Featured Product

    EBA on CRDIV-CRR/Basel III Monitoring Exercise on EU Banking System

    March 06, 2018

    EBA published the thirteenth report on the Capital Requirements Directive IV-Capital Requirements Regulation (CRD IV-CRR)/Basel III monitoring exercise on the European banking system using data as of June 30, 2017. Overall, the results show a further improvement in capital positions European banks, with a total average common equity tier 1 (CET1) ratio of 13.8%.

    The analysis of leverage ratio shows that there has been a continuous increase in the last periods, with the estimated leverage ratio at 5.0%, as of June 2017. The average liquidity coverage ratio (LCR) was 143.1% at the end of June 2017. All banks in the sample show an LCR above the full implementation minimum requirement applicable from January 2018 (100%). The overall average net stable funding ratio (NSFR) is 112.3%, with an overall shortfall in stable funding of EUR 50.9 billion. Compared with the previous periods, NSFR of banks has increased continuously, mainly driven by the increasing amount of available stable funding for both groups. Nearly 81% of the participating banks would already meet the minimum NSFR requirement of 100%.

    This exercise presents aggregate data on capital, leverage, and liquidity ratios of EU banks while assuming full implementation of the CRD IV-CRR/Basel III framework. This exercise does not reflect any BCBS standards agreed since the beginning of 2016 or any measures under consideration by BCBS. The exercise includes a sample of 138 banks, including 45 Group 1 banks and 93 Group 2 banks. The Group 1 banks are defined as internationally active banks that have tier 1 capital of more than EUR 3 billion. Group 2 banks are banks that have tier 1 capital of less than EUR 3 billion or are not internationally active. 


    Related Links

    Keywords: Europe, Banking, Basel III, CRR, CRD IV, Monitoring, LCR, NSFR, CET1, EBA

    Featured Experts
    Related Articles
    News

    SEC Adopts Rules and Amendments Under Regulatory Regime for Swaps

    SEC announced that it took a significant step toward establishing the regulatory regime for security-based swap dealers (SBSDs) by adopting a package of rules and rule amendments under Title VII of the Dodd-Frank Act.

    September 19, 2019 WebPage Regulatory News
    News

    APRA Revises Standard on Margin Rules for Uncleared Derivatives

    APRA revised CPS 226, which is the prudential standard on margin and risk mitigation requirements for non-centrally cleared derivatives.

    September 19, 2019 WebPage Regulatory News
    News

    BIS Formalizes Agreement to Set Up Innovation Hub in Hong Kong SAR

    BIS and HKMA signed the Operational Agreement on the BIS Innovation Hub Center in Hong Kong Special Administrative Region (SAR).

    September 18, 2019 WebPage Regulatory News
    News

    PRA Proposal on Probability of Default and LGD Estimation

    PRA proposed, via the consultation paper CP21/19, an approach to implementing EBA’s recent regulatory products relating to Probability of Default (PD) estimation, Loss Given Default (LGD) estimation, and the treatment of defaulted exposures in the internal ratings-based (IRB) approach to credit risk.

    September 18, 2019 WebPage Regulatory News
    News

    PRA Issues Consultation on Prudent Person Principle Under Solvency II

    PRA, via the consultation paper CP22/19, has set out its proposed expectations for investment by firms, in accordance with the Prudent Person Principle (PPP).

    September 18, 2019 WebPage Regulatory News
    News

    CFTC Extends Comment Period for Proposals on Cross-Border Clearing

    CFTC announced that it is extending, until November 18, 2019, the comment period for the proposal for an alternative compliance framework for derivatives clearing organizations (DCOs) that are organized outside of U.S. and that do not pose substantial risk to the U.S. financial system.

    September 18, 2019 WebPage Regulatory News
    News

    BNM Publishes Financial Stability Review for the First Half of 2019

    BNM published Financial Stability Review for the first half of 2019.

    September 18, 2019 WebPage Regulatory News
    News

    APRA Observations from Thematic Review on Recovery Plans of Insurers

    APRA issued a letter to general insurers and life insurers, outlining observations from a recent thematic review on recovery planning by insurers.

    September 18, 2019 WebPage Regulatory News
    News

    FASB Issues Summary of Tentative Board Decisions at September Meeting

    FASB published a summary of the tentative decisions taken at its Board meeting in September 2019.

    September 18, 2019 WebPage Regulatory News
    News

    EIOPA Forms Consultative Expert Group on Digital Ethics in Insurance

    EIOPA established the Consultative Expert Group on Digital Ethics in Insurance to assist EIOPA in the development of digital responsibility principles in insurance.

    September 17, 2019 WebPage Regulatory News
    RESULTS 1 - 10 OF 3848