Schlagwort: CRR III

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Focal points of the EU Commission’s Banking Package

The European Commission’s Banking Package (CRR III, CRD VI and BRRD) by which the final elements of the Basel III framework (Basel IV) are transposed to European law was published on 27 October 2021. 

The focal points of the European Banking Package mainly consist of significant adjustments to measurement methods for credit, market and operational risks. EU-specific calibrations for credit risk were taken into account for defining exposure classes and assigning the respective risk weights. Existing risk calculation approaches for the credit valuation risk were developed further to include more sensitivities. With the introduction of the FRTB approach and the new trading book boundary, own funds requirements for market risk will be calculated according to the new standards. Replacing the existing approaches for operational risk with a single, non-model-based approach aims at simplifying the calculation of operational risk capital requirements. The phasing-in of the much discussed output floor to reduce the excessive variability of institutions’ own funds requirements calculated using internal models is a key element of the European Banking Package. Moreover, EU-specific calibrations taking into account the European banking landscape, proportionality thresholds and many details around Environmental, Social and Governance (ESG) risk were included in the proposals. 

CRR III Channel News (5): Output floor limits capital benefits from internal approaches – details and impacts of the capital floor

Welcome to the CRR III News Channel! Global Basel IV Leader Martin Neisen and Global Basel IV Deputy Leader & Dutch Basel IV Leader Abdellah M’barki explain the details of the output floor and highlight the operational and capital impacts.

The new CRR III Channel episode:

  • gives background information on the introduction of the output floor
  • outlines the calculation of the output floor and the level of consolidation
  • discuss the timeline and the transitional effects for introducing the output floor
  • highlight the operational and capital impacts of the output floor on the banking sector.


Join us for this episode and upcoming CRR III Channel News on the EU Banking Package 2021 – we look forward to welcoming you!

CRR III Channel News (4): Revised CVA approaches and new trading book boundary: Finalising FRTB and CVA

Welcome to the CRR III News Channel! Global Basel IV Leader Martin Neisen and Belgian Basel IV Leader Guillaume Magdelyns highlight the CRR III capital requirements for the assessment of market risk and CVA.

The new CRR III Channel episode:

  • outlines the revised approaches for credit valuation adjustment risk and provides details on the calculation methodology including exemptions from the own funds requirements
  • describes how the trading book boundary and FRTB revised approaches A-SA and A-IMA are introduced with CRR III
  • gives an overview of the changes of the calculation of the capital requirements for collective investment undertakings (CIU)
  • analyses impacts and challenges of the revised framework for market risk and credit valuation adjustment risk for the banking sector.

Join us for this episode and upcoming CRR III Channel News on the EU Banking Package 2021 – we look forward to welcoming you!

CRR III Channel News (3): Operational Risk – New approach requires business indicator component

Welcome to the CRR III News Channel! Global Basel IV Leader Martin Neisen is joined by Norwegian Basel IV Leader Karina Folvik for insights on the new CRR III approach for operational risk.

Watch the interview at PwC CRR III Channel News where our Basel IV experts

  • describe the main changes within CRR III related to operational risk
  • explain in detail the calculation method for operational risk weights with a special focus on the Business Indicator Component
  • discuss the impact of the changes on national banking markets

CRR III Channel News (2): Basel IV coming to Europe – Overview of the EU Banking Package 2021

Welcome to the CRR III News Channel! Global Basel IV Leader Martin Neisen is joined by German Basel IV Leader Stefan Röth to give an overview of the European Banking Package 2021 and the affected EU documents. Watch the interview at PwC CRR III Channel News where our Basel IV experts discuss

  • the main differences between Basel IV and CRR III, 
  • the EU implementation timeline and 
  • highlight the major changes within the CRR III regarding the capital requirements, new approaches and output floor.

They take a look at CRD VI and the most important topics, such as introducing ESG risk, treatment of third-country branches and the further harmonization of supervisory powers. German Basel IV Leader Stefan Röth also assesses the impacts of the EU Banking Package on German Banks.

Regulatory Breaking News: CRR III draft published by EU Commission

The European Commission‘s Banking Package (CRR III, CRD VI and BRRD III) by which the final elements of the Basel III framework (Basel IV) are transposed to European law were published on October 27, 2021. The long-awaited legislative proposals were initially expected for mid-2020 but have been postponed due to the COVID-19 pandemic.

Basel IV expert Martin Neisen collected first comments on the EU Banking in Package in Frankfurt.

