European Banking Authority (EBA)
Third parties cause third of ICT failures, Dora report shows
First annual report shows IT risk is highly interconnected and international, say EU regulators
Change fatigue could dim EBA’s credit risk simplicity drive
Revisions may be kept to a minimum as short-term implementation burden weighs on banks
People: Mizuho trader exodus, Citi AI head departs, and more
Latest job changes across the industry
EBA proposes drastic overhaul to supervisory data reporting
Revamp will cut back the number of datapoints and integrate overlapping reports
EBA seeks to allay Simm divergence concerns
EU validator pledges to co-ordinate with global regulators, but retains ability to act alone “if needed”
Long way round: EU banks lament credit spread saga
EBA ditches some of banks’ preferred qualitative reasonings – and shortcuts – for CSRBB exclusion
Banks urge EBA to delay risk benchmarking amid Iran conflict
Risk managers say hypothetical portfolio exercise clashes with severe market turbulence
EBA guidance prompts banks to rethink CSRBB perimeters
Banks will likely have to expand their credit spread risk coverage following recommendations
EBA supports global op risk taxonomy, but it won’t happen soon
New EU framework designed to ease adoption by banks; other jurisdictions have different priorities
New EBA taxonomy could help integrate emerging op risks
Extra loss flags will allow banks to track transversal risks like geopolitics and AI, say experts
Credit spread risk: the cryptic peril on bank balance sheets
Some bankers fear EU regulatory push on CSRBB has done little to improve risk management
Credit spread risk approach differs among EU banks, survey finds
KPMG survey of more than 90 banks reveals disagreement on how to treat liabilities and loans
ECB bank supervisors want top-down stress test that bites
Proposal would simplify capital structure with something similar to US stress capital buffer
How window-dressing distorts US repo markets
Banks crush their repo balances periodically to massage systemic indicators, with far-reaching consequences for borrowing rates
NMRF framework: does it satisfy the ‘use test’?
Non-modellable risk factors affect risk sensitivity and face practical and calibration difficulties, argue two risk experts
EBA to weigh in on credit spread risk conundrum
Industry confusion persists over which products in banking book are affected by spread changes
Roll over, SRTs: Regulators fret over capital relief trades
Banks will have to balance the appeal of capital relief against the risk of a market shutdown
Default risk overtakes credit spreads in Japan's first year under FRTB
Securitisation charges lift a bigger slice of banks’ market risk requirements
Thrown under the Omnibus: will GAR survive EU’s green rollback?
Green finance metric in limbo after suspension sees 90% of top EU banks forgo reporting
S&P shutters NMRF solution amid audit questions
Vendors face adverse economics due to low number of IMA banks and prospects of regulatory easing
EBA’s Campa on simplifying EU regulations and supervising stablecoins
Departing pan-European supervision chief discusses advancing the banking union, streamlining implementation of new rules, financial resilience, and stepping down early