Regulus — The global regulatory broadcast network

3:22

American Bankers Association — newsroom Source document ↗

United States American Bankers Association — newsroom Prudential & Capital ✓ 10 claims 03 Nov 2026

FDIC offers regulatory relief to Indiana and South Dakota banks hit by storms

The FDIC has published guidance setting out steps to ease regulatory burdens on banks serving storm-hit areas of Indiana and the Pine Ridge Reservation in South Dakota. It covers borrower workouts, Community Reinvestment Act consideration and relief from certain filing requirements. A short, standard disaster-response notice that compliance teams in the affected footprints should log.

The FDIC issued the guidance on 2 November 2026 for storm-affected areas of Indiana and the Pine Ridge Reservation in South Dakota.
Banks are encouraged to extend repayment terms, restructure existing loans or ease terms for new loans for affected borrowers.
Community development loans, investments and services supporting disaster recovery may receive favorable Community Reinvestment Act consideration.
The FDIC said it will consider relief from certain filing and publishing requirements.

Source document

3:14

European Central Bank Source document ↗

European Union European Central Bank Prudential & Capital ✓ 25 claims 02 Nov 2026

ECB's Vujčić says deeper single market is Europe's best defence against geopolitical shocks

ECB Vice-President Boris Vujčić told the Central Bank of Ireland's Financial System Conference that Europe should answer a more fragmented world by completing its single market rather than retreating from openness. The speech sets out why internal barriers weaken risk sharing and names the specific integration projects the ECB is backing, from banking union to the digital euro.

Vujčić said the EU imports 57% of its energy and almost all of its oil and gas, and that Russia's 2022 invasion caused the EU's largest energy shock since the 1970s.
ECB estimates put intra-EU frictions at the equivalent of a tariff of around 67% for goods and 95% for services, with services the upper bound of estimates.
ECB research finds around 70% of US state-level output shocks are absorbed through markets and fiscal transfers, against around 30% in the euro area, where capital markets absorb only 5 to 10%.
Vujčić called for completing the missing pillar of banking union, a European deposit insurance scheme, alongside harmonised creditor hierarchies and insolvency rules.
He pointed to the September launch of Pontes and the digital euro as elements of a resilient, European payments infrastructure.

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3:20

Deutsche Bundesbank Source document ↗

Germany Deutsche Bundesbank Prudential & Capital ✓ 21 claims 02 Nov 2026

Bundesbank study finds nonbank lenders amplify, not dampen, long-rate shocks

A Bundesbank discussion paper challenges the assumption that nonbank lenders always offset bank credit contraction after rate surprises. Using supervisory credit register data, the authors show the effect depends on which part of the yield curve moves and on which type of nonbank institution is involved, with implications for how monetary policy transmission is monitored.

The study covers approximately 15.7 million lender-firm-quarter observations from the Bundesbank's supervisory credit register between 2019 and 2023.
A one-standard-deviation short-end rate surprise raises nonbank lending by 0.32% relative to banks, while medium- and long-end surprises reduce it by 0.36% and 0.34% respectively.
Financial service institutions obtain about 85% of their funding from banks, making their lending capacity sensitive to a bank-capital reallocation channel after short-end surprises.
Life insurers expand lending more strongly than non-life insurers after medium- and long-end surprises, consistent with a duration-driven solvency channel.
Back-of-the-envelope estimates put total credit effects at approximately €10.7 billion more after a short-end surprise, and €18.0 billion and €15.9 billion less after medium- and long-end surprises respectively.

Source document

3:05

American Bankers Association — newsroom Source document ↗

United States American Bankers Association — newsroom Prudential & Capital ✓ 10 claims 30 Oct 2026

FDIC proposes scrapping deposit insurance recordkeeping rule for large banks

The FDIC has proposed rescinding a 2016 rule that requires large banks to maintain dedicated recordkeeping systems for deposit insurance determination after a failure. The agency says its own systems have improved enough to make the obligation unnecessary. For affected institutions this removes a specific IT and data mechanism, including automated provisional holds, that has been in place for a decade.

The FDIC proposes to rescind a 2016 rule requiring banks with at least $2 billion in deposits to maintain deposit insurance recordkeeping systems.
The existing rule also requires automated placement and release of provisional holds on liability accounts, including deposit accounts.
The FDIC says improvements in its own systems now let it promptly calculate deposit insurance coverage after a failure, making the requirement unnecessary.
The agency separately plans to revise its data retention practices to minimise the volume of sensitive information it holds.

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Press Releases | FDIC.gov Source document ↗

United States Press Releases | FDIC.gov Prudential & Capital ✓ 11 claims 30 Oct 2026

FDIC proposes rescinding part 370 recordkeeping rule for large banks

The FDIC board has approved a notice of proposed rulemaking that would rescind part 370, the recordkeeping rule covering insured depository institutions with two million or more deposit accounts, and extend the section 360.9 framework to those firms instead. This affects the small group of the largest US banks subject to part 370's deposit insurance determination requirements.

The FDIC board approved the notice of proposed rulemaking on October 30, 2026.
The proposal would rescind part 370, which applies to insured depository institutions with two million or more deposit accounts.
Section 360.9 would be amended to generally apply to institutions currently subject to part 370.
The FDIC states the change would relieve covered institutions from building and maintaining deposit insurance calculation systems.
Comments on the proposal are due 60 days after the date of publication in the Federal Register.

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0:15

ECB Banking Supervision Source document ↗

European Union ECB Banking Supervision Prudential & Capital ✓ 20 claims 30 Oct 2026

ECB flags insurance counterparty risk in synthetic securitisation revival

The ECB's Pedro Machado sets out supervisory concerns as Brussels moves to revive European securitisation. He backs significant risk transfer in principle but warns on unfunded insurance protection, risk weight floors below 7%, and growing bank-insurer interlinkages in synthetic risk transfer. The interview also covers AI adoption, data centre lending, deposit volatility and the case for an integrated banking market.

Machado objects to the EU deal's treatment of unfunded insurance protection in STS synthetic securitisations, which deviates from the ECB's recommendation.
The ECB prefers absolute risk weight floors and would not lower floors on senior tranches below 7%, the Basel II level.
Between 2022 and end-2025 synthetic securitisation transaction activity almost doubled and underlying exposures more than doubled.
Around 85% of banks already use generative AI, across fraud detection, KYC, transaction monitoring and credit scoring.
Roughly 230 billion euro of high-quality liquid assets are trapped at subsidiary level in the banking union.

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HKMA — Hong Kong Monetary Authority Source document ↗

HKMA — Hong Kong Monetary Authority Prudential & Capital ✓ 23 claims 30 Oct 2026

HKMA publishes end-September reserves data and sets 2027 SDDS release calendar

The HKMA has issued its monthly International Reserves and Foreign Currency Liquidity data for end-September 2026 under the IMF's Special Data Dissemination Standard, and has set out the full release calendar for 2027. This is a routine transparency publication, but the forward calendar is the operational detail worth noting for anyone tracking Hong Kong reserve disclosures.

The HKMA released foreign currency reserves and liquidity data for end-September 2026 on 30 October 2026, published under the IMF's SDDS.
The 2027 release calendar runs from 26 February 2027 for January data through to 31 January 2028 for December 2027 data.
Four press releases on Exchange Fund data are issued each month: three under SDDS and one on the Abridged Balance Sheet and Currency Board Account.
The detailed data figures are set out in an Annex to the release.

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0:15

Single Resolution Board Source document ