EBA

Analytical framework for bank management to identify and eliminate weaknesses. In specific cases, it even uncovered earnings potential.

Interest Rate Risk Study 2020: Current implementation status of IRRBB requirements and challenges.

Focus: Modeling of risk parameters – new importance for downturn parameters in IRBA model development.

A core component of a holistic liquidity risk management approach

Revised IRR principles raise Pillar 2 and disclosure requirements for IRRBB.

Is your organization stress test ready?

Leverage ratio Delegated Regulation—next step on the way to introducing a leverage ratio.

Quantification and management of model risks against the backdrop of current regulatory requirements – Challenges of dealing with model risks

Increased relevance due to SREP

Capital ratios will stay under pressure.