Regulatory News, Regulatory News - EMEA

BoE Published XBRL Reporting Taxonomy v3.2.0 

August 30, 2019 The Bank of England has published v3.2.0 of the XBRL taxonomy, alongside related technical artefacts. This taxonomy is to be used for Pillar 2 liquidity reporting which follows PS13/19 ‘Pillar 2 liquidity: Updates to the framework’, published on 17 June 2019. This will take effect from Wednesday 1 January 2020. For more information see the taxonomy section on […]

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 […]