulatory News
    News

    SRB Holds Annual Conference, Reflects on Turning Policy into Action

    SRB published a report on its fourth annual conference that was held on October 10, 2019 in Brussels.

    December 10, 2019 WebPage Regulatory News
    News

    OSFI Sets Domestic Stability Buffer Level at 2.25%

    OSFI has set the Domestic Stability Buffer, or DSB, at 2.25% of total risk-weighted assets, with effect from April 30, 2020.

    December 10, 2019 WebPage Regulatory News
    News

    FED Extends Consultation Period for Capital Requirements for Insurers

    FED is extending comment period for the proposed rule establishing risk-based capital requirements for depository institution holding companies that are significantly engaged in insurance activities.

    December 10, 2019 WebPage Regulatory News
    News

    FSB Examines Financial Stability Aspects of Bigtech and Cloud Services

    FSB published two reports that consider the financial stability implications from the offering of financial services by bigtech firms and the adoption of cloud computing and data services across a range of functions at financial institutions.

    December 09, 2019 WebPage Regulatory News
    News

    HKMA Proposes Changes to Module on Supervision of Concentration Risk

    HKMA issued a circular proposing revisions to the Supervisory Policy Manual module CR-L-1 on consolidated supervision of concentration risks under the Banking (Exposure Limits) Rules (BELR) Rule 6.

    December 09, 2019 WebPage Regulatory News
    News

    BoE Updates XBRL Filing Manual for Reporting Under Solvency II

    BoE has updated the XBRL filing manual (to Version 5.0) to help firms and software vendors create XBRL instance documents for Solvency II Pillar 3 and BoE Insurance reporting.

    December 09, 2019 WebPage Regulatory News
    News

    APRA Specifies Capital Treatment of Equity Investments in ABGF

    APRA published a letter to the authorized deposit-taking institutions outlining the regulatory capital treatment of their equity investments in the Australian Business Growth Fund (ABGF).

    December 09, 2019 WebPage Regulatory News
    RESULTS 1 - 10 OF 4301