Categories: Credit & Operational Risk (32 found)

1. 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 ...
2. 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 ...
3. 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 ...
4. 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 ...
5. 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 ...
6. 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: Kreditrisiken, Retail Banking, Risk-weig ...
7. 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 ...
8. 26.08.2024

   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.

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
9. 23.08.2024

   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.

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

   Keywords: Bankenaufsicht (Europäische und Internat ...
10. 14.08.2024

    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.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
11. 13.08.2024

    CRR3 Academy 2024

    Webinar-Reihe

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

    Keywords: Credit Valuation Adjustment (CVA), Inter ...
12. 06.08.2024

    EBA stress test 2025: Video series

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

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
13. 01.08.2024

    Whitepaper CRR3 to go - July 2024

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

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

    Keywords: Credit Valuation Adjustment (CVA), Eigen ...
14. 24.07.2024

    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.

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

    Keywords: Regulatory Reporting, Risk-weighted asse ...
15. 22.07.2024

    Die EBA veröffentlicht weitreichende Änderungen des aufsicht ...

    Die EBA hat den finalen Entwurf des technischen Durchführungsstandards (ITS) zum aufsichtlichen Meldewesen unter der CRR3 veröffentlicht. Die neusten Änderungen stellen wir im Überblick dar.

    Categories: Credit & Operational Risk, Liquidity & L ...

    Keywords: Bankenaufsicht (Europäische und Internat ...
16. 09.07.2024

    EBA publishes draft stress test methodology and templates fo ...

    As in previous years, the EBA’s stress test will be used to assess the resilience of the European banking sector by subjecting large institutions in the EEA to a severe macroeconomic scenario.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
17. 03.07.2024

    EBA releases the first final step of the Pillar 3 Disclosure ...

    The new disclosure requirements include detailed mappings to reporting requirements for the output floor, credit risk, market risk, CVA, operational Risk, and newly added crypto assets.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
18. 25.06.2024

    CRD VI - Restriction of cross-border banking services from t ...

    The EU is harmonizing the rules for third country institutions operating within its jurisdiction.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
19. 20.06.2024

    EU publishes CRR3 and CRD6 in Official Journal

    After extensive negotiations and final approval by both the Parliament and the Council of the European Union, the CRR3 and CRD6 proposals have been published in the Official Journal on June 19th, 2024, and will enter into force 20 days later.

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

    Keywords: Credit Valuation Adjustment (CVA), Inter ...
20. 10.04.2024

    The EBA’s plan to tackle off-balance sheet items: crucial EB ...

    There is not much time left until the implementation of CRR 3.

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

    Keywords: Internal ratings-based approach (IRBA), ...
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