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Capital Issues

The ambitious attempt to clarify the World of Regulatory Bank Capital

Category: Stress tests

The ECB 2014 AQ data in one Excel file – with pivots and LEI codes

Same for the ECB data, the source data looks fancy, but here is one file with pivots and matching LEI-codes, so you can match with the EBA data.

October 27, 2014 @cetier1

EBA’s stress tests specs are out!

The European Banking Authority (EBA) published today the final templates for the 2014 EU-wide stress test. Click here for the template. Click here for the 2014 Stress Test page of the EBA.  

August 21, 2014 @cetier1

BOE, the Leverage Ratio, and Capital.

This week, the Bank of England offered two highly readable publications, each for a different reason. The Financial Policy Committee launched a consultation on the design of a leverage ratio framework for the UK. This is a very insightful release, even though the consultation period is a tad short: The FPC consultation will close on 14… Read More BOE, the Leverage Ratio, and Capital.

July 14, 2014 @cetier1

And BOE follows with details of UK stress test

Shortly after EBA, the  BOE published its own stress test definition. From the announcement: “A key threshold for the UK variant test will be set at 4.5% of Risk Weighted Assets (RWAs), to be met with Common Equity Tier 1 (CET1) capital in the stress – using a CRD IV end-point definition of CET1 in line… Read More And BOE follows with details of UK stress test

April 29, 2014 @cetier1

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NZ Recovery and Resolution
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