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Whitepaper CRR 3 to Go

22.11.2023

Categories: Credit & Operational Risk, Credit Decision & Risk Modelling, Governance & Supervisory Practice, Market Risk & CCR, Own Funds & Eligible Liabilities, Reporting & Disclosures, Webcasts, Knowledge & Events

Keywords: Capital Requirements Directive (CRD VI), Capital Requirements Regulation (CRR III), Credit Valuation Adjustment (CVA), Eigenmittel / Eigenkapital, Internal ratings-based approach (IRBA), Kreditrisiken, Marktpreisrisiken, Operationelles Risiko, Regulatory Reporting

An interactive and in-depth overview of CRR 3’s main revisions and implications.

As the banking sector anticipates the official release of the legislative texts, it’s evident that the CRR 3 changes will have a profound influence on business models, strategies, and operational processes of all European banks. Addressing a broad spectrum of risks, from credit and market to operational, CRR 3 sets a new benchmark, surpassing previous regulations for the European banking sector.

Our interactive whitepaper provides a comprehensive yet concise guide to the pivotal features and implications of CRR 3. Dive into the document and become familiar with all the essential changes!

More information & download of the Whitepaper: https://pages.pwc.de/crr-3-to-go

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