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    ESRB Updates the Summary of National Macro-Prudential Measures

    June 04, 2018

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

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