The EBA has published its final Guidelines clarifying the requirements that the data inputs used to determine the scenarios of future shocks applied to modellable risk factors should meet. Institutions using the alternative Internal Model Approach (IMA) for market risk are required to compute the expected shortfall (ES) risk measure for their modellable risk factors, […]
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The Expectations for Banks outline, among others, that banks should estimate their liquidity needs for the implementation of the resolution strategy. During a resolution, banks are likely to face liquidity stress. Possible causes for this liquidity stress are reluctance of market participants to roll-over/provide funding and the inability to attract/hold client deposits. Even after a […]
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The ECB plans to place more emphasis on stress test results when it sets the capital buffers banks must maintain, according to Supervisory Board chair Andrea Enria. The ECB’s Pillar 2 Guidance (P2G) is designed to safeguard institutions in the event of losses, but many banks do not disclose that figure. Starting this year, the […]
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In November 2020, the European Central Bank (ECB) published its guide on climate-related and environmental (C&E) risks. The ECB shared 13 supervisory expectations with respect to the anticipated transitioning to a low-carbon and more circular economy. Once the guide was published, ECB Banking Supervision asked banks to assess themselves against the 13 expectations. A new […]
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Practical consideration & Transition experiences On 7 September, Zanders hosted an interactive webinar on the IBOR reform topic ‘Discontinuation of LIBOR- Practical Consideration & Transition Experiences’. During this session, Zanders shared latest market updates and information related to this reform and then continued with a panel discussion. Edel Hough (Head of Corporate Finance at BAT), […]
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In May 2021, the Loan Market Association (LMA) has published a revision of its Sustainability Linked Loan Principles (SLLP), which were first published in 2019. The revision follows on a spike in popularity of sustainability linked loans, which comes from the urge of corporates worldwide to incorporate green and sustainable strategies into their business strategy. […]
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Insurance EIOPA is seeking consult regarding supervision of run-off undertakings The European Insurance and Occupational Pensions Authority (EIOPA) welcomes comments on the consultation paper on the Supervisory Statement on supervision of run-off undertakings. When properly and fairly managed, the run-off business model can bring benefits such as freeing up capital for more profitable business or […]
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