News & Analysis as of

Capital Requirements Regulation (CRR) Banking Sector Prudential Regulation Authority (PRA)

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UK PRA consults on restatement of CRR definitions in Rulebook

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The UK Prudential Regulation Authority (PRA) has published consultation paper CP19/25, proposing the transfer of definitions from Articles 4, 4A, 4B and 5 of the UK Capital Requirements Regulation (CRR) into the PRA Rulebook...more

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ECB publishes revised guide to internal models

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The European Central Bank (ECB) has published a revised version of its guide to internal models, reflecting updates under the Capital Requirements Regulation (CRR3) and the revised Basel framework. The update enhances...more

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ECB finalises revisions to guide on options and discretions under EU banking law

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The European Central Bank (ECB) has published an updated guide outlining its supervisory stance on the exercise of options and discretions provided for under the Capital Requirements Regulation (CRR) and the Capital...more

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EC consults on the treatment of equity exposures under legislative programmes

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The European Commission has published a targeted consultation, accompanied by a press release, on a draft communication regarding the prudential treatment of equity investments by banks under legislative programmes in Article...more

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EBA consults on amending RTS on own funds and eligible liabilities under CRR

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The European Banking Authority (EBA) has published a consultation paper proposing amendments to Commission Delegated Regulation (EU) No 241/2014 on the timing for the application for prior permission to reduce own funds and...more

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EBA consults on draft guidelines on ancillary service undertakings under the CRR

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The European Banking Authority (EBA) has published a consultation paper on its draft guidelines on ancillary services undertakings (ASUs) specifying the criteria for the identification of activities referred to in Article...more

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EBA consults on draft guidelines on application of definition of default and applying credit conversion factors under CRR

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The European Banking Authority (EBA) has published two consultation papers under the Capital Requirements Regulation (CRR), as amended by the revised Capital Requirements Regulation (CRR III). The first consultation paper...more

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UK PRA business plan 2025/26

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The Prudential Regulation Authority (PRA) has published its Business Plan 2025/26 which sets out the workplan for and regulatory initiatives to advance its strategic priorities. This year's business plan is said to reflect...more

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EC adopts proposal to amend CRR in relation to SFT stable funding factors

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The European Commission (EC) has adopted a proposal to amend Regulation (EU) No 575/2013 (CRR) in relation to the stable funding factors for securities financing transactions (SFTs) and unsecured transactions with a residual...more

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European Central Bank issues statement on framework for assessing capital buffers of other systemically important institutions

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The European Central Bank has published a statement on its framework for assessing capital buffers of other systemically important institutions. In the statement, the ECB announced that it will enhance the floor methodology...more

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Regulatory monitoring - December 2024

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1. Bank regulation - 1.1 PRUDENTIAL REGULATION - a) General - (i) International - FSB: Plenary December 2024 - Status: Final - The FSB has set out the outcomes of its Plenary that met on 3 and 4 December. Points of...more

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Bank of England Amends Approach to Stress Testing UK Banking System

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The Bank of England has updated its approach to stress testing the U.K. banking system. From 2025 onwards, the BoE will move from an annual to a biennial frequency for its main bank capital stress test...more

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Bank of England System-Wide Exploratory Scenario Exercise and 2024 Central Counterparty Supervisory Stress Test

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The Bank of England has published the final report on its system-wide exploratory scenario. The SWES was a 'system-wide' exercise, incorporating a wide range of financial firms and business models, focusing not on the...more

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Outcome of Basel Committee on Banking Supervision November 2024 Meeting

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The Basel Committee on Banking Supervision has set out the outcomes from its meeting on November 19-20, 2024. Key takeaways include: - implementation of Basel III—committee members unanimously reaffirmed their expectation...more

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HM Treasury Publishes Prudential Regulation of Credit Institutions (Meaning of CRR Rules and Recognised Exchange) (Amendment)...

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HM Treasury has published the Prudential Regulation of Credit Institutions (Meaning of CRR Rules and Recognised Exchange) (Amendment) Regulations 2024, together with an explanatory memorandum....more

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Delegated Regulation Amending CRR Postponing Application Date of Own Funds Requirement for Market Risk Published in the OJ

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Commission Delegated Regulation (EU) 2024/2795 amending the EU Capital Requirements Regulation with regard to the date of application of the own funds requirements for market risk has been published in the Official Journal of...more

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Regulatory monitoring: EU version Newsletter - October 2024

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1. Bank regulation - 1.1 PRUDENTIAL REGULATION - a) General - (i) EU - ESRB: Speech on old and new frontiers of the ESRB: Systemic risk, non-banks and data analysis - Status: Final - The ESRB has published a speech by...more

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European Banking Authority Consults on Draft Regulatory Technical Standards on Structural Foreign Exchange Positions under EU...

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The European Banking Authority launched a consultation on draft Regulatory Technical Standards on the treatment of structural foreign exchange positions under Article 104c of the EU Capital Requirements Regulation and on...more

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UK Financial Policy Committee Publishes Latest Summary and Record

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The Bank of England has published the record of the Financial Policy Committee meeting on September 19, 2024. Headline judgements and policy actions from the meeting: (i) risks to U.K. financial stability are broadly...more

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Draft UK Prudential Regulation of Credit Institutions (Meaning of CRR Rules and Recognised Exchange) (Amendment) Regulations 2024...

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The draft U.K. Prudential Regulation of Credit Institutions (Meaning of CRR Rules and Recognised Exchange) (Amendment) Regulations 2024 have been published, together with an explanatory memorandum. The purpose of the...more

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UK Prudential Regulation Authority Consults on Restatement of UK Capital Requirements Regulation Rulebook Requirements

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The U.K. Prudential Regulation Authority has published a consultation on its proposals to restate, and in some cases modify, the U.K. Capital Requirements Regulation requirements relating to the definition of own funds in its...more

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UK Prudential Regulation Authority Consults on Streamlining Pillar 2A Capital Framework and Capital Communications Process

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The U.K. Prudential Regulation Authority has published a consultation on streamlining the Pillar 2A capital framework and capital communications process. In addition to PRA-regulated banks, building societies, designated...more

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UK Prudential Regulation Authority Publishes Second Near-Final Policy Statement on Implementation of the Basel 3.1 Standards

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The U.K. Prudential Regulation Authority has published its second near-final Policy Statement on the implementation of the Basel 3.1 standards. The PRA has decided to move the implementation date by a further six months to...more

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European Commission report on the future of European competitiveness

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The European Commission has published a report on the future of European competitiveness, prepared by Mario Draghi, former President of the European Central Bank. The report aims to set out a new industrial strategy for...more

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UK Prudential Regulation Authority Thematic Findings of Internal Audit Review of the Credit Risk Management Framework

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The U.K. Prudential Regulation Authority has sent a letter to lenders' chief risk officers to share the thematic findings from an internal audit review of non-systemic U.K. deposit takers' credit risk management framework....more

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