ESRB updated the overview of national macro-prudential and capital-based measures in the EU and the European Economic Area. The overview covers several national macro-prudential measures, including capital buffers and reciprocation measures, and the active capital-based measures that apply to the systemically important institutions in a member state.
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. 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, Loan to Income, Loan to Value, Debt to Income, leverage ratio, liquidity ratio, loan amortization, loan maturity, loss-given-default, loan-to-deposit, loan-to-income, loan-to-value, Pillar 2, risk-weights, and stress test or sensitivity test.
- Overview of Macro-Prudential Measures (XLSX)
- Overview of Capital-Based Measures (XLSX)
- National Macro-Prudential Framework
Keywords: Europe, EU, Banking, Systemic Risk, Macro-Prudential Framework, Capital Buffers, Capital-Based Measures, CRR/CRD, ESRB
Across 35 years in banking, Blake has gained deep insights into the inner working of this sector. Over the last two decades, Blake has been an Operating Committee member, leading teams and executing strategies in Credit and Enterprise Risk as well as Line of Business. His focus over this time has been primarily Commercial/Corporate with particular emphasis on CRE. Blake has spent most of his career with large and mid-size banks. Blake joined Moody’s Analytics in 2021 after leading the transformation of the credit approval and reporting process at a $25 billion bank.
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