Pillar 2
ECB’s Enria unsure banks will dip into capital buffers
Anxiety over investor and rating agency reaction may limit banks’ use of Covid relief measures
ECB lays foundations for climate risk capital charge
New guide will influence capital management, but pillar two charges likely to await EBA report
Eurozone bank capital buffers swell on Covid relief measures
Average buffer increases to 393bp across 14 eurozone lenders
UK banks eye Pillar 2 savings after PRA intervention
Top lenders could free £4.4 billion of capital
BBVA trims capital target following ECB relief measures
Spanish lender targets 225-275bp CET1 management buffer
Covid relief frees €4.9bn of capital at Santander
Bank sees CET1 buffer climb to 272bp
ECB cuts top banks’ required capital by over €350bn
Capital conservation requirement and Pillar 2 guidance amounts relaxed, countercyclical capital buffers encouraged to fall
Splits emerge over EBA’s stress test 2.0
Experts question utility of separate bank leg that won’t feed into capital requirements
Barclays to shrink capital buffer
Bank targets excess capital over regulatory minimum of 100 basis points by year-end
Grand designs? Time to rein in the Pillar 2 project
Pillar 2 capital add-ons are becoming increasingly elaborate
UniCredit to liberate capital on Pillar 2 change
Bank targets 50% payout ratio
BNPP faces €67bn RWA hike under Basel III
Executives say ongoing capital generation and Pillar 2 changes will help keep CET1 ratio stable
EU banks failing on op risk and governance – ECB
Central bank raises concerns on board management, risk controls and data aggregation
ECB risk ratings find banks wanting
Fewer banks scored highly in SREP assessment than in 2017 and 2018
EU banks eye savings following Pillar 2 update
ECB estimates CET1 relief of 90 basis points
EBA’s Campa: reduce Pillar 2 charges to offset output floor
Bankers plead for smaller capital hit and more predictability on implementation of Basel III
ING confident of capital target despite headwinds
Countercyclical capital charges push minimum capital requirement higher
Keeping watch: EBA stress-testing head plans overhaul
Top-down approach, dynamic balance sheet and multiple shock scenarios all possible for 2022
Converging on sound model risk management practices
Although most banks are progressing rapidly towards a certain standard in MRM practices, the rate of progress is uneven and so are the ambition levels. Management Solutions provides a summarised overview of the state of MRM evolution and how banks are…
Enria takes aim at eurozone banks’ sovereign exposures
New ECB supervision chair floats Pillar 2 concentration charge, criticises use of IFRS 9
PRA's Pillar 2 add-ons reflect mixed verdict on UK banks
Median CET1 Pillar 2A charge for big six banks rises to 2.25%
EU Pillar 2 charges vary by country
Nordea leads large EU banks' with Pillar 2 requirement of 3.2% in 2018
Now under aegis of ECB, Nordea RWAs spike 29%
Imposition of Swedish mortgage floor adds €10.6 billion of risk-weighted assets alone