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    ESRB Updates National Macro-Prudential Measures in January 2019

    January 22, 2019

    ESRB updated its overview of national measures of macro-prudential interest in the EU and the European Economic Area. The overview covers several measures, including capital buffers and reciprocation measures.

    The capital buffers in the overview 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, loan amortization, loan maturity, loss-given-default, loan-to-deposit, loan-to-income, loan-to-value, Pillar II, risk-weights, and stress test/sensitivity test.

    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.

     

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    Keywords: Europe, EU, Banking, Systemic Risk, Macro-prudential Framework, Capital Buffers, CRR/CRD, ESRB

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