Categories: Market Risk & CCR (20 found)

1. 08.08.2025

   Krypto-Assets unter der Säule 1: EBA veröffentlicht finalen ...

   Der vorliegende finale RTS hat das Ziel, ein praxisorientiertes und proportionales Regelwerk zu schaffen, das mit internationalen Vorgaben übereinstimmt und während der Übergangsphase doppelte Belastungen sowie übermäßigen Konservatismus vermeidet.

   Categories: Market Risk & CCR, Own Funds & Eligible ...

   Keywords: Bankenaufsicht (Europäische und Internat ...
2. 03.07.2025

   EU T+1 Industry Committee publishes high-level roadmap for t ...

   The high-level recommendations for the financial industry outline key changes required to successfully transition to T+1 settlement.

   Categories: Governance & Supervisory Practice, Marke ...

   Keywords: Bankenaufsicht (Europäische und Internat ...
3. 10.04.2025

   Marktpreisrisiko im Fokus

   EU-Kommission startet gezielte Konsultation zur Anwendung des neuen Marktpreisrisiko Rahmenwerks.

   Categories: Market Risk & CCR

   Keywords: Bankenaufsicht (Europäische und Internat ...
4. 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 ...
5. 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 ...
6. 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 ...
7. 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 ...
8. 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 ...
9. 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 ...
10. 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 ...
11. 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 ...
12. 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 ...
13. 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 ...
14. 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 ...
15. 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 ...
16. 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 ...
17. 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 ...
18. 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 ...
19. 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 ...
20. 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 ...