ESRB Updates National Macro-Prudential Measures in May 2019

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.

Related Links

• Overview of Macro-Prudential Measures (XLSX)
• National Macro-Prudential Framework

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