EU Banking Package 2021’(CRR3/CRD6): After almost two years of review, amendments and negotiations among the EU co-legislators, CRR3 and CRD6 were finally adopted and published in the Official Journal of the EU on 19 June 2024. In our white paper, we share insights on key real estate exposure topics, with a deep dive into residential real estate requirements according to this regulation.
ECB Banking Supervision has recently published its strategic planning and supervisory priorities for the period 2025-2027. Learn about the key areas of focus and its work programmes.
Fundamental Review of the Trading Book (FRTB) is a regulatory framework to calculate capital requirements for banks’ market risk. The FRTB is a long-awaited response of the regulators to the financial crisis of 2008, and it overhauls multiple elements of the current capital calculations.
The recently adopted EU Banking Package 2021, including CRR3 and CRD6, marks a significant shift in regulatory requirements for supervisory reporting and Pillar 3 disclosures. As the implementation date approaches, it is essential for financial institutions to stay ahead of the curve.
Understanding the need for a practical, easy-to-use version of the CRR3 regulation, we have compiled a streamlined, consolidated document while awaiting the official publication in the EU Journal. This resource is designed to assist you ahead of its formal release on the EU website.
Join our webinar on recent developments in the EU Banking Package and the EBA Roadmap, including key topics such as supervisory reporting, Pillar 3 disclosure, credit risk, market risk, and operational risk.
We are excited to introduce Yusi. With over a decade of experience in the financial sector, Yusi is prepared to lead our regulatory service line, bringing a wealth of knowledge and expertise to our team.
Climate stress testing is essential to assess your sensitivity to climate risk. At Probability, we recently started building a framework to do this. What are some of the challenges we encountered? A column by Emre Erkan & Svetlana Borovkova
The end of the recent period of interest rate volatility begs the question: are Solvency II shocks still adequate?
Assessing Solvency II interest rate shocks in various interest rate environments using Hull-White, Nelson-Siegel, and PCA for comparison.