International Regulatory Updates

Capital Adequacy The capital ratios for the aggregated group of significant institutions, i.e. the banks supervised by the ECB, remained stable in the second quarter of 2019. The Common Equity Tier 1 (CET1) ratio stood at 14.34%, the Tier 1 ratio at 15.55% and the total capital ratio at 18.01%. A ...

The vast majority of banks directly supervised by the European Central Bank (ECB) have overall comfortable liquidity positions despite some vulnerabilities requiring further attention, according to the results of the 2019 supervisory stress test. The shocks simulated in the exercise were calibrat ...

The European Securities and Markets Authority (ESMA) has issued a call for candidates for its newly-established Data Advisory Group (DAG). ESMA is seeking individuals with expertise on issues related to market data regulatory reporting and record keeping of derivative contracts, position ...

Capital Adequacy Capital ratios for significant institutions remained stable in the first quarter of 2019. The Common Equity Tier 1 (CET1) ratio stood at 14.34%, the Tier 1 ratio at 15.59% and the total capital ratio at 17.99%. Average CET1 capital ratios at participating Member State level range ...

The European Central Bank (ECB) today publishes the final chapters of its guide to internal models, following a public consultation which ended on 7 November 2018. These three risk type-specific chapters cover credit risk, market risk and counterparty credit risk. They are intended to ensure a ...

The European Central Bank (ECB) is today launching a public consultation on proposed changes to the ECB Regulation on supervisory fees. This consultation incorporates the feedback received during the first public consultation on this issue in 2017 and input from the national competent authorities ...

Capital ratios for significant institutions increase slightly in the fourth quarter of 2018, with total capital ratio at 17.95% (up from 17.83% in the third quarter). NPL ratio falls to 3.80%, lowest level since time series first published in 2015. Liquidity coverage ratio increases to 145.61% ...

The European Central Bank (ECB) today published the aggregate outcome of its 2018 Supervisory Review and Evaluation Process (SREP). The overall SREP demand for common equity tier 1 (CET1) capital increased to 10.6% in 2018 from 10.1% in 2017, which was driven by the last step of the phase-in of the ...

The European Central Bank (ECB) has today launched a sensitivity analysis of liquidity risk to assess the ability of the banks it directly supervises to handle idiosyncratic liquidity shocks. The exercise will constitute the supervisory stress test of 2019. The results of the exercise will feed into ...

The European Central Bank (ECB) today published aggregate results for the 2018 stress test for all participating banks under its supervision. The 87 banks covered in the report include 33 euro area banks that were part of the EU-wide stress test coordinated by the European Banking Authority (EBA) ...