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0:15
ECB European Central Bank Source document ↗
European Union European Central Bank Prudential & Capital ✓ 24 claims 20 Oct 2026

ECB's Elderson backs higher proportionality threshold to lighten supervision for 150 banks

In an interview with Die Presse, ECB Executive Board member and Supervisory Board Vice-Chair Frank Elderson sets out where supervision can be simplified and where it cannot. He names fragmentation, not regulation, as Europe's main competitiveness problem, defends the Basel framework, and flags fresh scrutiny of AI-driven cyber risk and bank links to private credit.

  • Elderson supports raising the small and non-complex bank threshold from €5 billion to €10 billion in total assets, bringing roughly 150 more banks into the simplified regime.
  • Small and non-complex banks currently report up to 30% of the data large banks must submit, and Elderson says core prudential standards should not change.
  • Banks were asked in July to reassess cybersecurity and review IT budgets and staffing, and must submit action plans on AI-related cyber risks by the end of October.
  • Elderson names fragmentation, not regulation, as the biggest obstacle to European competitiveness and calls for completing the banking union, including a European deposit insurance scheme.
  • He warns that loosening Pillar 1 requirements could simply shift the burden from regulation to supervision rather than removing risk.
Source document
0:15
BIS BIS Press Releases Source document ↗
Global BIS Press Releases Prudential & Capital ✓ 17 claims 20 Oct 2026

BIS paper estimates Iran conflict could add 1.5-2 points to inflation through 2027

A BIS working paper by Ricardo Reis assesses how the Iran conflict's disruption to oil, gas and fertiliser supplies could move inflation in the euro area, UK and US. It models four transmission channels and offers central banks an early read on whether to tolerate the shock or tighten policy against it.

  • The paper estimates the Iran conflict could raise inflation by about 1.5-2 percentage points in total during 2026 and 2027.
  • A further 0.3-0.4 percentage points could come from higher inflation expectations feeding into spending and wages.
  • Financial market data as of May 2026 show long-term inflation expectations remain broadly stable, indicating the inflation target's credibility has not eroded.
  • The evidence on how fiscal policy responses to the shock will affect inflation is described as unclear.
  • The paper concludes the inflation effect will be significant and may last into 2027 but smaller and shorter-lived than the 2021-24 inflation surge.
Source document
0:15
BIS BIS Press Releases Source document ↗
European Union BIS Press Releases Prudential & Capital ✓ 18 claims 20 Oct 2026

ECB to downgrade lowest-severity supervisory findings to mere observations

ECB Vice-Chair Frank Elderson outlines how banking supervision is tiering its follow-up on supervisory findings by severity, reducing documentation burdens for low-risk issues while sharpening escalation for high-severity weaknesses. The speech explains a refocusing exercise launched in mid-October that will reassess the accumulated stock of findings and measures across significant banks.

  • By the end of 2025 the stock of outstanding measures across significant banks had risen to around 12,000, averaging about 100 per bank.
  • In 2025 the ECB closed 1,200 more supervisory measures than it created, and the stock fell by a further 600 in 2026.
  • From mid-October 2026 a refocusing exercise will review the accumulated stock of findings and tailor engagement to severity, prudential relevance, remediation status and time elapsed.
  • The least severe findings, categorised F1, will in future be communicated as supervisory observations rather than generating formal measures.
  • Mandatory verification of remediation by internal audit or internal validation will be removed for low-severity (F1 or F2) findings related to internal models.
Source document
0:15
OCC OCC Bulletins Source document ↗
United States OCC Bulletins Prudential & Capital ✓ 17 claims 20 Oct 2026

US bank regulators lift 18-month exam-cycle threshold to $6 billion under ROAD to Housing Act

The OCC, Federal Reserve and FDIC have jointly amended the rules governing eligibility for the extended 18-month on-site examination cycle. The change roughly doubles the asset threshold, moving a larger band of well-rated community banks onto a lighter examination schedule. This segment covers who now qualifies, the conditions attached, and the supervisory discretion the agencies have kept.

