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    EUROPE | With a strong presence in Europe, Moody’s Analytics helps capital markets and risk management professionals respond to an evolving marketplace with confidence. Through expertise in credit analysis, economic research and financial risk management, we offer unique tools and best practices for measuring and managing risk.

    By providing leading-edge software, advisory services, and research, including proprietary analysis from Moody’s Investors Service, Moody’s Analytics integrates and customizes its offerings to address a range of business challenges. With extensive country-specific industry expertise, business value, and regulatory insight, our regional subject matter experts can help you solve your most complex risk management challenges.

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    News

    EBA Issues Guide on Bank Resolvability, Consults on Transferability

    The European Banking Authority (EBA) published its assessment of risks through the quarterly Risk Dashboard and the results of the Autumn edition of the Risk Assessment Questionnaire (RAQ).

    January 13, 2022 WebPage Regulatory News
    News

    MFSA Publishes CRD5 Updates and Supervisory Priorities for 2022

    The Malta Financial Services Authority (MFSA) updated the guidelines on supervisory reporting requirements under the reporting framework 3.0.

    January 13, 2022 WebPage Regulatory News
    News

    FCA Registers Securitization Repositories; PRA Issues 2022 Priorities

    The Financial Conduct Authority (FCA) decided to register European DataWarehouse Ltd and SecRep Limited as securitization repositories under the UK Securitization Regulation, with effect from January 17, 2022.

    January 12, 2022 WebPage Regulatory News
    News

    EC Regulation Sets Out Methods for Measuring K-Factors Under IFR

    The European Commission (EC) published the Delegated Regulation 2022/25, which supplements the Investment Firms Regulation (IFR or Regulation 2019/2033) with respect to the regulatory technical standards specifying the methods for measuring the K-factors referred to in Article 15 of the IFR.

    January 11, 2022 WebPage Regulatory News
    News

    ESAs Publish List of Financial Conglomerates for 2021

    The European Supervisory Authorities (ESAs) published the list of identified financial conglomerates for 2021.

    January 07, 2022 WebPage Regulatory News
    Article

    Climate-Adjusted Risk Metrics for UK Mortgage Portfolios

    Monetary authorities have started requesting financial institutions account for changes in credit risk due to climate change. We combine an acute climate event with a chronic, physical risk climate change scenario and analyze the impact on credit risk losses for UK residential mortgages via PD and LGD projections.

    January 2022 Pdf Petr Zemcik, Cecilia Bocchio
    Article

    Should ALM Integrate Credit Defaults?

    Credit risk and asset and liability management are two disciplines often approached via different silos. However, does any interconnection exist between them? If so, can we measure and adequately assess it? Do varying economic conditions affect firm balance sheets differently? We show that incorporating forward-looking behavioral defaults and prepayments into analyses of cashflows that underlie multiple ALM metrics effectively prevents overestimates.

    January 2022 Pdf Brenda Solis Gonzalez, Karen Moss, Chiara Ventura
    News

    EU Issues SII Corrigendum; EIOPA Assesses SII Reporting Exemptions

    EU published, in the Official Journal of the European Union, a corrigendum to the Delegated Regulation 2015/35, which supplements Solvency II Directive (2009/138/EC).

    January 06, 2022 WebPage Regulatory News
    News

    EBA Opines on Impact of De-Risking and Associated AML/CFT Challenges

    The European Banking Authority (EBA) published an Opinion on the scale and impact of de-risking in European Union and the steps that competent authorities should take to tackle unwarranted de-risking.

    January 05, 2022 WebPage Regulatory News
    News

    French Financial Markets Authority Sets Out Priorities for 2022

    The French Financial Markets Authority (AMF) published its 2022 work priorities, along with the supervisory priorities for 2022.

    January 05, 2022 WebPage Regulatory News
    News

    FCA Informs About Changes to LIBOR Settings From End-2021

    The Financial Conduct Authority (FCA) announced that publication of 24 LIBOR settings has ended and that, going forward, the 6 most widely used sterling and Japanese yen settings will be published using a changed methodology.

    January 04, 2022 WebPage Regulatory News
    News

    ESMA Seeks Input on DLT Uses, Responds to Draft on IFRS Disclosures

    The European Securities and Markets Authority (ESMA) is seeking input from stakeholders on the use of distributed ledger technology, or DLT, for trading and settlement and on the need for amending the regulatory technical standards on regulatory reporting and transparency requirements.

    January 04, 2022 WebPage Regulatory News
    News

    ECB Recommends Changes to Proposed Rules on Artificial Intelligence

    The European Central Bank (ECB) published an opinion on the proposal for a regulation laying down harmonized rules on artificial intelligence or AI (Artificial Intelligence Act) and amending certain European Union legislative acts (hereafter the "proposed regulation").

    December 29, 2021 WebPage Regulatory News
    News

    MNB Maintains CCyB at 0%, Ceases Dividend Payout Restrictions

    The Hungarian National Bank (MNB) decided not to extend the restrictions imposed on dividend payments, share repurchases, and performance bonuses in the credit institution sector, in response to the economic uncertainties caused by COVID-19 pandemic; the restrictions have ended on December 31, 2021.

