ESRB updated its overview of the national measures of macro-prudential interest in the EU and the European Economic Area. The overview covers capital buffers, reciprocation measures, and various other measures.
The capital buffers in the overview 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, loss-given-default, loan-to-deposit, loan-to-income, loan-to-value, Pillar II, risk-weights, and stress test/sensitivity test.
Keywords: Europe, EU, Banking, Systemic Risk, Macro-Prudential Framework, Capital Buffers, ESRB
Sam leads the quantitative research team within the CreditEdge™ research group. In this role, he develops novel risk and forecasting solutions for financial institutions while providing thought leadership on related trends in global financial markets.
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