  • Qualifying 1- and 2-rated banks with less than $6 billion in total assets are now eligible for an 18-month, rather than 12-month, examination cycle.
  • The prior threshold limited the 18-month cycle to qualifying banks with less than $3 billion in total assets.
  • To qualify, a bank must be well capitalized, not subject to a formal enforcement proceeding or order, and not have experienced a change of control in the preceding 12-month period.
  • National banks and federal savings associations must have a management rating of 1 or 2 to qualify.
  • The OCC retains authority to maintain a 12-month schedule or adopt a more frequent one if it deems it necessary.
Source document
0:15
BIS Bank for International Settlements Source document ↗
Global Bank for International Settlements Prudential & Capital ✓ 25 claims 20 Oct 2026

Basel Committee consults on writing EBU parallel-score treatment into G-SIB framework

The Basel Committee wants to formalise the existing supervisory-judgment treatment of intra-European Banking Union exposures in the global systemically important bank methodology. The consultation does not change how EBU-headquartered banks are scored today; it hard-codes the 2022 agreement into SCO40 and the reporting instructions. For euro-area G-SIBs and their competitors, the stakes sit in what becomes permanent and what remains discretionary.

  • The parallel scores for EBU-headquartered G-SIBs would recognise 66% of the score reduction that would result from treating intra-EBU exposures as domestic exposures under the cross-jurisdictional activity indicator.
  • Any downward adjustment of an EBU-headquartered G-SIB is limited to a single bucket, and the parallel scores do not affect G-SIB classification or the scores and buckets of non-EBU banks.
  • Because the proposals formalise existing treatment, the revisions would apply with immediate effect once finalised; comments are due by 14 January 2027.
  • Banks with a leverage ratio exposure measure exceeding EUR 350 billion in the previous year-end must submit the full assessment data and publicly disclose the 13 indicators.
  • The assessment methodology applies from 2027 based on end-2026 data, with the corresponding higher loss absorbency requirement applying from 1 January 2029.
Source document
0:15
FED Federal Reserve Source document ↗
United States Federal Reserve Prudential & Capital ✓ 21 claims 20 Oct 2026

Fed finalizes stress-test transparency rules, will average results to cut capital volatility

The Federal Reserve has finalized two rules reshaping how its supervisory stress test feeds into bank capital requirements, adding annual public comment on scenarios and models and introducing two-year averaging of the stress capital buffer. A third proposal on noninterest-income modeling is out for comment. The Board estimates the package cuts year-over-year volatility in capital requirements by roughly 50 percent.

  • The first final rule requires the Board to invite public input annually on stress test scenarios and any material model changes, and adopts the models to be used for the 2027 stress test.
  • Banks with large trading books will be tested against two global market shock components each year, with the Board using the shock that produces the largest losses for each firm.
  • The second final rule averages the two most recent annual supervisory stress test results when calculating stress capital buffer requirements, with averaging beginning in 2028.
  • A separate proposal would revise the noninterest income model to better capture business model diversity; comments are due 60 days after Federal Register publication.
  • The Board estimates the changes will reduce year-over-year volatility in capital requirements by approximately 50 percent and not materially affect aggregate capital requirements.
Source document
0:15
FSB Financial Stability Board Source document ↗
Global Financial Stability Board Prudential & Capital ✓ 20 claims 19 Oct 2026

FSB finds half of jurisdictions still have gaps in public-sector backstop funding

The Financial Stability Board has assessed how far its member jurisdictions have gone in building public sector backstop funding mechanisms for banks in resolution. The review, launched after the 2023 bank failures, finds material gaps in roughly half of jurisdictions fifteen years after the original recommendations, and sets out six recommendations for action before, not during, a crisis.

  • The review finds further work is needed in a majority of jurisdictions, with approximately half still carrying material gaps fifteen years after the original recommendations.
  • The report sets out six recommendations for jurisdictions to achieve full and consistent implementation of the FSB Recommendations on PBF mechanisms.
  • The FSB is asked to support implementation by sharing good practices and closely monitoring progress on Key Attribute 6 and its Guiding Principles.
  • The review examines implementation of Key Attribute 6 and the Guiding Principles on temporary funding to support the orderly resolution of a G-SIB, not the full range of resolution tools.
Source document
0:15
HMRC HM Revenue & Customs Source document ↗
United Kingdom HM Revenue & Customs Prudential & Capital ✓ 15 claims 19 Oct 2026

HMRC's latest ROPS list adds 25 schemes, removes 17, as EEA parity rule beds in

HMRC maintains a notification list of overseas pension schemes that have told it they meet the recognised overseas pension scheme (ROPS) conditions. The latest refresh added 25 schemes, removed 17 and amended one. For advisers handling overseas transfers, the operative detail is not the names but the disclaimer: presence on the list is a self-certification, not an HMRC warranty against UK tax.

