Jay! EBA publishes final draft technical standards on own funds (Part IV)

Following on from my earlier post on multiples, EBA just published its last draft technical standards on bank capital (own funds). EBA looked into two dimensions of payments on own funds instruments: one related to multiple distributions and the other to preferential distributions. According to EBA, preferential distributions exist when holders of CET1 instruments have […]

Jay! The U.S. bank stress test is out.

Without analysis from my side, the FED releases the stress tets results:  According to the summary results of bank stress tests announced by the Federal Reserve on Thursday, the largest banking institutions in the United States are collectively better positioned to continue to lend to households and businesses and to meet their financial commitments in […]

EU publishes a neat overview of progress on technical standards for banks.

With the new EU banks rules stacking up rapidly, the demand for road-maps on regulation increases. The EU offers a neat one: the overview and state of play of RTS relating to CRR / CRD IV. It shows that progress has been made. However, still Europe has plans for many new standards. Gleaning from the chart, the EC and […]

Jay! The ECB’s AQR manual is out

The European Central Bank (ECB) published a detailed manual providing guidelines for authorities and their third-party supporters in carrying out on-site inspection aimed at checking the quality of the biggest banks’ assets in the bloc. Click here for the manual. Or here if the first link does not work. Click here for the Comprehensive Assessment […]

EBA and BCBS publish Basel III monitoring results

Both Basel and EBA published the mid-year 2013 Basel III monitoring results. The monitoring rounds show how banks are converging toward the Basel III end-state. EBA’s main findings show that the Common Equity Tier 1 capital ratio (CET1) of the largest internationally-active European banks (Group 1 banks) would be on average 9.1% compared to a ratio of 12% […]

EBA reports on impact of possible leverage ratio definitions

Without comments from my own: the European Banking Authority (EBA) published today a report on the leverage ratio which provides a policy analysis and a quantitative assessment of the impact that would derive from aligning the current Capital Requirements Regulation (CRR) definitions of the leverage ratio’s exposure measure to the revised standard published by the […]