documents – FRSN

BCBS report on risk-weighted assets in the banking book

1 April 2016

The report finds a reasonable relationship between estimates of probabilities of default and actual default rates. It also evaluates the variability in estimates of exposure at default for all asset…

SSM SREP methodology booklet – ICAAP and ILAAP expectations

19 February 2016

documents, supervision

No Comments

The ECB published a SSM SREP methodology booklet describing the supervisory review and evaluation process. General purpose is to set a level playing field, high standards of supervision and sound risk assessment. Before,…

Final TLAC standard for global systemically important banks

9 November 2015

documents, financial stability

No Comments

The Financial Stability Board published the TLAC standard which defines a minimum requirement for the instruments and liabilities that should be readily available for bail-in within resolution at G-SIBs, but…

BCBS report on risk-weighted assets in the banking book

SSM SREP methodology booklet – ICAAP and ILAAP expectations

Final TLAC standard for global systemically important banks

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