    December 27, 2021 WebPage Regulatory News
    News

    BoE Publishes Reporting Schedule for Statistical Returns in 2022

    The UK government published the Statutory Instrument No. 1461, which implements Amendment of the Commission Implementing Regulation (EU) 2018/151 via The Network and Information Systems (EU Exit) (Amendment) Regulations 2021.

    December 20, 2021 WebPage Regulatory News
    News

    EBA Enhances Proportionality in Reporting, Makes Other Announcements

    The European Banking Authority (EBA) published the final draft implementing technical standards on supervisory reporting with respect to common reporting (COREP), asset encumbrance, global systemically important institutions (G-SIIs), and additional liquidity monitoring metrics (ALMM).

    December 20, 2021 WebPage Regulatory News
    News

    EIOPA Revises LEI Guidelines, Issues Results of Stress Test

    The European Insurance and Occupational Pensions Authority (EIOPA) revised the guidelines on Legal Entity Identifier (LEI) and expects national competent authorities to apply these revised guidelines from July 01, 2022.

    December 20, 2021 WebPage Regulatory News
    News

    EBA Proposes Standards on Internal Model Benchmarking and ECAI Mapping

    The European Banking Authority (EBA) launched a consultation on the amendment of the Implementing Regulation (2016/2070) for the 2023 benchmarking of internal approaches for credit risk and market risk; instructions for filling the associated templates accompany this consultation, which ends on February 18, 2022.

    December 17, 2021 WebPage Regulatory News
    News

    FCA Finalizes Policy on Climate Disclosures of Regulated Entities

    The Financial Conduct Authority (FCA) has published two policy statements PS21/23 and PS21/24 confirming the final rules and guidance on climate-related disclosures for listed companies and for asset managers, life insurers, and pension providers.

    December 17, 2021 WebPage Regulatory News
    News

    ECB Ends Liquidity Relief, Assesses NPL Situation at Banks

    The European Central Bank (ECB) decided to not extend, beyond December 2021, the liquidity relief measure that allowed banks to operate with a liquidity coverage ratio below 100% and expects all banks to maintain a the ratio of above 100% as of January 01, 2022.

    December 17, 2021 WebPage Regulatory News
    News

    ESRB Report Outlines Options to Enhance Usability of Capital Buffers

    The European Systemic Risk Board (ESRB) published a report on the usability of capital buffers of banks.

    December 17, 2021 WebPage Regulatory News
    News

    EBA Plans Next Stress Test for 2023, Issues Other Updates for Banks

    The European Banking Authority (EBA) announced its decision to conduct the next stress test in 2023, reflecting the ongoing progress that European Union banks are making in strengthening their capital positions and the work to be done for the preparation of the next stress test exercise.

    December 17, 2021 WebPage Regulatory News
    News

    ECB Expects Integrated Reporting Framework to Go Live in 2027

    The European Central Bank (ECB) is taking the next step in the project to develop the integrated reporting framework or IReF. Following an industry-wide consultation, ECB is now launching the design phase of the project, which is expected to go live in 2027.

    December 17, 2021 WebPage Regulatory News
    News

    PRA Fines Standard Chartered, Issues Rules on Material Risk-Takers

    The Prudential Regulation Authority (PRA) imposed a financial penalty of GBP 46.55 million on the Standard Chartered Bank. Additionally, PRA published the policy statement PS28/21, which finalizes changes to the Remuneration Part of the PRA Rulebook on the criteria for identifying material risk-takers.

    December 17, 2021 WebPage Regulatory News
    News

    EBA Sets Out Long-Term Vision for Streamlining Reporting Processes

    The European Banking Authority (EBA) published the final report on the feasibility study of an integrated reporting system in the European Union.

    December 16, 2021 WebPage Regulatory News
    News

    EBA Issues Guidelines to Strengthen AML/CFT Supervision in EU

    The European Banking Authority (EBA) published two sets of guidelines with the aim to strengthen the anti-money laundering and countering the financing of terrorism (AML/CFT) supervision in the European Union.

    December 16, 2021 WebPage Regulatory News
    News

    ESMA Issues Updates on Bank ECL Disclosures and Benchmark Transition

    The European Securities and Markets Authority (ESMA) released a statement on the implementation of the changes to the clearing obligation and derivative trading obligation, in light of the benchmark transition.

    December 16, 2021 WebPage Regulatory News
    News

    EC Issues Strategy to Modernize Reporting of Data in Financial Sector

    The European Commission (EC) presented a new strategy to improve and modernize financial supervisory reporting in the European Union.

    December 15, 2021 WebPage Regulatory News
    News

    PRA Sets Out Implementation of Bank Reporting Changes in CRR Modules

    PRA published a feedback statement (FS1/21) that provides a summary of the responses to discussion paper (DP1/21), which explored options for developing a strong and simple prudential framework for banks and building societies that are neither systemically important nor internationally active.

    December 15, 2021 WebPage Regulatory News
    News

    PRA Finalizes Policy for Designation of Investment Firms

    The Prudential Regulation Authority (PRA) finalizes changes, via the policy statement PS27/21, to its policy on designating investment firms.

    December 15, 2021 WebPage Regulatory News
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