Regulatory

EBA Diskussionspapier (EBA/DP/2026/01) zur Vereinfachung des Kreditrisikorahmenwerks

ECB published its ‘Guide on the notification of significant risk transfer and implicit support for securitisations’

Invitation to our European Conference “Inspiring Credit Risk: New Season, New Spirit – Shaping the Future of Credit Risk Management”

Welcome to Part 6 of PwC’s “Securitisation Unlocked” video series. In Part 6, Martin Neisen and Melanie Schlünder explore securitisation from the viewpoint of insurance companies, shifting focus from the traditional banking perspective.

Recording of the webinar conducted by Kaan Aksel, Partner at PwC Germany, Luis Filipe Barbosa, Partner at PwC Portugal, José Diogo Beirao, Director at PwC Portugal and Petr Geraskin, Senior Manager at PwC Germany on November 27, 2025.

Welcome to Part 5 of PwC’s “Securitisation Unlocked” video series. In Part 5, Martin Neisen, Gabriele Guggiola and Christoph Himmelmann dive the pressing topic of Non performing exposure (NPE) management.

EBA-Leitlinie zur Bestimmung der Materialität von CVA-Risiken aus Wertpapierfinanzierungsgeschäften

Welcome to Part 4 of PwC’s “Securitisation Unlocked” video series. In Part 4, Martin Neisen, Gabriele Guggiola and Christoph Himmelmann dive into the complexities of SRT (Significant Risk Transfer) Securitisation.

Welcome to Part 3 of PwC’s “Securitisation Unlocked” video series. In Part 3, Martin Neisen and Christoph Himmelmann examine the effects of CRR 3 regulations and securitisation on banks’ risk-weighted assets (RWA), with a particular focus on the output floor effect and its implementation timeline.

Welcome to Part 2 of PwC’s “Securitisation Unlocked” video series. In Part 2, Martin Neisen and Christoph Himmelmann provide an overview of the new EU regulations governing the calculation of Risk-Weighted Assets (RWA) for securitisation.

Welcome to PwC’s “Securitisation Unlocked” video series. In Part 1, Martin Neisen and Christoph Himmelmann discuss why securitisation is becoming increasingly significant for the European banking market.

Under CRR 3, the European Banking Authority (EBA) was mandated to draft Regulatory Technical Standards (RTS) related to off-balance sheet items under the standardised approach for credit risk (SA-CR).

Navigating the Shift: Understanding the Key Updates

Konkretisierung der Anforderungen für Wohnimmobilien

What's inside the EU COM’s proposals?

Both documents include a number of changes due to the responses to the consultation received by the EBA. With this publication, another important milestone is set to complement the CRR3 rules – but it is by far the end of the line.

Recording of the webinar conducted by Kaan Aksel, Partner at PwC Germany, Luis Filipe Barbosa, Partner at PwC Portugal, and Petr Geraskin, Senior Manager at PwC Germany on February 19, 2025.

In our latest episode on PwC's Risk and Regulation News Channel, Martin Neisen, Gregory Joos and Stefan Röth discuss the results of the 2024 Supervisory Review and Evaluation Process (SREP) as well as the three Supervisory Priorities of the ECB for 2025 to 2027.

Beitrag in der Zeitschrift für das gesamte Kreditwesen (ZfgK 3/2025) von Martin Neisen, Peter Büttel, Wiebke Sawahn

Eine Analyse der EBA-Opinion (EBA/Op/2025/01)