Blog
Macroprudential Risk Management: EBA Supports DNB
EBA supports Nederlandsche Bank’s macroprudential risk measures targeting high LTV loans, emphasizing the need for robust capital requirements to mitigate systemic vulnerabilities and enhance the resilience of financial institutions
Basel’s Counterparty Credit Risk Guidelines(CCR): GFMA’s View
GFMA urges Basel to adopt a flexible, risk-based counterparty credit risk (CCR) framework with tailored due diligence, selective stress testing, and adaptive governance.
EBA Updates on Global Systemically Important Institutions (G-SIIs)
EBA’s update on systemic importance indicators strengthens EU financial stability by refining G-SII identification, increasing transparency, and enhancing regulatory oversight.
ESMA: Guidelines on ESG Fund Naming
ESMA’s 2024 guidelines on ESG fund naming enforce stricter regulations, introducing quantitative thresholds to prevent greenwashing and ensure transparency across EU markets.
Market Risk Management Under CRR3
The EBA's RTS are crucial for maintaining EU financial stability, ensuring robust risk management in evolving market conditions. The latest amendments under CRR3 refine methodologies for market risk assessment, enhancing accuracy, consistency, and resilience across financial institutions.
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