EBA publishes leverage ratio disclosure templates

The European Banking Authority published its final draft Implementing Technical Standards (ITS) on disclosure for the leverage ratio. These draft ITS include all the items that are relevant for leverage ratio disclosure under EU bank rules, in line with the Basel disclosure framework. The disclosure framework offers four templates: a template reconciling the figures of the… Read More EBA publishes leverage ratio disclosure templates

Bank of America, nothing complex, it’s noblesse oblige!

What surprised me this week about the capital calculation cock-up of Bank of America Meryll Linch were the reactions of the press. The financial press responded to this gaffe by highlighting the difficulties of calculating capital. Reuters, for example wrote: “The announcement illustrates how difficult it is to determine appropriate capital levels for the biggest banks.” Capital… Read More Bank of America, nothing complex, it’s noblesse oblige!

Jay! EBA publishes the 2014 EU-banks stress test methodology

The European Banking Authority (EBA) released today its methodology and macroeconomic scenarios for the 2014 EU-wide stress test. While the extensive process of banks’ balance sheet repair is already underway, the test, designed to assess banks’ resilience to hypothetical external shocks, will identify remaining vulnerabilities in the EU banking sector and will provide a high… Read More Jay! EBA publishes the 2014 EU-banks stress test methodology

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… Read More EBA reports on impact of possible leverage ratio definitions

EC Public Hearing on the leverage ratio, March 10

For those interested in bank leverage, the European Commission announced a Public Hearing on liquidity coverage requirement and the leverage ratio. The EC “will be hosting a public hearing on 10th March 2014 on the delegated acts on liquidity coverage requirement and leverage ratio under Regulation (EU) No 575/2013 (the CRR). The hearing will be open to representatives… Read More EC Public Hearing on the leverage ratio, March 10

Federal Reserve Board approves final rule for foreign banks & large U.S. banks

From the FED’s web-site: “The Federal Reserve Board on Tuesday approved a final rule strengthening supervision and regulation of large U.S. bank holding companies and foreign banking organizations. The final rule establishes a number of enhanced prudential standards for large U.S. bank holding companies and foreign banking organizations to help increase the resiliency of their… Read More Federal Reserve Board approves final rule for foreign banks & large U.S. banks