Monatliche Archive: April, 2020

PwC’s Pandemic Analysis and Scenario Simulation tool for the multi-year simulation of the COVID-19 crisis on regulatory capital

The simulation of the impact of COVID-19 on regulatory capital ratios will be one of the biggest challenges in the next weeks for banks. Both board members and supervisors are keen on understanding how the crisis will impact the capital ratios over the next three years. Based on the discussions with our clients, and the many years experience in RWA calculation and simulation tools we developed: (please click on picture to open) PwC Pandemic Analysis and Scenario Simulation tool  

Supervisory measures in reaction to the Corona crisis – Minimum capital ratios

Minimum capital ratios The following blog post is part of the overview of supervisory measures in reaction to the Corona crisis:Supervisory measures in reaction to the Corona crisis – Overview. According to the ad hoc measures taken by the ECB, banks can fully use their capital buffers during this time of financial distress, including the Capital Conservation Buffer (CCB) and the Pillar 2 Guidance (P2G). This means that banks are allowed to operate temporarily – […]

Supervisory measures in reaction to the Corona crisis: BaFin Q&A on the regulatory impact

The following blog post is part of the overview of supervisory measures in reaction to the Corona crisis: Supervisory measures in reaction to the Corona crisis – Overview. The Corona crisis affected banks not only in their daily business but also in their need to fulfil the regulatory requirements. Banks are now obviously confronted with a lot of open and urgent questions regarding specific regulatory issues. Therefore BaFin has set up a website with a […]

Supervisory measures in reaction to the Corona crisis – Overview

Closed factories and shops, cancelled events, travel bans, wide-ranging curfews – the Corona crisis turns out to have dangerous and sudden effects on the global economy. The dramatic meltdown of leading stock markets in recent weeks seems to reflect the fears of a long-lasting recession. For some people, this brings back bad memories of the financial crisis back in 2008. Although “this time is different” [credits to Reinhart/Rogoff], the financial sector is facing severe second-order […]

Regulatory Spring Festival 2020 – Update

Sehr geehrte Damen und Herren, unsere alljährliche und beliebte Regulatory Roadshow sollte am 20. April 2020 als Regulatory Spring Festival starten. Wir haben uns sehr auf dieses besondere Event gefreut und hatten bereits mit den Vorbereitungen begonnen – die große Bühne war schon aufgebaut, das Regulatory Line-up festgelegt, der Soundcheck durchgeführt… … und nun ist alles ganz anders gekommen. Unter Berücksichtigung der aktuelle Lage zum Coronavirus und unserer umfassenden Sorgfaltspflicht als PwC gegenüber Mitarbeitern, Kunden […]

Supervisory measures in reaction to the Corona crisis – Operational reliefs

The following blog post is part of the overview of supervisory measures in reaction to the Corona crisis:Supervisory measures in reaction to the Corona crisis – Overview. Operational reliefs The most prominent decision taken by the BCBS in light of the COVID-19 crisis is obviously the revised timeline for implementing the final Basel III package (i.e. “Basel IV”). The general starting point is now postponed from 2022 to 2023, hoping that banks still have the […]

Supervisory measures in reaction to the Corona crisis – Minimum liquidity requirements

The following blog post is part of the overview of supervisory measures in reaction to the Corona crisis: Supervisory measures in reaction to the Corona crisis – Overview. Minimum liquidity requirements Whereas regulatory and supervisors have enacted a number of measures to support banks’ solvency and provide relief by for example pushing implementation and reporting deadlines, the opposite is true when it comes to the topic of liquidity. One of the lessons learned from the […]

Supervisory measures in reaction to the Corona crisis – Defaults, Non-Performing Loans (NPL) and provisioning

Defaults, Non-Performing Loans (NPL) and provisioning The following blog post is part of the overview of supervisory measures in reaction to the Corona crisis:Supervisory measures in reaction to the Corona crisis – Overview. Since banks fear a massive wave of counterparty defaults in the course of the Corona crisis, various supervisory authorities refer to the flexibility of the current NPL framework. For example, the ECB allows banks to benefit from guarantees and moratoriums put in […]

Banken und Kapitalmärkte – Auswirkungen durch COVID-19

Klar ist, dass COVID-19 erhebliche Auswirkungen auf Banken, Finanzdienstleister und Kapitalmarktakteure haben wird. Bereits jetzt haben sich heftige Marktverwerfungen ergeben, ein längerfristiger Pandemieverlauf wird das wirtschaftliche System zusätzlich stark stressen. COVID-19 beeinflusst bereits jetzt den operativen Geschäftsbetrieb enorm und wird nachhaltig zu Veränderungen im operativen Business Modell  führen. Die Krise trifft alle Banken, die Ausprägung hängt jedoch stark vom Geschäftsmodell ab. Wie können Sie in dieser Situation reagieren, worauf sollten Sie achten und wie können […]

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