Regulatory News, Regulatory News - EMEA

PRA publishes Policy Statement (PS) 14/19

July 23th 2019      On 23th July, the PRA published a policy statement (PS 14/19). This Prudential Regulation Authority (PRA) Policy Statement (PS) provides feedback to responses to Consultation Paper (CP) 1/19 ‘Credit risk mitigation: Eligibility of financial collateral’. It contains the updated Supervisory Statement (SS) 17/13 ‘Credit risk mitigation’ (Appendix). This PS is relevant to UK […]

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Deutsche Bundesbank Update – AnaCredit Validations 

July 11 2019   On July 11, 2019 the Deutsche Bundesbank (BBK) updated the validation documents relating to AnaCredit: AnaCredit Validation Rules Guide Version 8.0, valid until 31.01.2020 (published 11 July 2019) AnaCredit Validation Rules Guide Version 9.0, valid from 01.02.2020 (published 11 July 2019) Further details can be found on the BBK AnaCredit website. Related links: Outline […]

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EBA publishes its roadmap for the new market and counterparty credit risk approaches and launches consultation on technical standards on the IMA under the FRTB along with a data collection on non-modellable risk factors

June 27th 2019  The European Banking Authority (EBA) published today its roadmap on the new market and counterparty credit risk approaches and launched a consultation on eleven draft Regulatory Technical Standards (RTS) on the new Internal Model Approach (IMA) under the FRTB (Fundamental Review of the Trading Book) standards along with a data collection exercise […]

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Bundesbank Update AnaCredit Guidelines v2.1

June 19, 2019     On 19th June 2019, the Bundesbank published updated versions of their technical documents relating to AnaCredit. The changes include updates to the Code List (v2.1), Technical Guidance (v2.1), Technical Specifications for Table 6 (v2.1) and the Reporting Schema (v2.1). These changes will take effect from 01.02.2020.   Further information can […]

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ECB Publish Second Edition Reporting Manuals for AnaCredit

May 31st 2019   On 31st May 2019, the ECB published a second edition of the three primary reporting manuals for AnaCredit, to incorporate additional explanations to the Q&As published on the ECB’s website between July 2017 and December 2018. This follows on from the publication of updated case studies on 27th May. Further information […]

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EBA publishes amended technical standards on Supervisory and Resolution Reporting for the 2.9 Taxonomy

May 29th 2019 The European Banking Authority (EBA) published today amendments to the Implementing Technical Standards (ITS) on supervisory reporting. The updated corresponding Data Point Model (DPM) and XBRL taxonomy include amendments to COREP and Liquidity, as well as to resolution planning reporting. This package forms part of the EBA reporting framework version 2.9, which […]

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ESAs publish amended technical standards on the mapping of ECAIs under the Capital Requirements Regulation

May 20th, 2019 The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA – ESAs) published today a second amendment to the Implementing Technical Standards (ITS) on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for credit risk under the Capital Requirements Regulation (CRR). The amendment reflects the outcome […]

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Banking Union: Council adopts measures to reduce risk in the banking system

May 14th, 2019 The EU is putting in place a new framework which will strengthen the banking union and reduce risks in the financial system. The Council today adopted a comprehensive legislative package which will reduce risks in the banking sector and further reinforce banks’ ability to withstand potential shocks. The package contains amendments to […]