ESRB Updates National Macro-Prudential Measures in November 2019
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.
Related Links
- 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
Featured Experts
María Cañamero
Skilled market researcher; growth strategist; successful go-to-market campaign developer
Pierre-Etienne Chabanel
Brings expertise in technology and software solutions around banking regulation, whether deployed on-premises or in the cloud.
Nicolas Degruson
Works with financial institutions, regulatory experts, business analysts, product managers, and software engineers to drive regulatory solutions across the globe.
Next Article
FDIC Reports Analyze Growth of Nonbank Lending in USRelated Articles
FED Proposes to Extend Data Collection Under Stress Testing Guidance
FED proposed three-year extension, without revision, of the information collection FR 4202, titled "Recordkeeping Provisions Associated with Stress Testing Guidance."
FCA Proposes Updates to Guidance on Mortgage Repossessions
FCA updated the draft guidance for firms to ensure that mortgage customers whose homes may be repossessed are treated fairly and appropriately, particularly where there are risks of harm to customers who are vulnerable as a result of the COVID-19 pandemic.
FCA Announces Cessation Timeline for Certain LIBOR Benchmark Settings
FCA issued a statement on the cessation or loss of representativeness of the 35 LIBOR benchmark settings published by ICE Benchmark Administration or IBA.
EBA Publishes Reporting and Disclosures Framework for Investment Firms
EBA published a package that includes the final draft implementing technical standards on supervisory reporting and disclosures of investment firms.
BIS Examines Use of Big Data and Machine Learning at Central Banks
BIS published a paper that provides an overview on the use of big data and machine learning in the central bank community.
APRA Finalizes Reporting Standard for Operational Risk Requirements
APRA finalized the reporting standard ARS 115.0 on capital adequacy with respect to the standardized measurement approach to operational risk for authorized deposit-taking institutions in Australia.
ECB Publishes Guide for Determining Penalties for Regulatory Breaches
ECB published a guide that outlines the principles and methods for calculating the penalties for regulatory breaches of prudential requirements by banks.
MAS Sets Out Good Practices to Manage Operational Risks Amid COVID
MAS and The Association of Banks in Singapore (ABS) jointly issued a paper that sets out good practices for the management of operational and other risks stemming from new work arrangements adopted by financial institutions amid the COVID-19 pandemic.
ACPR Announces New Data Collection Application for Banks and Insurers
ACPR announced that a new data collection application, called DLPP (Datalake for Prudential), for collecting banking and insurance prudential data will go into production on April 12, 2021.
BCB Maintains CCyB at 0%, Initiates First Cycle of Regulatory Sandbox
BCB announced that the Financial Stability Committee decided to maintain the countercyclical capital buffer (CCyB) for Brazil at 0%, at least until the end of 2021.
