Regulatory

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

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.

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.

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).

Konkretisierung der Anforderungen für Wohnimmobilien

What's inside the EU COM’s proposals?

BCBS releases technical amendment for application of the SA-CCR

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

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

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

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

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.