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Capital Issues

The ambitious attempt to clarify the World of Regulatory Bank Capital

Category: CRD II

No battle plan survives first contact with the enemy

In March 2009, the International Accounting Standards Board started an ambitious plan to make accounting for banks easier to understand. In no less than 97 pages, the IABS laid out its plan to reduce complexity in the reporting of financial instruments.* At the time, the IASB did the right thing. The standard in force was too complex.… Read More No battle plan survives first contact with the enemy

January 29, 2018 @cetier1

The language of Capital and Equity

Frances Coppola this week posted on her blog an explanation of Capital, liquidity and the countercyclical buffer, in plain English. Frances posted because of Caroline Binham’s use of language in a Financial Times article. Caroline, according to Frances, is wrong. So wrong even that she takes it out on Caroline, blaming her for not being… Read More The language of Capital and Equity

October 3, 2015 @cetier1

Homework for the upcoming week: EU bank capital rules.

With the EBA and the ECB announcing results of the stress test and the AQR next week, and with feeble banks shivering, you may consider setting aside a couple of hours this week to read the terms and conditions of bank capital instruments. Maybe your investment in capital securities of EU banks is at risk, maybe not.… Read More Homework for the upcoming week: EU bank capital rules.

October 19, 2014 @cetier1

How shady actually was the Santander-Goldman deal?

With Matt Levine I share the fascination for the deal that featured in last week’s This American Life and in Propublica. I also wonder why actually this deal would be shady, as the Propublica story wants us to believe. Though Matt does a fair amount of explaining, the deal involves a simple transaction, recorded by two one journal entry. It… Read More How shady actually was the Santander-Goldman deal?

September 30, 2014 @cetier1

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Links

  • RegRadar.com
  • EU Single Rulebook
  • EU Single Rulebook Q&A

 

CRD V - adopted
  • Press release
  • CRR 2
  • CRD 5
  • SRMR 2
  • BRRD 2
  • Fact Sheet

 

CRD V - proposal
  • Text of the amending Directive
  • Text of the amending Regulation
  • Text of the annex to the amending Regulation
  • Crisis Management

 

NPLs
  • Press release
  • Frequently asked questions
  • Proposal for a regulation amending the CRR
    • Impact assessment - regulation
    • Summary impact assessment
  • Proposal for a directive 
    • Impact assessment - directive
    • Summary impact assessment 
  • 2nd progress report on the reduction of NPLs
  • Blueprint on the set-up of national asset management companies (AMCs)
  • Factsheet
  • Watch the press conference

 

TLAC
  • TLAC Term sheet
  • TLAC Presser
  • Overview of changes
  • TLAC Proposal '14
  • BCBS TLAC Consultation
  • JDSupra's TLAC analysis
  • BBVA's TLAC analysis

 

AQR
  • Comprehensive assessment site
  • The August Manual
  • The Manual
  • Outcome Template
  • Note of July
  • Note of April
  • Note of February
  • Note of October

 

Basel III on Capital
  • Rules Text (189)
  • Leverage Ratio (270)
  • PON press release (13/01/2011)
  • Disclosure Rules (221)
  • FAQ (211)
  • CCB FAQ (339)

 

Basel II and I
  • Basel II: International Convergence of Capital Measurement and Capital Standards (128)
  • Sydney press release (27/10/1989)
  • Basel I: Convergence document (111)

 

Options and Discretions
  • Official Journal Version
  • Guide to O and D
  • Feedback document

 

CRR IV
  • IFRS 9 Transition
  • Quick Fix Covid
  • CRR IV
  • Proposed - technical - changes
  • CRR IV RTS Own Funds
  • CRR IV Disclosure Own Funds
  • CRR IV RTS Own Funds (neat)
  • CRR IV with Corr, underlined
  • CRR IV (2013/575) of 26/06/2013
  • Procedure File CRR IV
  • Eur Lex Page
  • Original Proposal of 20/07/2011

 

CRD IV
  • CRD IV
  • CRD IV (2013/36) of 26/06/2013
  • Procedure File CRD IV
  • Eur Lex Page
  • Original Proposal of 20/07/2011

 

EBA Q&A and Guidelines
  • Leverage Ratio Disclosure
  • EBA Q&A (CRD IV)
  • RTS on Own Funds for investment firms
  • RTS on Own Funds
  • RTS on Disclosures of Own Funds (CRD IV)
  • EBA Technical Standards on Capital (Near Final)
  • EBA Guidelines Hybrids
  • EBA Guidelines Article 57a

 

ESRB
  • ESBR Leverage ratio addendum
  • ESBR Handbook

 

SREP
  • ECB SREP Page
  • Pressie
  • SREP for SI
  • SREP for LSI
  • SREP 2015
  • EBA on MDA

 

EU SRM
  • SRM Regulation
  • SRM

 

EU SSM
  • SSM Regulation
  • Guide to Banking Supervision
  • SSM Framework
  • ECB sanction powers
  • Recommendation ECB to impose sanctions

 

EU Recovery and Resolution
  • BRRD
  • Single Resolution Mechanism, Procedure File
  • BRRD May 15, 2014, Pdf
  • BRRD May 6, 2014, Pdf
  • BRRD April 8, 2014, Pdf
  • Single Resolution Mechanism, Pdf 18/12/2013
  • Framework for recovery and resolution, Procedure file
  • Framework for recovery and resolution, Text of 18/12/2013
  • Text of 28 juni 2013
  • Update of 15 April 2013
  • Proposal of 6/6/2012
  • EBA's RR website

 

CRD II
  • CRD II Compiled
  • CRD II 2009/111
  • CRD II 2006/48
  • CRD II 2006/49

 

Other Directives
  • 7th Directive 83/349
  • 4th Directive 78/660
  • Bank Accounting Directive 86/635

 

Other Regulations
  • EU IFRS 9 Transition (2017/2395)
  • EU IFRS 9
  • EU IFRS 1606/2002

 

Financial Conglomerates and Insurance
  • RTS FiCo Capital
  • ESA's RTS FiCo Capital
  • Ficod 2002/87
  • Ficod 2002/87 Consolidated HTML
  • Insurance directive 1998/78
  • Solvency 2009/138

 

NZ Recovery and Resolution
  • A primer on Open Bank Resolution
  • Open Bank Resolution

 

Regulatory Bodies on Capital
  • BCBS Capital Compilation
  • BCBS on Basel III
  • EBA
  • APRA
  • OSFI
  • FDIC
  • 12 CFR 225 - Regulation Y
  • Supll. Leverage Ratio
  • Final rule on foreign BHC's
  • Final rule on Foreign BHC's, memo
  • FDIC BIII press release
  • U.S. BIII implementation
  • U.S. GSIB surcharge
  • FED Key Aspects Proposed Rule on Regulatory Capital Rules
  • RBNZ

 

Press
  • Slaughter and May
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