Featured Product

    ESRB Updates List of Macro-Prudential Measures in February 2021

    February 22, 2021

    ESRB updated the list of national macro-prudential measures applied by each member state in the European Economic Area. One of the updates on the national macro-prudential measures involves the Debt-Service-to-Income (DSTI) measure in France, which became effective on January 28, 2021. Additionally, ESRB separately published notifications regarding other systemically important institutions (O-SIIs) from the respective regulatory authorities in Austria, Belgium, Bulgaria, Croatia, Czech Republic, Estonia, France, Germany, Greece, Hungary, Italy, Ireland, Latvia, Liechtenstein, Lithuania, Luxembourg, Malta, Netherlands, Norway, Portugal, Poland, Spain, Sweden, and UK. ESRB also published notifications regarding global systemically important institutions (G-SIIs) from the respective regulatory authorities in France, Germany, Italy, the Netherlands, Spain, and UK.

    The overview of national macro-prudential measures covers several measures, including capital buffers, reciprocation measures, and borrower-based measures. The capital buffers are capital conservation buffer, countercyclical capital buffer. systemic risk buffer, and G-SII and O-SII buffers. The borrower-based measures are DSTI, loan-to-income ratio, loan-to-value ratio, debt-to-income ratio, and loan maturity. The ESRB overview of the national macro-prudential measures 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. 

     

    Related Links

    Keywords: Europe, EU, Banking, Macro-Prudential Measures, Borrower-Based Measures, Systemic Risk, Regulatory Capital, Basel, CRR/CRD, DSTI, RRE, ESRB

    Featured Experts
    Related Articles
    News

    FDIC Proposes Amendments to Real Estate Lending Standards

    FDIC is seeking comments on a rule to amend the interagency guidelines for real estate lending policies—also known as the Real Estate Lending Standards.

    June 15, 2021 WebPage Regulatory News
    News

    MAS Amends Notices on Risk-Based Capital Adequacy Requirements

    MAS revised Notices 637 and 1111 on the risk-based capital adequacy requirements, along with Notice 656 on the exposures to single counterparty groups for banks incorporated in Singapore.

    June 14, 2021 WebPage Regulatory News
    News

    ISDA Consults on Implementation of Fallbacks for Certain Swap Rates

    ISDA is consulting on the implementation of fallbacks for the sterling LIBOR ICE Swap Rate and for the USD LIBOR ICE Swap Rate.

    June 11, 2021 WebPage Regulatory News
    News

    US Agencies Set Out Unified Agenda for Planned Regulatory Actions

    SEC announced that the Office of Information and Regulatory Affairs released the Spring 2021 Unified Agenda of Regulatory and Deregulatory Actions.

    June 11, 2021 WebPage Regulatory News
    News

    BIS and BoE Launch Innovation Hub in London

    BIS and BoE launched the BIS Innovation Hub Center in London, which is the fourth new Innovation Hub Centre to be opened in the past two years.

    June 11, 2021 WebPage Regulatory News
    News

    ESRB Recommends Reciprocation of Certain Macroprudential Measures

    ESRB published recommendations on the reciprocation of macro-prudential measures in Belgium, France, Luxembourg, Norway, and Sweden.

    June 11, 2021 WebPage Regulatory News
    News

    MAS Amends Regulatory Notices Applicable to Banks in Singapore

    MAS revised multiple notices that are applicable to banks and merchant banks in Singapore and have been issued pursuant to the Banking Act (Cap 19).

    June 11, 2021 WebPage Regulatory News
    News

    EC Publishes Regulation on Key Aspects of Implementation of SA-CCR

    EC published the Delegated Regulation 2021/931, which supplements the Capital Requirements Regulation (CRR or Regulation 575/2013) with regard to the regulatory technical standards specifying the method for identifying derivative transactions with one or more than one material risk driver.

    June 10, 2021 WebPage Regulatory News
    News

    BCBS Consults on Prudential Treatment of Cryptoasset Exposures

    BCBS is consulting on preliminary proposals for the prudential treatment of cryptoasset exposures of banks.

    June 10, 2021 WebPage Regulatory News
    News

    EBA Revises List of Validation Rules for Reporting

    EBA issued a revised list of validation rules under the implementing technical standards on supervisory reporting.

    June 10, 2021 WebPage Regulatory News
    RESULTS 1 - 10 OF 7097