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…
Capital and Liquidity Regulations – Categories and Impact Analysis
The final rule revises the criteria for determining the applicability of regulatory capital and liquidity requirements for large U.S. banks and U.S. IHC’s (Intermediate Holding Companies) of certain foreign banking…
Capital and Liquidity Regulations – Risk Based Indicators
The Board of Governors of the Federal Reserve System (Board), the Office of the Comptroller of the Currency (OCC), and the Federal Deposit Insurance Corporation (FDIC) (together, the agencies) published…
LCR – EBA analysis, European banking industry
On October 2019, the European Banking Authority (EBA) published a report with the analysis of the Liquidity Ratio par excellence, Liquidity Coverage Ratio (LCR). This study was carried out from…