ESRB updated the overview of national macro-prudential measures in the EU and the European Economic Area. The overview of measures of national macro-prudential interest covers several measures, including capital buffers and reciprocation 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 overview of macro-prudential measures 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.
Keywords: Europe, EU, Banking, Systemic Risk, Macro-Prudential Framework, Capital Buffers, CRR, CRD IV, ESRB
Previous ArticleBDE Issues Technical Instructions for Financial Reporting by Banks
APRA announced the standardization of quarterly reporting due dates for authorized deposit-taking institutions.
Bundesbank published a list of "EntryPoints" that are accepted in its reporting system; the list provides taxonomy version and name of the module against each EntryPoint.
The private sector working group of ECB on euro risk-free rates published the recommendations to address events that would trigger fallbacks in the Euro Interbank Offered Rate (EURIBOR)-related contracts, along with the €STR-based EURIBOR fallback rates (rates that could be used if a fallback is triggered).
EBA published the phase 1 of its reporting framework 3.1, with the technical package covering the new reporting requirements for investment firms (under the implementing technical standards on investment firms reporting).
Asia Pacific Australia Banking APS 111 Capital Adequacy Regulatory Capital Basel RBNZ APRA
ESMA published the final guidelines on outsourcing to cloud service providers.
EBA published annual data for two key concepts and indicators in the Deposit Guarantee Schemes (DGS) Directive—available financial means and covered deposits.
OSFI has set out the schedule for release of draft guidance on the management of technology risks by federally regulated financial institutions and private pension plans.
MAS updated rules for new housing loans by banks and finance companies.
HKMA published a statement on the 100% Personal Loan Guarantee Scheme and a guideline on the Green and Sustainable Finance Grant Scheme (GSF Grant Scheme) as announced in the 2021-22 Budget.