  • The 15 October 2026 update added 25 schemes, removed 17 and amended one on the ROPS notification list.
  • HMRC updates the list on the 1st and 15th of each month, deferring to the next working day where that falls on a weekend or UK public holiday.
  • HMRC states it cannot guarantee entries are ROPS or that transfers will be free of UK tax, and will usually pursue UK tax charges and interest, plus penalties in appropriate cases, even where a scheme appears on the list.
  • From 6 April 2025, Overseas Pension Schemes and ROPS established in the EEA must meet the same conditions as schemes in the rest of the world.
  • HMRC may remove schemes at short notice while reviews are carried out, for example where fraudulent activity is suspected.
Source document
0:15
ACPR ACPR Source document ↗
European Union ACPR Prudential & Capital ✓ 19 claims 19 Oct 2026

Bundesbank and ACPR leaders warn against deregulating EU banks for competitiveness

A joint op-ed from the incoming head of France's ACPR and a Bundesbank board member pushes back on the idea that loosening bank rules would make Europe more competitive. It is a short, pointed intervention into the EU's competitiveness debate, reframing prudential resilience as a precondition for financing climate, digital and defence priorities rather than an obstacle to it.

  • Denis Beau and Michael Theurer argue in La Tribune on 10 September 2026 that deregulating EU banks to boost competitiveness would be a mistake.
  • The authors frame the EU's competitive position as an issue of sovereignty, not only economic growth.
  • They note the combined capitalisation of US bond and equity markets far surpasses the EU's, and that the US venture capital market is six times bigger.
  • They call for mobilising European savings toward climate transition, digitalisation and defence, and for advancing the Savings and Investments Union.
  • They argue resilience built by post-2008 reforms is instrumental to banks' capacity to finance Europe's strategic ambitions.
Source document
0:15
HKMA HKMA — Hong Kong Monetary Authority Source document ↗
HKMA — Hong Kong Monetary Authority Prudential & Capital ✓ 9 claims 19 Oct 2026

HKMA issues Code of Practice for designated retail payment system infrastructure operators

The HKMA has issued a Code of Practice under Hong Kong's Protection of Critical Infrastructures (Computer Systems) Ordinance for retail payment system infrastructure operators that it designates as critical infrastructure operators. This short segment covers what the Code binds, the statutory obligations it addresses, and the effective date operators need to work back from.

  • The Code is issued under section 8(1) of the Protection of Critical Infrastructures (Computer Systems) Ordinance (Chapter 653).
  • It applies to Retail Payment System Infrastructure Operators designated by the Monetary Authority as Critical Infrastructure Operators under section 12 of the Ordinance.
  • The Code provides practical guidance on compliance with category 1 and category 2 obligations under the Ordinance.
  • Under section 8(3), the Code takes effect on 15 October 2026.
Source document
0:15
BNM Bank Negara Malaysia Source document ↗
Bank Negara Malaysia Prudential & Capital ✓ 18 claims 19 Oct 2026

Bank Negara sets 4-hour downtime cap for critical banking systems in revised RMiT

Bank Negara Malaysia has reissued its Risk Management in Technology policy document, consolidating and superseding the 2023 RMiT and five other instruments. It sets hard availability metrics for critical systems, phased resilience deadlines through 2027, and governance obligations covering the board, a designated technology committee and a CISO. The scope reaches well beyond banks into insurers, takaful operators, e-money issuers, payment system operators and remittance institutions.

