How does the ECB classify deposits for its LCR?
Introduction and Background One of the reasons for the EBA introducing the LCR into its framework on October 1, 2015 was that it allowed for the establishment of a common…
Impact of COVID-19 on EU banks
On May 25th, The European Banking Authority (EBA) published its first report on the initial effects of the COVID-19 pandemic on the European banking sector. A summary of this report…
ECB accepts collaterals with worse credit ratings
Given the advance of the COVID-19 crisis in Europe and the uncertainty about its impact in economic terms, the risk premiums are rising rapidly in some of the countries of…
Flexibility measures from EBA to tackle COVID-19
On April 22nd, the EBA decided to pronounce itself to clarify the scope of its flexibility measures in terms of market risk, SREP, recovery plans, operational resilience in the digital…
Financial measures taken by the ECB and EBA against COVID-19
The health and economic crisis generated by Covid-19 has forced governments and central banks to act in almost the whole world. In the case of Europe, the region with the biggest…
Actions taken in Latin America to overcome the Covid-19 crisis
The Covid-19 virus which originated in late 2019 in China has spread worldwide, creating a pandemic with unprecedented health and economic consequences. Countries around the world have set to work…
CFEN – An adapation of Basel’s NSFR to the colombian market.
Background – Basel III NSFR Continuing with the concept of Liquidity Risk Management and the recommendations arising from the new standards set via the Basel III framework, the NSFR or…
LCR – EBA analysis, European banking industry – Part 2
We will resume the analysis on the CSF published by the EBA in October 2019. In order to provide some background, we made a detailed explanation of the results of the…
2020 EU-wide stress test
The European Banking Authority (EBA) officially launched on January 31st the EU-wide stress test corresponding to 2020. Remember that this global stress exercise, which includes all types of risks, is carried out in the even…
IRL Summary – An adaption of the Basel III Liquidity Coverage Ratio to the Colombian Market
Background – Basel III & The Liquidity Coverage Ratio The depth and breadth of the subprime crisis at the end of the last decade exposed deep-rooted weaknesses in market risk…