ECB published the table EU OV1 related to selected Pillar 3 information of Single Supervisory Mechanism (SSM) significant institutions. The table EU OV1 is disclosed only for the significant institutions that are global systemically important institutions and other systemically important institutions (O-SIIs) according to the lists published by EBA.
Although table EU OV1 has a fixed format, institutions may delete a specific row/column that is not considered relevant to their activities; however, the institutions should not alter the numbering of the rows and columns. For editorial reasons, the table EU OV1 has been published in its original format for all banks. Thirteen banks need to amend their table EU OV1, or publish it for the first time, as it is either not reported in the right format, not aligned with the regulatory reporting information, or not published. The cut-off date is October 05, 2018 and, therefore, it may not capture the corrections published by institutions after that date. In a few instances, the data definitions in the EBA Guidelines 2016/11 leave room for discretion. Consequently, some items may not have been disclosed in a consistent manner.
- Selected Pillar 3 Information of SSM Significant Institutions, 2017 (XLSX)
- List of G-SIIs by EBA
- List of O-SIIs by EBA
Keywords: Europe, EU, Banking, Pillar 3, Significant Institutions, O-SII, G-SII, SSM, Disclosures, ECB
Previous ArticleEC Adopts Revised Standards on Supervisory Reporting Under CRR
ECB finalized the guide on assessment methodology for the internal model method for calculating exposure to counterparty credit risk (CCR) and the advanced method for own funds requirements for credit valuation adjustment (A-CVA) risk.
EBA published an Opinion addressed to EC to raise awareness about the opportunity to clarify certain issues related to the definition of credit institution in the upcoming review of the Capital Requirements Directive and Regulation (CRD and CRR).
APRA is consulting on updates to ARS 210.0, the reporting standard that sets out requirements for provision of information on liquidity and funding of an authorized deposit-taking institution.
FED released hypothetical scenarios for a second round of stress tests for banks.
PRA published updates in relation to the 2021 Supervisory Benchmarking Portfolio exercise.
FED adopted a proposal to extend for three years, with revision, the capital assessments and stress testing reports (FR Y-14A/Q/M; OMB No. 7100-0341).
HKMA revised the Supervisory Policy Manual module CR-G-14 on margin and other risk mitigation standards for non-centrally cleared over-the-counter (OTC) derivatives transactions.
EBA issued a revised list of validation rules with respect to the implementing technical standards on supervisory reporting.
EBA published its response to the call for advice of EC on ways to strengthen the EU legal framework on anti-money laundering and countering the financing of terrorism (AML/CFT).
NGFS published a paper on the overview of environmental risk analysis by financial institutions and an occasional paper on the case studies on environmental risk analysis methodologies.