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
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