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.
Onze white paper belicht het belang van modelrisicomanagement in de WTP-transitie, met inzichten en best practices voor pensioenfondsen uit andere sectoren.
Biodiversity is becoming an increasing point of discussion in financial organizations. The signal to get started is becoming increasingly clear. But what does the supervisor think, and what can you pay attention to as a bank?
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.
The EBA has published its roadmap for implementing the EU banking package (CRR3/CRD6), which encompasses around 140 regulatory products related to credit risk, operational risk, market risk, supervisory reporting, and Pillar 3 disclosure, among others. Learn more about the changes.
Discover how to integrate generative AI in finance and risk management, enhancing efficiency across the AI maturity curve. Ideal for professionals at all levels.
DORA regulation has entered into force, and part of the technical standards have been published. With the last batch of standards set to come out in July, what does the timeline of DNB supervision look like for DORA?
Met oog op de komst van DORA heeft DNB een nieuwe Good Practice Informatiebeveiliging uitgebracht. Wat zijn de belangrijkste wijzigingen en waar kan je op letten?
Evenwichtigheid is een belangrijk thema bij de transitie naar het nieuwe pensioenstelsel. Hoe formuleer je de definitie, doelstellingen en maatstaven die bij evenwichtigheid horen?
By the end of this month banks need to have implemented Credit Spread Risk in the Banking Book. We notice that many banks are still developing methods to measure CSRBB amidst limited regulatory guidance. To validate or challenge your internal discussions, our colleague Maurits van den Oever has investigated a simple and intuitive method to quantify systemic credit spread shocks. He calculates shocks for government bonds with different ratings and maturities which can be easily implemented in your IRRBB framework. Interested in further expanding your CSRBB framework in 2024? Then don’t hesitate to get in touch with our IRRBB lead Corné Ruwaard to exchange thoughts.