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Macroprudential

Macroprudential latest publications

November 19, 2018

Global | 2018 G-SIBs list: the three key changes

The Financial Stability Board (FSB) has released its 2018 list for the Global Systemically Important Banks (G-SIBs). The total number of G-SIBs decreases to 29 (from 30). The three key changes versus the prior list are: i) one bank in (BPCE); ii) two outs (Nordea and RBS) and iii) two banks shift to a lower bucket (Bank of …

November 21, 2017

Global | 2017 G-SIBs List

There are three main changes versus the previous list: RBC enters in the 1% bucket and Groupe BPCE exits the list. Bank of China and China Construction Bank rise from the 1% to the 1.5 % bucket. Citigroup falls from the 2.5% to the 2% bucket; BNP Paribas from the 2% to the 1.5% and Credit Suisse from the 1.5% to the 1%.

September 4, 2015

Financial Regulation Outlook. September 2015

This month we focus on: FSB second annual report, Turkey's regulatory framework, macroprudential policy in the banking sector, business model analysis and governance, MREL and TLAC and payment systems.

July 23, 2015

The leverage ratio as a macroprudential tool

On 25 June, the European Systemic Risk Board (ESRB) released a new chapter on addendum on macroprudential leverage ratios (LRs) to its 2014 Handbook on Operationalising Macroprudential Policy in the Banking Sector. It analyses the utility of embedding the LR to the macroprudential tool kit, especially as an effective comple…

May 29, 2015

Financial Regulation Outlook. May 2015

This month we focus on: Basel updates progress in Basel III implementation, Europe's Bank Structural Reform, endorsing macroprudential policies, Capital Markets Union, the first six months of European banking supervision, the new resolution tools and liquidity provision and a Digital Single Market strategy for Europe.

July 25, 2014

The ephemerality of BCB's hawkish moments

By explicitly ruling out a cut in the SELIC rate for now, the monetary policy minutes released yesterday by the BCB sounded surprisingly hawkish. As surprising -although certainly not as hawkish- as yesterday's news, the monetary authority announced today that it will adjust reserve requirements to inject around USD13bn (0.…

July 16, 2014

Regulation Outlook

This month we focus on the BIS annual report, banking union and contributions to new institutions, kick off Single Resolution Board, the European framework for Global Systemically Important Banks, the treatment of covered bonds, macroprudential policies in UK and solvency in Spain.

June 18, 2014

Regulation Outlook

This month we focus on securitization, contributions to BRRD & SRM, SSM supervicory fees, macroprudential, the EC review of EU regulation and transparency of core capital.