Categories: Credit Decision & Risk Modelling (30 found)

1. 22.01.2026

   New ECB Guide on SRT notifications introduces the Fast-Track ...

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

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
2. 19.12.2025

   PwC European Conference 25 February 2026: Shaping the Future ...

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

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

   Keywords: Credit Risk, Risk Assessment, Risk Manag ...
3. 08.12.2025

   Video series Securitisation Unlocked: (6) Securitisation and ...

   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.

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

   Keywords: Risk-weighted asset (RWA), Securitisatio ...
4. 24.11.2025

   Video series Securitisation Unlocked: (5) NPE Management – t ...

   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.

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

   Keywords: Risk-weighted asset (RWA), Securitisatio ...
5. 31.10.2025

   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.

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

   Keywords: Liquidity Coverage Ratio (LCR), Risk-wei ...
6. 01.10.2025

   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.

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

   Keywords: Liquidity Coverage Ratio (LCR), Risk-wei ...
7. 16.09.2025

   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.

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

   Keywords: Liquidity Coverage Ratio (LCR), Risk-wei ...
8. 10.09.2025

   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.

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

   Keywords: Risk-weighted asset (RWA), Securitisatio ...
9. 28.08.2025

   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).

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
10. 17.07.2025

    EBA’s Consultation on Guidelines on the Definition of Defaul ...

    Navigating the Shift: Understanding the Key Updates

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
11. 23.06.2025

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

    What's inside the EU COM’s proposals?

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
12. 05.02.2025

    Die regulatorische Agenda für Vorstand und Aufsichtsrat 2025

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

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

    Keywords: Compliance, Corporate Governance, Datens ...
13. 04.02.2025

    Interaktion zwischen Säule-2-Anforderungen und dem Output Fl ...

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

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
14. 20.12.2024

    EBA stress test 2025 video series: (6) Update on final Metho ...

    In our latest episode on PwC's Risk and Regulation News Channel, Martin Neisen and Stefan Röth delve into the final methodology for the EBA SSM Stress Test 2025.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
15. 18.12.2024

    ECB publishes results of the 2024 Supervisory Review and Eva ...

    On December 17th, the ECB published the results of the Supervisory Review and Evaluation Process 2024 of the Significant Institutions (SI) under direct ECB supervision.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
16. 18.12.2024

    EZB veröffentlicht Ergebnisse des aufsichtlichen Überprüfung ...

    Die EZB hat am 17. Dezember 2024 die Ergebnisse des aufsichtlichen Überprügungs- und Bewertungsprozess 2024 („Supervisory Review and Evaluation Process – SREP“) der bedeutenden Institute veröffentlicht.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
17. 05.12.2024

    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.

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

    Keywords: Credit Risk, Retail Banking, Risk-weight ...
18. 14.10.2024

    EU COM kicks off the consultation process on the functioning ...

    The EU COM’s approach to gather further insights through the detailed questionnaire is understandable as it will probably need very convincing and data-driven arguments for the political debate on fundamental reforms of the securitisation framework on EU and even global level (Basel, FSB).

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
19. 04.09.2024

    EBA stress test 2025 video series: (5) Challenges in Data, I ...

    Martin Neisen and Michael Britze speak about the challenges associated with data collection, tooling and project management within the EBA stress test.

    Categories: Credit Decision & Risk Modelling, Govern ...

    Keywords: Bankenaufsicht (Europäische und Internat ...
20. 28.08.2024

    EBA stress test 2025 video series: (4) Market Risk & NII

    Martin Neisen, Philipp Schröder and Pablo Suarez Manjon give an overview about the development, new approaches and methods for calculating market risk and net interest income (NII) in the 2025 EBA stress test.

    Categories: Credit Decision & Risk Modelling, Govern ...

    Keywords: Bankenaufsicht (Europäische und Internat ...
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