Categories: Market Risk & CCR (19 found)

1. 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 ...
2. 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 ...
3. 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 ...
4. 13.08.2024

   CRR3 Academy 2024

   Webinar-Reihe

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

   Keywords: Credit Valuation Adjustment (CVA), Inter ...
5. 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 ...
6. 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 ...
7. 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 ...
8. 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 ...
9. 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 ...
10. 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 ...
11. 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 ...
12. 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 ...
13. 29.01.2024

    Grasping the full scope of Basel IV: A comprehensive overvie ...

    Complete coverage of the 2025 CRR (including CRR III): Navigating regulation and capital requirements

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

    Keywords: Basel IV, Capital Requirements Regulatio ...
14. 20.12.2023

    CRR III Academy Training 2024

    Frankfurt, 14. & 15. March 2024

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

    Keywords: Credit Valuation Adjustment (CVA), Inter ...
15. 13.12.2023

    Die finale Phase der CRR III: Veröffentlichung der endgültig ...

    Die europäischen Banken stehen vor einem bedeutenden Meilenstein: Die Verabschiedung der finalen Versionen der CRR III und CRD VI.

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

    Keywords: Capital Requirements Regulation (CRR III ...
16. 04.08.2023

    Risk and Regulatory Breaking News: Trilogue on Banking Packa ...

    The Basel IV initiative of PwC is ready to support our clients in the biggest risk and regulatory challenge for the next two years!

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
17. 01.08.2023

    EBA veröffentlicht Ergebnisse ihres Stresstests 2023

    Banken schneiden insgesamt besser ab als vor zwei Jahren, Ergebnisse deutscher Banken durchwachsen

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

    Keywords: Bankenaufsicht (Europäische und Internat ...
18. 03.07.2023

    Trilogverhandlungen zum EU-Bankenpaket erfolgreich beendet

    Das Inkrafttreten der Basel IV-Regelungen in der EU wird somit wie geplant in 2025 erfolgen.

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

    Keywords: Basel IV, Marktpreisrisiken, Risk-weight ...
19. 19.01.2023

    How can ESG be considered in the Pillar 1 framework?

    In our Regulatory Blog post, we highlight the essential aspects of the FAQs regarding Credit Risk standard approach, Internal Rating Based Approach, Operational Risk, Market & Liquidity risk – and discuss how this might affect banks now and in the future.

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

    Keywords: Bankenaufsicht (Europäische und Internat ...