EBA

Supervisory and market focus on interest rate and liquidity risks in the banking book

Supervisory and market focus on interest rate and liquidity risks in the banking book

Analytical framework for bank management to identify and eliminate weaknesses. In specific cases, it even uncovered earnings potential.
Investment strategies and process isometric as metaphor for "Five years of IRRBB – a status quo assessment for interest rate risk management"

Five years of IRRBB – a status quo assessment for interest rate risk management

Interest Rate Risk Study 2020: Current implementation status of IRRBB requirements and challenges.
Final EBA requirements for the estimation of downturn LGDs / BankingHub

Final EBA requirements for the estimation of downturn LGDs

Focus: Modeling of risk parameters – new importance for downturn parameters in IRBA model development.

LCR and NSFR simulation

A core component of a holistic liquidity risk management approach

Final BCBS standards on interest rate risk in the banking book

Revised IRR principles raise Pillar 2 and disclosure requirements for IRRBB.

Taking the stress out of the stress test

Is your organization stress test ready?

Delegated Act Leverage Ratio

Leverage ratio Delegated Regulation—next step on the way to introducing a leverage ratio.

Quantification and management of model risks against the backdrop of current regulatory requirements

Quantification and management of model risks against the backdrop of current regulatory requirements – Challenges of dealing with model risks

Implementation of forbearance still incomplete in many banks

Increased relevance due to SREP

EBA stress test: A second look

Capital ratios will stay under pressure.

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