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
FSB Sets Out Effective Practices for Cyber Incident Recovery
FSB finalized the toolkit of effective practices to assist financial institutions in their cyber incident response and recovery activities.
HKMA Urges Early Action for Adherence to IBOR Fallbacks Protocol
HKMA urged authorized institutions to take early action to adhere to the IBOR Fallbacks Protocol, which ISDA is expected to publish soon.
FSB Sets Out Roadmap for Transition to Alternative Reference Rates
FSB published a global transition roadmap for London Inter-bank Offered Rate (LIBOR).
HM Treasury Publishes Response to Proposal on BRRD2 Transposition
HM Treasury published a document that summarizes the responses received from a consultation on the approach of UK to transposition of the revised Bank Resolution and Recovery Directive (BRRD2).
HM Treasury Publishes Response to Proposal on CRD5 Transposition
HM Treasury published the government response to the feedback received on the consultation for updating the prudential regime of UK before the end of the Brexit transition period.
BoE Publishes Reporting Schedule for Statistical Returns
In a recent statistical notice, BoE announced publication of the reporting schedule for statistical returns for 2021.
EC Welcomes Declaration by Member States on EU Cloud Federation
EC welcomed the joint declaration by 25 EU member states on building the next generation of cloud in Europe.
PRA Updates Supervisory Statement on Counterparty Credit Risk
PRA published the final policy statement PS22/20, which contains the updated supervisory statement SS12/13 on counterparty credit risk.
FSB Publishes Update on Work to Address Market Fragmentation
FSB published an update on its work to address market fragmentation. FSB is working in this area in collaboration with the other standard-setting bodies.
EBA Proposes to Revise Guidelines on Incident Reporting Under PSD2
EBA proposed revisions to the guidelines on major incident reporting under the second Payment Service Directive (PSD2).
