De Nederlandsche Bank
Large EU prop traders dump once-loved capital method
Industry lobbied for requirement based on margin haircuts, but it has provided little relief
FSB: third of climate stress tests not tackling physical risk
Six jurisdictions conducted exercises only for transition risk
A crypto CCP is still a CCP
For crypto infrastructure rules, regulators need speed before perfection, says former BoE adviser
Looming slowdown casts doubt on countercyclical capital
Confusion over use of buffers makes bankers wonder if concept will ever be successful
Rabobank sees 5–10% RWA inflation from Basel III
Dutch mortgage floor and other model curbs set to accelerate reforms’ impact
RWA increase puts ABN’s core ratio closer to Basel III estimate
Higher RWAs shrink gap between actual and pro forma ratios
Basel turns attention to non-climate-related environment risks
Experts warn of over-complicated framework if nature-related risks are added prematurely
ABN Amro shed €4.5bn non-core RWAs in Q2
Bank seeks to prepare books for Basel IV
ING takes €5.2bn RWA hit from SA-CCR and last of Trim
Regulatory inflation negates RWA decrease from better loan-book quality
ABN Amro’s market risk charge grew 54% over Q1
Dutch bank hit with higher VAR and SVAR multipliers
Portfolio shifts aided credit RWA reductions at Dutch banks in 2020
At ING, 0% risk-weighted sovereign exposures kept a lid on RWA inflation
ING’s op risk charge jumped €228m in Q3
Op RWAs had been falling since Q3 2019
EBA steps up bonus cap pressure on Dutch prop traders
Dutch regulator told to “pay attention” to pay rules EC plans to scrap for non-banks
The growing pull of public cloud for banks and regulators
Adoption by the FCA for Mifid II data reporting indicates public cloud satisfies regulatory, security and reliability requirements
Liquidity stress test regime needs attention, say central bankers
DNB experts recommend improved market-wide and bank-specific liquidity stress tests
Firms must work together against CCP cyber threat – Voormeulen
Collaboration and information sharing are vital, says co-chair of CPMI-Iosco working group
Dutch slide shows peril of lower solvency ratios
Insurers see stock prices dip after restating expectations
‘Fixed is fixed’ – DNB stands firm on matching adjustment
Dutch regulator unmoved on mortgages and group pensions
PRA letter on equity release leaves insurers puzzled
Internal structures allowed, but firms pushed towards internal models
DNB takes firm line on matching adjustment repacks
Structuring of assets must remove residual prepayment risk
Asset reallocation predicted as Dutch life companies move to Solvency 1.5
Firms expected to reduce exposure to equities and buy protection in response to transitional solvency regime.