  • Critical systems must keep cumulative unplanned customer-facing downtime to no more than 4 hours on a rolling 12-month basis and no more than 120 minutes per incident.
  • Firms must implement early-warning mechanisms and establish stand-in processing arrangements by 30 September 2027, and escalate to senior management when disruptions affect 5% or more of expected daily customers or transaction volumes.
  • Service-availability track records must be disclosed quarterly within 15 calendar days of quarter-end, beginning 15 October 2027.
  • The board must designate a technology committee with at least one member holding technology experience, and the firm must designate a CISO independent of day-to-day technology operations.
  • The document supersedes the 1 June 2023 RMiT and five other instruments, and network device logs must be retained for at least three years.
Source document
0:15
HKMA HKMA — Hong Kong Monetary Authority Source document ↗
HKMA — Hong Kong Monetary Authority Prudential & Capital ✓ 23 claims 19 Oct 2026

HKMA sets statutory cyber code for designated payment system infrastructure operators

The Hong Kong Monetary Authority has published a sectoral Code of Practice under the Protection of Critical Infrastructures (Computer Systems) Ordinance for retail payment system infrastructure operators designated as critical infrastructure operators. It sets baseline requirements for protecting critical computer systems, from designation and governance through to risk assessment, penetration testing and logging. This segment covers what the Code binds, how it is enforced, and where it leans on existing frameworks.

  • The Code binds Retail Payment System Infrastructure operators designated by the Monetary Authority as Critical Infrastructure operators.
  • Breach of the Code is not itself an offence, but failure to comply with MA written directions, assessed against the Code, is an offence.
  • Security management plans must be endorsed by the Board, a delegated sub-committee or senior management, and reviewed at least once every two years.
  • System logs must be retained for a minimum of 6 months, secured so they cannot be deleted or altered, and user access rights reviewed at least annually.
  • Risk assessments must include a vulnerability assessment and a penetration test conducted by qualified professionals.
Source document
0:15
FED Federal Reserve Source document ↗
United States Federal Reserve Prudential & Capital ✓ 13 claims 18 Oct 2026

Fed clears Isabella Bank Corporation to acquire Grand River Commerce in Michigan

The Federal Reserve Board approved Isabella Bank Corporation's application to acquire Grand River Commerce and its subsidiary Grand River Bank, both of Grandville, Michigan. The approval also covers the merger of the two banks and the operation of Grand River's branches. For anyone tracking community-bank consolidation in the Midwest, this is the clean grant and the issued order that follow it.

  • The Federal Reserve Board approved Isabella Bank Corporation's acquisition of Grand River Commerce, Inc., announced October 5, 2026.
  • The approval lets Isabella Bank Corporation indirectly acquire Grand River Bank of Grandville, Michigan.
  • The Board also approved Isabella Bank's merger with Grand River Bank and the operation of branches at Grand River Bank's locations.
  • The approval is accompanied by an order published as a PDF and recorded in the Board's votes.
Source document
0:15
BIS BIS Press Releases Source document ↗
Global BIS Press Releases Prudential & Capital ✓ 12 claims 18 Oct 2026

Basel Committee finalises G-SIB window-dressing fix, moves scoring to annual averages by 2030

The Basel Committee has closed off a long-standing tactic in which banks shrink their reported systemic footprint around G-SIB reference dates. Final amendments switch indicator calculation to annual averages, the threshold for who must report rises, and a parallel consultation reopens the question of how European Banking Union cross-border exposures are treated. Anyone running G-SIB reporting should read the implementation dates closely.

  • Banks must calculate all stock G-SIB indicators on an average of values over the reporting year rather than year-end values, implemented by 1 January 2030.
  • The G-SIB reporting and disclosure threshold rises from EUR 200 billion to EUR 350 billion in leverage ratio exposure measure, effective from 2027.
  • The Committee is consulting on whether to incorporate the treatment of cross-border exposures within the European Banking Union into the G-SIB methodology.
  • Comments on the consultation must be submitted by 14 January 2027.
Source document
0:15
ECB European Central Bank Source document ↗
European Union European Central Bank Prudential & Capital ✓ 15 claims 17 Oct 2026

Lagarde tells IMF rate hikes of 25bp in June and September were measured, not looking through shock

Christine Lagarde's statement to the IMF's steering committee lays out the ECB's view of growth, inflation and financial stability risks, alongside concrete updates on monetary policy, the EUREP repo facility, and digital euro/tokenisation projects. Useful for compliance and treasury teams tracking policy direction and infrastructure timelines.