More insight into the EU Banking Package, detailed information and implications will be available here soon.

Regulatory Homeschooling – CRR II/CRR III (Basel IV) Academy 2020 webinar!

After the great success of our German Basel IV Homeschooling series in June/July 2020 we now proudly present the English version of our Basel IV webinar taking place between 15 September and 08 October 2020. As it is currently not possible to offer any personal events we decided to modify the existing format of our very successful and popular CRR II/CRR III (Basel IV) Academy and provide you with all our expert knowledge from our Global Basel IV initiative within a homeschooling series.

Benefit from the unique opportunity to become a Basel IV expert in eight modules. Each module lasts 90 minutes and can be attended independently from each other to meet your specific needs.

The series will give you a comprehensive overview on all the relevant Basel IV changes and will help you to prepare for the upcoming challenges out of CRR II/CRR III and Basel IV. Our Basel IV experts will inform you on all relevant changes to various topics like credit risk standardised approach, internal rating based approach, FRTB, operational risk etc. The modules are structured in a way to make sure there is plenty of time for answering your questions and discussing the relevant changes.

We are looking forward to your participation!

Registration is possible under the following link: https://www.pwc-events.com/basel-iv-academy

Happy Birthday – 10 Jahre Regulatory Blog!

 

Liebe Leserinnen und Leser,

Ende November 2009 sind wir mit unserem Regulatory Blog gestartet – damals fĂŒr uns noch ein recht neues Medium und daher auch ein kleines Experiment mit ungewissem Ausgang. Der Trend zur zunehmenden Nutzung elektronischer Informationswege und die damit verbundene VerĂ€nderung der Kommunikationswege hatten uns bewogen, mit dem Regulatory Blog eine flexible und reaktionsschnelle Plattform mit großer Reichweite zu schaffen. Wir wollten mit unserem Regulatory Blog ĂŒber regulatorische Änderungen und Reformen kurz, prĂ€gnant und zeitnah informieren – und tun dies mittlerweile kontinuierlich seit zehn Jahren. Ein kurzer RĂŒckblick auf einige der Meilensteine sei daher erlaubt:

Herzlich Willkommen zur PwC CRR II/CRR III (Basel IV) Academy 2020!

Die aktuelle CRR II/CRR III (Basel IV) Academy 2020 – jetzt anmelden!

Die Umsetzung von Basel IV durch CRR II/CRR III wird in den nĂ€chsten fĂŒnf Jahren eine große Herausforderung fĂŒr die FinanzmĂ€rkte darstellen und Änderungen mit sich bringen, die sich auf die Berechnung der risikogewichteten Aktiva und Kapitalquoten aller Banken auswirken und Einfluss auf die Strategie und die GeschĂ€ftsmodelle einer Bank haben werden. Die ersten Elemente der Basel IV Reformen sind bereits mit der CRR II eingefĂŒhrt worden und ab 2020/2021 anzuwenden, die weiteren ausstehenden Änderungen folgen kurzfristig im Rahmen der CRR III.

20. Handelsblatt Jahrestagung: European Banking Regulation – Neue Entwicklungen in der Bankenaufsicht

Die Jahrestagung von Handelsblatt mit PwC-Beteiligung vom 11. – 13. November 2019 in Frankfurt am Main mit Austauschmöglichkeiten zur europĂ€ischen und nationalen Bankenaufsicht

Diskutieren Sie mit renommierten Experten der EZB, EBA, Deutschen Bundesbank, BaFin, SRB sowie Vertretern der Kreditwirtschaft und VerbĂ€nden aktuelle Regulierungsfragen. Mit dabei auch der neue Chef der Bankenaufsicht, Andrea Enria und der neue Chef der EBA, JosĂ© Manuel Campa.

Die Handelsblatt Tagung liefert Antworten auf diese Fragen:

  • Welche Regulierungsprojekte sind in der Pipeline und wie ist der Stand der Umsetzung?
  • Was sind die AufsichtsprioritĂ€ten fĂŒr 2020?
  • Wie wirkt sich die Regulierung auf die GeschĂ€ftsmodelle aus?
  • Wie sind die CRR II/CRD V umzusetzen?
  • Wie wirkt sich die Digitalisierung auf die Regulierung aus?
  • Welche neuen Risiken bedeutet das fĂŒr die Gesamtbanksteuerung?
  • Was kommt durch BIRD (Bank’s Integrated Reporting Dictionary) auf die Banken zu?