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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 […]
July 17th 2019 On July 17 2019, the Banque de France (BdF) published a new document (Controles SHSG et FATS V8) outlining validation updates for SHSG-FATS. Further information can be found on the BdF’s dedicated website. Related links: Outline of AxiomSL’s Securities Holding Statistics (SHS) Solution
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 […]
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 […]
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 […]
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 […]
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 […]
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 […]
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 […]
May 3, 2019 The European Banking Authority (EBA) has today launched a consultation, which outlines key aspects of Counterparty Credit Risk (SA-CCR) and they specify methods of derivatives transactions to risk categories mapping. The Regulatory Technical Standards (RTS) were developed based Capital Requirements Regulations (CCR2). The consultation period closes on 2 August 2019. […]
Regulatory Reporting & Compliance
Explore our comprehensive risk & regulatory solutions
Liquidity Risk Management & Interest Rates
Explore our complete treasury ecosystem
Capital & Credit Risk Analytics
Market, Credit, Operational and Liquidity risk measurements
International Financial Reporting Standards
FATCA & Common Reporting Standard
