BCBS-CPMI-IOSCO finalise analysis of margining practices during the March 2020 market turmoil 
  • Tuesday, 29 November 2022

BCBS-CPMI-IOSCO finalise analysis of margining practices during the March 2020 market turmoil 

The Basel Committee on Banking Supervision (BCBS), the Bank for International Settlements’ Committee on Payments and Market Infrastructures (CPMI) and the International Organization of Securities Commissions (IOSCO) published the report Review of margining practices. Besides presenting data-driven analysis examining margin calls in March and April 2020 and the extent to which market participants were prepared […]

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EIOPA updates RFR Technical Documentation 
  • Tuesday, 29 November 2022

EIOPA updates RFR Technical Documentation 

EIOPA has published the updated Technical Documentation of the methodology to derive EIOPA’s risk-free interest rate term structures. The changes follow from the Deep Liquid and Transparent (DLT) assessment 2022 and relate to: The calculation of the Credit Risk Adjustment The Peer Country Review from the first quarter of 2022 A change of the Danish […]

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EIOPA sets out strategy for 2023-2026 
  • Tuesday, 29 November 2022

EIOPA sets out strategy for 2023-2026 

The European Insurance and Occupational Pensions Authority (EIOPA) has set out its strategy for the period 2023-2026. The strategy is designed to strengthen the resilience and sustainability of the insurance and pensions sectors, and to ensure the strong and consistent protection of consumer interests across the European Union. The strategic priorities include the areas of […]

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EBA published final package of IRRBB/CSRBB guidelines
  • Tuesday, 1 November 2022

EBA published final package of IRRBB/CSRBB guidelines

On 20 October 2022, the European Banking Authority (EBA) published the final package of guidelines for the management of Interest Rate Risk in the Banking Book (IRRBB) and the Credit Spread Risk in the Banking Book (CSRBB). The package includes: Final guidelines for IRRBB and CSRBB (link)i Regulatory Technical Standards (RTS) on the IRRBB supervisory […]

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EIOPA publishes guidance on sustainability preferences
  • Tuesday, 13 September 2022

EIOPA publishes guidance on sustainability preferences

The European Insurance and Occupational Pension Authority (EIOPA) has published a guidance report on integrating customer’s sustainability preferences in the suitability assessment under the Insurance Distribution Directive (IDD). Guidance is provided on: how to help customers understand the concept of ‘sustainability preferences’. how to collect sustainability preferences from customers. how to match customer preferences with […]

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