Schlagwörter: Risk-weighted asset (RWA) (14 gefunden)

1. 31. Oktober 2025

   Video series Securitisation Unlocked: (4) How to get SRT-rea ...

   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.

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Liquidity Coverage Ratio (LCR), Risk-wei ...
2. 01. Oktober 2025

   Video series Securitisation Unlocked: (3) CRR3 & SRT– increa ...

   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.

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Liquidity Coverage Ratio (LCR), Risk-wei ...
3. 16. September 2025

   Video series Securitisation Unlocked: (2) EU securitisation ...

   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.

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Liquidity Coverage Ratio (LCR), Risk-wei ...
4. 10. September 2025

   Video series Securitisation Unlocked: (1) Introduction - Why ...

   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.

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Risk-weighted asset (RWA), Securitisatio ...
5. 28. August 2025

   EBA’s Final RTS on Off-Balance Sheet Items and Unconditional ...

   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).

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Bankenaufsicht (Europäische und Internat ...
6. 09. Juli 2025

   EBA finalisiert Leitlinien zur Risikogewichtung von ADC-Expo ...

   Konkretisierung der Anforderungen für Wohnimmobilien

   Kategorien: Credit & Operational Risk, Governance & ...

   Schlagwörter: Bankenaufsicht (Europäische und Internat ...
7. 23. Juni 2025

   The revision of the EU securitisation framework is progressi ...

   What's inside the EU COM’s proposals?

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Bankenaufsicht (Europäische und Internat ...
8. 13. Januar 2025

   Credit Derivatives in Focus

   BCBS releases technical amendment for application of the SA-CCR

   Kategorien: Credit & Operational Risk, Market Risk & ...

   Schlagwörter: Bankenaufsicht (Europäische und Internat ...
9. 05. Dezember 2024

   EBA's consultation on new Guidelines for Proportionate Retai ...

   Under the standardised approach for credit risk, to be eligible for the retail exposure class specified in Article 123 CRR, an exposure shall be one of a significant number of exposures with similar characteristics so that the risks at portfolio level are reduced by diversification.

   Kategorien: Credit & Operational Risk, Credit Decisi ...

   Schlagwörter: Credit Risk, Retail Banking, Risk-weight ...
10. 26. August 2024

    EBA stress test 2025 video series: (3) Credit Risk

    Martin Neisen and Petr Geraskin explain why credit risk part take center stage in the EBA stress test 2025.

    Kategorien: Credit & Operational Risk, Governance & ...

    Schlagwörter: Bankenaufsicht (Europäische und Internat ...
11. 23. August 2024

    EBA stress test 2025 video series: (2) New requirements for ...

    Martin Neisen and Stefan Röth take a deep dive into the 2025 stress test requirements for RWA calculation.

    Kategorien: Credit & Operational Risk, Governance & ...

    Schlagwörter: Bankenaufsicht (Europäische und Internat ...
12. 14. August 2024

    EBA stress test 2025 video series: (1) EBA stress test metho ...

    Martin Neisen, Benoit Sureau and Ciaran Cunningham give a comprehensive overview about the EBA stress test methodology 2025.

    Kategorien: Credit & Operational Risk, Governance & ...

    Schlagwörter: Bankenaufsicht (Europäische und Internat ...
13. 06. August 2024

    EBA stress test 2025: Video series

    Welcome to our series of deep dive videos about the EBA 2025 stress test.

    Kategorien: Credit & Operational Risk, Credit Decisi ...

    Schlagwörter: Bankenaufsicht (Europäische und Internat ...
14. 24. Juli 2024

    Risk & Regulation Channel News: CRR3 Update: Overcoming fina ...

    We are looking at the latest developments of the EU Banking Package: the publication of the final legal texts of CRR3 and CRD6 in the EU Journal.

    Kategorien: Credit & Operational Risk, Governance & ...

    Schlagwörter: Regulatory Reporting, Risk-weighted asse ...