  • The Governing Council raised key ECB interest rates by 25 basis points in September, following an identical increase in June.
  • September headline inflation rose to 3.8% and core inflation to 2.5%, with headline inflation expected to return to around target towards the end of 2027.
  • September ECB staff projections foresee euro area growth of 0.9% in 2026, 1.4% in 2027 and 1.5% in 2028.
  • A 12-month internal digital euro pilot is planned for the second half of 2027, contingent on the EU adopting the digital euro Regulation by end-2026.
  • The Eurosystem's Pontes DLT platform went live on 21 September as the first step toward a tokenised asset ecosystem under the Appia initiative.
Source document
0:15
SRB Single Resolution Board Source document ↗
European Union Single Resolution Board Prudential & Capital ✓ 13 claims 16 Oct 2026

SRB moves bank-specific resolvability reporting to a three-year cycle from 2027

The SRB has published its annual list of consultations, data requests and deliverables for the coming year, alongside a structural change to how often banks must submit certain resolvability materials. This affects EU banks under SRB remit tracking compliance workload and reporting calendars for 2027 and beyond.

  • The SRB published its list of consultations, data requests and deliverables for 2027 on 7 October 2026.
  • From 2027, a broad set of bank-specific deliverables detailed in Table 2.2 move from annual to a three-year submission cycle where no material resolvability concerns exist.
  • The SRB has discontinued, with immediate effect, the quarterly Sign-off form on MREL eligibility of reported liabilities.
  • The SRB states that banks with consistently satisfactory resolvability performance can expect bank-specific deliverable requests to fall by up to one-third over the medium term, assuming legal stability.
  • Each bank has already received a priority letter setting out which 2027 requirements apply to its individual situation.
Source document
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BOE Bank of England Source document ↗
United Kingdom Bank of England Prudential & Capital ✓ 13 claims 16 Oct 2026

Bank of England picks puffin, owl, bumblebee and hedgehog for new banknotes

The Bank of England has named the four animals that will anchor the design of its next banknote series, following a public vote. This item covers the consultation results, the selection rationale tied to counterfeit resilience, and the expected design timeline ahead of launch.

  • The consultation ran from 3 June to 3 July 2026 and received 478,531 responses, the most ever for a Bank of England banknote imagery consultation.
  • Respondents made 2,549,003 selections across an 18-animal shortlist spanning mammals, birds, and amphibians/insects/fish categories.
  • The barn owl received 270,596 nominations, the buff-tailed bumblebee 360,399, and the European hedgehog 259,665, the top vote-getters in their categories.
  • The Atlantic puffin, with 183,137 nominations, was chosen as the selected marine animal to add variety and distinguish denominations.
  • The decision on which animal appears on which denomination, and the first launch date, will be announced closer to production.
Source document
0:15
FED Federal Reserve Speeches Source document ↗
United States Federal Reserve Speeches Prudential & Capital ✓ 17 claims 15 Oct 2026

Bowman says Fed knew of SVB risks nine months before failure, faults Basel and FSB reports

Fed Vice Chair for Supervision Michelle Bowman uses a Bangkok address to preview preliminary findings of an independent SVB review she commissioned. She argues supervisors held the key risk information months ahead of the failure but lacked clear accountability to act, and she takes the unusual step of criticising the BCBS and FSB for building post-crisis work on incomplete earlier reports.

  • Preliminary review finds Fed supervisors knew of SVB's interest rate and liquidity risk at least nine months before FDIC receivership but did not act.
  • SVB had 54 matters requiring attention or immediate attention between 2019 and failure, none requiring remediation of core financial risks.
  • Bowman says the BCBS and FSB took language nearly verbatim from earlier flawed US reports rather than independently verifying findings.
Source document
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SSM ECB Banking Supervision Source document ↗
European Union ECB Banking Supervision Prudential & Capital ✓ 15 claims 15 Oct 2026

ECB lets banks report P&L under IAS 1 or IFRS 18 during transition to new standard

The ECB has set out how euro area banks should handle supervisory profit-and-loss reporting when IFRS 18 takes effect while the EBA's implementing standards lag behind. For the window between the two dates, institutions get a choice of accounting format. This segment covers who the option binds, the dates that drive it, and the FINREP templates affected.

