Macroprudential supervision
Denmark, Slovakia hike countercyclical buffers
Eight countries have increased their CCyB year-to-date
Gaps emerge in US plan to regulate non-bank systemic risk
Former regulators say FSOC may struggle to measure systemic risk in repo, loan markets
Fixing the roof while the sun – wait, is that rain?
The Fed is split on whether to apply a countercyclical buffer. But so is everyone else
CCP margin buffers too big, research suggests
Procyclicality calculations should depend on expected spikes in volatility, argue Ice risk experts
Czech National Bank raises countercyclical buffer to 2%
Increase takes effect from July 2020
Fire sales turn a crash into a crisis, simulation shows
‘More realistic’ core-periphery model leads to wipeout of network if several nodal banks default
Germany plans countercyclical buffer hike
Iceland, Bulgaria and France have also increased add-ons year-to-date
Luxembourg is latest EU state to hike countercyclical buffer
In total, EU states hiked CCyB rates 13 times last year, up from six in 2017
EU countries accelerate countercyclical buffer increases
Eleven EU members currently apply CCyBs, with Bulgaria the most recent country to join the club
RBS, Nordea escape G-Sib cuffs, BPCE joins the club
The once-largest bank in the world is no longer considered a systemic threat
Four in 10 big banks fail Fed’s supervisory expectations
42.5% of largest banks branded less-than-satisfactory by RFI ratings
A three-state early warning system for the European Union
In this paper, the authors develop an early warning system for forecasting a financial crisis of the magnitude of the 2007–8 crisis for the European Union (the EU14).
Denmark, Sweden hike countercyclical buffers
Swedish banks now subject to highest add-ons among European Union lenders
Crédit Agricole and Groupe BPCE hardest hit by countercyclical buffer
Minimum capital requirement will rise around 20 basis points at BPCE; 16 at Crédit Agricole
French countercyclical buffer lowest in EU
0.25% surcharge the lowest of nine CCyBs across member states
Citi CRO: stress tests now vital part of bank strategy
Bank has leveraged CCAR to build culture of constant internal stress testing, says Brad Hu
BoE: UK banks falling short on stress-test model risk
Recent guidance on stress-test models could be expanded, says BoE exec
Regulatory big data – The costs and challenges of better supervision
Webinar: Moody's Analytics
Crisis alert: new model aims to give early warning of downturn
Academics say tool could offer policymakers up to three years’ notice of impending crash
New light cast on shadow bank risk
PLS-SEM model could test assumptions on shadow banks’ risk role
CRO says NY Fed faces same op risks as commercial banks
“The predominant risks the bank faces have shifted since the end of the financial crisis,” says Rosenberg
ECB flags threat of ‘abrupt reversal’ in risk premia
Latest review identifies two ‘medium-level systemic risks’ to eurozone
Stress tests need macro-prudential focus, say central bankers
Tests should link banks and real economy, say ECB's Constancio and BoE's Brazier
ECB’s Mersch says macro-prudential policy is not a panacea
Executive board member says there is much to learn about how macro-prudential tools work