First in the series of blog posts that are to shed more light on the multitude of different changes in the Solvency 2 framework that are to arise from the solvency 2020 review. On the basis of EIOPAs…
The ECB has published the “Guide on climate-related and environmental risks” in November 2020 to encourage banks to facilitate investments in a more sustainable economy. This guide outlines the ECB’s…
This article introduces the reader to the taxonomy regulation. The taxonomy regulation is intended to identify the investments, that are contributing towards the EU climate goals as expressed in the…
This article discusses the “Value at Risk (VaR)” metric and its use in the face of recent regulatory developments. The VaR is one of the industry’s most widely used metrics for risk management,…
This article introduces the reader to the regulatory background behind SFTR and outlines the challenges the new standards pose to market participants. The regulation was adopted to provide a more…
Was the ability of banks to navigate through COVID 19 crisis substantially bolstered by the Basel reforms?
The article draws on a series of studies conducted by BCBS. The studies mostly…
The article walks the reader through the different modules of
the 2022 ECB Climate Stress Test. While we still find ourselves
at the dawn of introducing climate risk into the existing…
Effective January 1st, 2019, the EU securitisation market has undergone a substantial overhaul in terms of the overall regulatory framework that governs the securitisation activities of the different…
On January 24th 2022, the EBA published its final draft implementing technical standards on Pillar 3 disclosures for Environmental, Social and Governance (ESG) risks. This article aims to summarise,…
With the SA-CCR differing substantially from the prior non-internal methods, there is significant work to be done by institutions to comply with the new regulatory requirements while minimizing the…
