Categories: Credit & Operational Risk (40 found)

1. 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 ...
2. 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 ...
3. 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 ...
4. 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 ...
5. 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 ...
6. 09.07.2025

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

   Konkretisierung der Anforderungen für Wohnimmobilien

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
7. 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 ...
8. 17.06.2025

   EBA publishes final draft RTS and ITS on Operational Risk ca ...

   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.

   Categories: Credit & Operational Risk, Reporting & D ...

   Keywords: Bankenaufsicht (Europäische und Internat ...
9. 26.02.2025

   Webinar: IRB Hot Topics: overview & discussion of focal poin ...

   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.

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
10. 12.02.2025

    Risk & Regulation Channel News: SREP 2024 video series (1) R ...

    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.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
11. 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 ...
12. 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 ...
13. 30.01.2025

    Risk & Regulation Channel News: Video CRR3 Update: ECB Consu ...

    In our latest episode on PwC's Risk and Regulation News Channel, Martin Neisen and Stefan Röth delve into the ECB Consultation on the approach to options and discretions available in EU law

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
14. 13.01.2025

    Credit Derivatives in Focus

    BCBS releases technical amendment for application of the SA-CCR

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
15. 09.01.2025

    Finalisierung der Melde- und Offenlegungspflichten in Stufe ...

    Anforderungen der ersten Stufe für die Meldung und Offenlegung der Institute unter CRR3 stehen zur Erstanwendung bereit.

    Categories: Credit & Operational Risk, Own Funds & E ...

    Keywords: Meldewesen - Banken, Offenlegung regulat ...
16. 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 ...
17. 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 ...
18. 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 ...
19. 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 ...
20. 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 ...
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