Moody’s Analytics offers a modular, flexible, and comprehensive IFRS 9 impairment solution that facilitates a bank’s efforts to calculate and manage capital set aside for these provisions.
In this webinar Moody’s Analytics discusses the effects of Brexit on the UK, European, and US economies and details the assumptions behind a baseline forecast and four Brexit-driven scenarios.
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.
The European Banking Authority (EBA) published four draft principles to support supervisory efforts in assessing the representativeness of COVID-19-impacted data for banks using the internal ratings based (IRB) credit risk models.
The European Council and the European Parliament (EP) reached a provisional political agreement on the Corporate Sustainability Reporting Directive (CSRD).
The Prudential Regulation Authority (PRA) launched a consultation (CP6/22) that sets out proposal for a new Supervisory Statement on expectations for management of model risk by banks.
The European Commission (EC) published the Delegated Regulation 2022/954, which amends regulatory technical standards on specification of the calculation of specific and general credit risk adjustments.
The European Insurance and Occupational Pensions Authority (EIOPA) published two consultation papers—one on the supervisory statement on exclusions related to systemic events and the other on the supervisory statement on the management of non-affirmative cyber exposures.
The European Insurance and Occupational Pensions Authority (EIOPA) published a consultation paper on the advice on the review of the securitization prudential framework in Solvency II.
The Prudential Regulation Authority (PRA) issued a statement on PRA buffer adjustment while the Bank of England (BoE) published a notice on the statistical reporting requirements for banks.
The European Banking Authority (EBA) published the Consolidated Annual Activity Report and the annual report detailing its activities and achievements; the annual report also outlines the key priorities for 2022.
The European Commission (EC) published text for the regulation that sets out regulatory technical standards specifying the criteria for assessing the modelability of risk factors under the internal model approach
The European Banking Authority (EBA) revised the list of validation rules for its reporting framework. The revised list highlights rules that have been deactivated either for incorrectness or for triggering information technology problems.
The Federal Financial Supervisory Authority of Germany (BaFin) proposed to amend the “Capital Investment Conduct And Organization Ordinance” and issued a draft circular on the minimum resolvability requirements for resolution planning.
The Single Resolution Board (SRB) updated policy on the minimum requirements for own funds and eligible liabilities (MREL)
The Bank of England (BoE) published its first assessment of the eight major UK banks' preparations for resolution under the Resolvability Assessment Framework (RAF).
The Central Bank of Denmark (Danmarks Nationalbank) published a report on financial stability analysis for the first half of 2022. The central bank also published its response to the European Commission (EC) consultation on the evaluation of State aid rules for failing banks.
Her Majesty's Treasury (HMT) published a policy statement proposing the approach to mitigate risks from critical third parties, such as cloud-based service providers, to the UK finance sector.
The European Council adopted its position, or the general approach, on revision of the Consumer Credit Directive. The revised Directive will repeal and replace the 2008 Directive on consumer credit agreements.
The European Banking Authority (EBA) proposed guidelines, for the resolution authorities, on the publication of the write-down and conversion and bail-in exchange mechanic, with the comment period ending on September 07, 2022.
The Swedish Financial Supervisory Authority (FI) published reporting updates for banks and released capital buffer requirements for other systemically important institutions (O-SIIs) in Sweden.
The European Parliament and the Council published Regulation 2022/868 on European data governance (Data Governance Act).
The European Banking Authority (EBA) published phase 2 of its reporting framework 3.2. The technical package supports the implementation of the updated reporting framework by providing standard specifications
The European Commission notified that the International Platform on Sustainable Finance (IPSF) has updated the Common Ground Taxonomy (CGT) instruction report and CGT activities' table
The Swiss Federal Council adopted amendments to the Liquidity Ordinance, which will enter into force on July 01, 2022.
The Central Bank of Luxembourg (BCL) updated the comparison methodology between AnaCredit and the balance sheet items report (iBSI / S 1.1) as well as the interest rate data (iMIR / S 1.5).
The three European Supervisory Authorities (ESAs) issued a statement providing clarifications on the draft regulatory technical standards under the Sustainable Finance Disclosure Regulation
The European Supervisory Authorities (ESAs) published a joint report that analyzes the completeness, adequacy and uniformity of the applicable laws
The European Insurance and Occupational Pensions Authority (EIOPA) published the second public working draft of versions 2.7.0 and 2.8.0 of the Solvency II data point model (DPM) and XBRL taxonomy.
The European Central Bank (ECB) published a report that assesses the progress of seven European Union countries toward euro adoption.
The Swedish Financial Supervisory Authority (FI) updated the capital requirements for category 1 and 2 credit institutions, introduced a new online reporting tool to facilitate and streamline the application process
The European Securities and Markets Authority (ESMA) published a supervisory briefing on convergence on supervision of investment funds with sustainability features as well as to aid combating of greenwashing by investment funds.
DNB, the central bank of the Netherlands, published several reporting updates and the financial stability report, which explains the decision to increase the countercyclical capital buffer (CCyB) from 0% to 1%, with effect from May 25, 2023.