Dutch Supervision Culture and Basel IV

This week we saw some evidence that may point to a rift between the Dutch finance minister Jeroen Dijsselbloem and the Dutch central bank (DNB). It has to do with Basel IV. This is an…

EBA lowers its bank data sharing ambitions – dramatically

The European Banking Authority (EBA) published today its detailed annual work programme for 2017, describing the specific activities and tasks of the Authority for the coming year, as well as a multiannual work programme, highlighting…

My contribution to the EBA Guidelines on disclosure requirements consultation

The European Banking Authority (EBA) launched a consultation on a set of Guidelines on regulatory disclosure requirements following an update of the Pillar 3 requirements by the Basel Committee in January 2015. These Guidelines are…

Questions on bank regulation: Area 51 on StackExchange.

Of course there is the EBA Single Rulebook, an important site that offers answers to questions on bank regulation. However, to me the site looks top-down and may offer only legal answers with sparse context. Hence my…

Are the EU bank capital shortfalls really that bad?

Shortly after the publication of the  2016 EBA stress test results, Viral Acharya, Diane Pierret, and Sascha Steffen (APS) presented a paper that identifies capital shortfalls that are significantly larger than EBA’s shortfall calculations reveal….

The EBA Stress Test Data in Handy Format

Please find here the EBA 2016 stress test data in a handy format that allows quick comparison with data of the 2015 Transparency exercise. This allows you to compare data from December 2014 to December…

To facilitate comparisons – EBA’s 2015 ‘other’ transparency data

With the EBA stress test out soon, here is a file that presents the “Other Templates.csv” sheet from last year’s EBA transparenc exercise in a neat Stata (version 12) file. Click here for the Stata…