  • IFRS 18 takes effect on 1 January 2027, while the amended EBA ITS incorporating it are expected to apply from the September 2027 reference period.
  • Institutions may report regulatory templates under either IAS 1 or IFRS 18 during the transition, in line with the EBA Opinion published on 8 July 2026.
  • Significant institutions may voluntarily use IFRS 18-aligned FINREP templates from the EBA technical package version 4.4 (Phase 1).
  • Less significant institutions can use the option only where their national competent authority permits it, and NCAs will collect the chosen option.
  • Annex A lists the affected ECB FINREP templates F02, F16.01, F16.03 and F16.04 and their interim equivalents.
Source document
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FSB Financial Stability Board Source document ↗
Global Financial Stability Board Prudential & Capital ✓ 21 claims 15 Oct 2026

FSB finds few jurisdictions have pre-arranged public backstops to fund banks in resolution

The FSB has assessed how its member jurisdictions have implemented Key Attribute 6, which calls for credible public sector backstop funding as a last resort for banks in resolution. The verdict is blunt: few jurisdictions have arrangements in place that can credibly meet the liquidity needs of a large systemic bank. This segment covers what the review measured, where the gap sits, and the recommendations now on the table.

  • FSB peer review finds few jurisdictions have a pre-arranged public backstop that can credibly fund large systemic banks in resolution.
  • Incomplete implementation of Key Attribute 6 is described as a material gap for authorities' ability to resolve systemic banks.
  • Review assessed credible mechanisms, taxpayer loss-recovery tools and moral-hazard safeguards, and issues recommendations to members and the FSB.
Source document
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BIS BIS Press Releases Source document ↗
Global BIS Press Releases Prudential & Capital ✓ 10 claims 15 Oct 2026

Basel Committee grades Australia, Japan, Korea, Switzerland compliant on leverage ratio; Canada, UK one notch below

The Basel Committee published RCAP assessment reports on how six jurisdictions implemented its leverage ratio framework. Four earned the top grade; Canada and the UK fell one notch short. This segment covers who was graded, how, and what the Committee is assessing next, including the newly initiated review of the Basel III risk-weighted asset revisions.

  • Australia, Japan, Korea and Switzerland assessed compliant; Canada and UK largely compliant with the leverage ratio framework.
  • Publication concludes the first round of multi-jurisdictional RCAP assessments of the leverage ratio.
  • Committee began assessing the Basel III risk-weighted asset revisions in H1 2026 and continues to assess leverage ratio implementation.
Source document
0:15
SRB Single Resolution Board Source document ↗
European Union Single Resolution Board Prudential & Capital ✓ 15 claims 15 Oct 2026

SRB sets April 2028 deadline for banks to fold communication guidance into resolution plans

The Single Resolution Board has finalised operational guidance on how banks communicate when they are failing, plus a supplement on testing those capabilities. It sets no new rules but clarifies existing resolvability expectations and gives banks a date by which to reflect them in their communication plans. Useful for anyone managing Banking Union resolution readiness and tracking the SRM Vision 2028 shift toward operational testing.

  • SRB published final communication guidance plus a testing supplement; neither sets new requirements but clarifies the Expectations for Banks Communication dimension.
  • Banks have until April 2028 to reflect the operational considerations in their communication plans where needed.
  • Both documents follow a public consultation held between 17 October and 12 December 2025 and are aligned with the EBA resolvability framework.
Source document
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BOE Bank of England Source document ↗
United Kingdom Bank of England Prudential & Capital ✓ 25 claims 15 Oct 2026

Bank of England runs SIMEX26 cloud-outage exercise with 38 systemic firms

On 8 October 2026 the Cross-Market Operational Resilience Group completed SIMEX26, its biennial crisis simulation, this time built around a global cloud services outage. The 38 largest and most systemically important banks and market infrastructure operators took part alongside the Bank, FCA and HM Treasury. This segment covers what was tested, who was in the room, and what the Bank now expects firms to do next.

  • SIMEX26 completed on 8 October 2026 and focused on a global disruption to cloud-based services.
  • The 38 largest and most systemically important banks and market infrastructure operators participated, with HM Treasury, the FCA and the wider sector.
  • The Bank now expects firms to take action based on the exercise to further strengthen resilience to severe operational and cyber scenarios.
  • The exercise included a live meeting of the Bank-chaired Cross Market Business Continuity Group and exercised the Sector Response Framework.
  • The scenario was not informed by any specific threat information but was developed alongside industry experts.
Source document
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FCA FCA Publications Source document ↗
United Kingdom FCA Publications Prudential & Capital ✓ 16 claims 14 Oct 2026

FCA and PRA lift 15% cap on individual lenders' high-LTI mortgage lending

The FCA and PRA have jointly recalibrated how the FPC's loan-to-income flow limit is enforced. Individual mortgage lenders may now push their share of high-LTI lending above 15%, provided the market-wide flow stays consistent with that limit. This item covers who the new guidance binds, how the aggregate flow will be measured and published quarterly, and where the supervisory attention now falls.

