ESRB Updates National Macro-Prudential Measures in May 2019
ESRB updated the overview of national macro-prudential 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.
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, stress test/sensitivity test, and others.
ESRB periodically publishes an overview of the national capital-based measures and an overview of the national macro-prudential measures, which include 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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