January | 2021 | Zanders Treasury & Finance Solutions

Wednesday, 20 January 2021

Publications regarding the Fundamental Review of the Trading Book (FRTB)

On 3 December 2020, the European Banking Authority (EBA) published final draft Regulatory Technical Standards (RTS) on how institutions are to calculate the own funds requirements for foreign-exchange (FX) and commodity risks stemming from banking book positions under the FRTB standardised (SA) and internal model approaches (IMA). The final draft RTS specify that institutions can […]

Wednesday, 20 January 2021

Financial market pressure as an impediment to the usability of regulatory capital buffers

Supervisory authorities adopted a comprehensive set of measures in response to the COVID-19 pandemic to avoid a procyclical decline in bank lending. Measures included temporary capital relief by allowing banks to use capital buffers, including Pillar 2 guidance (P2G) and adjustments to the composition of Pillar 2 requirements (P2R), recommendations to temporarily cancel dividends, and […]

Wednesday, 20 January 2021

Developments in climate change risk management

On 3 November 2020, the European Banking Authority (EBA) published a Discussion Paper (DP) on Environmental, Social and Governance (ESG) risk management and supervision. It provides a proposal on how ESG factors and risks could be included into business strategies, governance and risk management and in the regulatory and supervisory framework for credit institutions and […]

Wednesday, 20 January 2021

Latest EBA publications following the COVID-19 pandemic

On 2 December 2020, the European Banking Authority (EBA) decided to reactivate its Guidelines on legislative and non-legislative moratoria. This reactivation will ensure that loans, which had previously not benefitted from payment moratoria, can now also benefit from them. This decision was taken after closely monitoring the developments of the COVID-19 pandemic and, in particular, […]