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Regulatory Requirements Capital Requirements European Union

A&O Shearman

CRD VI—European Banking Authority report on direct provision of services from third country institutions

A&O Shearman on

This note discusses the European Banking Authority’s (EBA’s) report, published on July 23, 2025, which addresses whether and when EU non-bank entities should be allowed to deal with locally unregulated non-EU banks. In some...more

A&O Shearman

EBA’s draft regulatory technical standards elaborate on requirements for EU branches of non-EU banks under CRD VI

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Directive 2024/1619 (CRD VI) will (among other things) establish a new and more prescriptive EU regulatory regime for EU branches of non-EU banks. New harmonised licencing, authorisation, capital, liquidity, booking, and...more

Hogan Lovells

CRD6 – EBA rejects extension of exemptions for third country banks

Hogan Lovells on

The European Banking Authority (EBA) has published a Report on the direct provision of banking services from third countries under the new Capital Requirements Directive (CRD6). Its conclusions are that proposed exemption...more

A&O Shearman

EBA consults on draft RTS and guidelines for third country branches under CRD IV

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The European Banking Authority (EBA) has published three consultation papers under Directive 2013/36 (CRD IV), as amended by Directive 2024/169 (CRD VI), relating to the regulatory requirements for third country branches...more

A&O Shearman

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

McDermott Will & Emery

Proposals For Relaxation of EU Securitization Framework

McDermott Will & Emery on

Vlad Maly and Michal Chajdukowski present the key takeaways from a package of amendments to the existing EU securitization framework, published by the European Commission on June 17, 2025. The proposals aim at...more

A&O Shearman

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

A&O Shearman

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

A&O Shearman

SRB publishes updated guidance on solvent wind-down of trading books

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The Single Resolution Board (SRB) has published updated operational guidance, accompanied by a press release, on the solvent wind-down (SWD) of trading books. The guidance is intended to outline the scope and key expectations...more

A&O Shearman

EBA final guidelines on ADC exposures to residential property under CRR

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The European Banking Authority (EBA) has issued its final guidelines, accompanied by a press release, on the treatment of acquisition, development and construction (ADC) exposures to residential property under Article 126a of...more

A&O Shearman

EC adopts Delegated Regulation on RTS for identification of main risk driver of a position under CRR

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The European Commission (EC) has adopted a Delegated Regulation supplementing the Capital Requirements Regulation (CRR) with regard to regulatory technical standards (RTS) specifying methods for identifying the main risk...more

A&O Shearman

EBA issues opinion on Norway's measure of risk weight floor increase

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The European Banking Authority (EBA) has issued an opinion (dated 12 May) in response to a notification from the Norwegian Ministry of Finance, regarding its intention to recalibrate the risk weight floor for Norwegian retail...more

Skadden, Arps, Slate, Meagher & Flom LLP

The Standard Formula: Encyclopaedia of Prudential Solvency – Chapter 3: Prudential Insurance Regulation in Japan

This chapter discusses prudential insurance regulation in Japan. Japan is the fourth-largest insurance market in the world, with a broad customer base and a varied range of offerings. This profile, coupled with ongoing...more

Mayer Brown Free Writings + Perspectives

Refresher: EU Capital Requirements Directive 6 (“CRD6”) – What Cross-Border Financial Institutions Need to Know

Many US and other non-EU financial institutions which lend or undertake trade finance business on a cross border basis into Europe do so in reliance upon exemptions under local law.  These exemptions typically permit these...more

A&O Shearman

EBA 2024 reports: Market and credit risk benchmarking exercises

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The European Banking Authority (EBA) has published its 2024 Reports on the annual market and credit risk benchmarking exercises. Both reports are mandated by Article 78 of the Capital Requirements Directive to assist...more

A&O Shearman

Bank of England 2025 bank capital stress test launched

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The Bank of England (BoE) has launched the 2025 bank capital stress test for the seven largest and most systemic UK banks and building societies. The exercise is the successor to the Annual Cyclical Scenario. The test...more

Skadden, Arps, Slate, Meagher & Flom LLP

The Standard Formula: Encyclopaedia of Prudential Solvency – Chapter 1: The IAIS and the ICS

Established in 1994, the International Association of Insurance Supervisors (IAIS) is a voluntary membership organisation comprising insurance regulatory authorities, central banks, ministries of finance, and other...more

A&O Shearman

European Central Bank clarifications on ICAAP and ILAAP requirements

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The European Central Bank (ECB) has published a report clarifying the internal capital adequacy assessment process (ICAAP) and the internal liquidity adequacy assessment process (ILAAP), as well as the respective package...more

White & Case LLP

CRR III – Prudential treatment of crypto exposures

White & Case LLP on

Background – CRR III introduces a new transitional framework for the prudential treatment of exposures in crypto-assets. The new framework is applicable to credit institutions as of 9 July 2024 and includes own funds...more

A&O Shearman

International bodies report on streamlining variation margin processes and initial margin responsiveness of margin models in...

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The Basel Committee on Banking Standards and International Organization of Securities Commissions published a final report on streamlining variation margin processes and initial margin responsiveness of margin models in...more

Latham & Watkins LLP

European Banking Authority Launches Consultation on Guidelines on ESG Scenario Analysis

Latham & Watkins LLP on

The draft guidelines outline expectations for institutions to adopt forward-looking strategies and incorporate scenario analysis into their management framework to assess resilience against the negative impacts of ESG...more

A&O Shearman

European Banking Authority consults on draft technical standards on the prudential treatment of crypto-assets exposures

A&O Shearman on

The European Banking Authority has published a consultation paper on its draft Regulatory Technical Standards on the calculation and aggregation of crypto-exposure values under the Capital Requirements Regulation 3...more

Skadden, Arps, Slate, Meagher & Flom LLP

The Standard Formula: A Guide to Solvency II – Chapter 10: Governance Requirements

Solvency II is organised around three core pillars of prudential regulation, which ensure the safety and soundness of (re)insurers, in line with the scale, nature and complexity of their business: - Pillar One focuses on...more

Skadden, Arps, Slate, Meagher & Flom LLP

The Standard Formula: A Guide to Solvency II – Chapter 9: Internal Models

There are two main methods of calculating the solvency capital requirement (SCR) under Solvency II, the “standard formula” and “internal model” methods: (a) The standard formula method, as its name suggests, is the default...more

Skadden, Arps, Slate, Meagher & Flom LLP

The Standard Formula: A Guide to Solvency II – Chapter 8: Capital Requirements

The Solvency Capital Requirement (SCR) is designed to protect policyholders by helping ensure that insurers can survive difficult periods and pay claims as they fall due. It prescribes a specific level of capital that an...more

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