Regulatory

Further work on harmonized third country branch (TCB) regulation

Warum 2026 ein entscheidendes Jahr ist

Why 2026 Is a Critical Year

Final Report on Guidelines on proportionate retail diversification methods (EBA/GL/2026/02)

Beitrag in der Zeitschrift für das gesamte Kreditwesen (ZfgK 4/2026) von Martin Neisen, Peter Büttel, Wiebke Sawahn

The EBA’s Pillar 3 Data Hub (P3DH) went live by the end of January 2026.

Harmonisierung des aufsichtlichen Konsolidierungsrahmens

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

Third country branches in the European Union need to adapt their business to new CRD6 requirements

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

EBA comprehensive preparation workshop on the Pillar 3 Data Hub implementation and go-live for large and other institutions

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.

Recording of the webinar conducted by Kaan Aksel, Partner at PwC Germany, Luis Filipe Barbosa, Partner at PwC Portugal, José Diogo Beirao, Director at PwC Portugal and Petr Geraskin, Senior Manager at PwC Germany on November 27, 2025.

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.

EBA-Leitlinie zur Bestimmung der Materialität von CVA-Risiken aus Wertpapierfinanzierungsgeschäften

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).