Banking

Ignazio Visco: Recent economic developments and financial intermediaries in Italy
6 anni fa

Speech by the Governor of the Bank of Italy Ignazio Visco Rome, 2 February 2019 - 25th ASSIOM FOREX Congress https://www.bis.org/review/r190204b.pdf
ECB: Results of the December 2018 survey on credit terms and conditions in euro-denominated securities financing and over-the-counter derivatives markets (SESFOD)
6 anni fa

31 January 2019 Credit terms tightened for all counterparts, but non-price terms offered to hedge funds remained stableBanks and dealers increased resources and attention dedicated to managing ...more »
EBA publishes final guidance regarding the exposures to be associated with high risk
6 anni fa

The European Banking Authority (EBA) published its final Guidelines regarding the types of exposures to be associated with high risk under the Capital Requirements Regulation (CRR). Through these Guidelines, the EBA aims not only to enable a higher degree of comparability in ...more »
Basel Committee endorses revisions to finalised market risk capital framework
6 anni fa

At its meeting in Basel on Monday 14 January 2019, the Basel Committee's oversight body, the Group of Central Bank Governors and Heads of Supervision (GHOS), endorsed a set of revisions to the market risk framework and the Committee's strategic priorities and work programme for ...more »
EBA releases its annual assessment of the consistency of internal model outcomes
6 anni fa

The European Banking Authority (EBA) published two reports on the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. The reports cover credit risk for high and low default ...more »
ECB: Liquidity conditions and monetary policy operations
6 anni fa

The ECB published a report assessing monetary policy operations during the fifth and sixth reserve maintenance periods of 2018, which ran from 1 August to 18 September 2018 and from 19 September to 30 October 2018 respectively. Throughout this period the interest rates on the main refinancing ...more »
EBA launches consultation to amend regulation on benchmarking of internal models
6 anni fa

The European Banking Authority (EBA) launched today a consultation to amend the Commission's Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise it will carry out in 2020. ...more »
Basel Committee: requirements to address leverage ratio window-dressing
6 anni fa

The Basel Committee on Banking Supervision today published a consultative document entitled Revisions to leverage ratio disclosure requirements. The Basel III leverage ratio standard comprises a 3% minimum level that banks must meet at all times, a buffer for global systemically ...more »
EBA: improvements in EU banks resilience but new challenges are coming
6 anni fa

The European Banking Authority (EBA) published today its annual report on risks and vulnerabilities in the EU banking sector. The report is accompanied by the results of the EBA's 2018 EU-wide transparency exercise, which provide detailed information, in a comparable and accessible format, ...more »