  • Individual lenders may now exceed a 15% share of high-LTI lending, with the 15% limit instead applied to aggregate market flow.
  • FG26/11 replaces FG14/8 (2014), revised by FG17/2 (2017) and FG25/4 (July 2025); PRA amended its Rulebook and issued a new supervisory statement.
  • PRA and FCA will calculate aggregate high-LTI flow quarterly; PRA publishes the figure with completed mortgage volumes and share.
Source document
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OCC OCC Bulletins Source document ↗
United States OCC Bulletins Prudential & Capital ✓ 19 claims 12 Oct 2026

OCC issues version 3.0 of Concentrations of Credit examiner handbook

The OCC has replaced version 2.0 of its Concentrations of Credit booklet with a reorganised version 3.0, used by examiners across all OCC-supervised banks. The threshold definition is unchanged, but the handling of securitizations, correlations and aggregate risk assessment is expanded. This short segment covers what moved, what the definition still is, and what examiners will be working from.

  • Version 3.0 replaces version 2.0 and rescinds OCC Bulletin 2020-90, which had transmitted the earlier version.
  • The concentration definition is unchanged: obligations exceeding 25 percent of tier 1 capital plus allowance for credit losses.
  • New content covers securitizations, the correlation-concentration relationship, and determining aggregate risk.
Source document
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FED Federal Reserve Source document ↗
United States Federal Reserve Prudential & Capital ✓ 11 claims 12 Oct 2026

Fed extends comment period on Regulation O insider-lending overhaul to November 4

The Federal Reserve has given interested parties an extra month to comment on its proposal to modernize Regulation O, the rule governing loans banks make to their executives, directors and principal shareholders. This segment covers the mechanics of the extension and what it signals about the proposal's contested substance, which remains open for input until November 4.

  • The Federal Reserve extended the Regulation O comment period to November 4, 2026, from an original deadline of October 5.
  • The proposal modernizes the rule governing extensions of credit by banks to insiders: executives, directors and principal shareholders.
  • The Board said it granted the extension to allow interested parties more time to analyze the issues and prepare comments.
Source document
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ECB European Central Bank Source document ↗
European Union European Central Bank Prudential & Capital ✓ 13 claims 12 Oct 2026

ECB tightens collateral rules, moving to second-best ratings for private assets from November

The ECB has published amendments to its monetary policy implementation and haircut guidelines, consolidating four separately announced decisions into binding form effective 30 November 2026. The changes touch how private sector collateral is rated, how haircuts are calibrated, and which COVID-era instruments remain eligible. Treasury and collateral teams at euro area banks need to know what posts, at what haircut, from when.

  • Second-best external rating replaces first-best for private sector collateral from 30 November 2026; euro area public sector assets retain the first-best rule.
  • Haircut schedule updated, refining own-used or retained assets and adding granularity to individual credit claims by amortisation type.
  • COVID-19 guaranteed credit claims eligible only until end-2026; NFC financial subsidiaries reassigned to haircut category III.
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United States Federal Reserve Prudential & Capital ✓ 12 claims 12 Oct 2026

US bank agencies propose replacing third-party risk guidance with principles-based framework

The Fed, FDIC, OCC and NCUA jointly proposed new third-party risk management guidance that would replace current standards when finalized. The package includes a companion guide for Federal Reserve-supervised community banks and a statement on supervisory treatment of core service provider relationships. This segment covers what the proposal changes, what stays non-binding, and the comment timeline firms need to track.

  • Four agencies propose principles-based, non-binding third-party risk management guidance intended to replace existing guidance once finalized.
  • Comments are due 60 days after Federal Register publication; the Fed added a companion guide for its supervised community banks.
  • A separate joint statement addresses factors the agencies will consider on community banks' core service provider relationships.
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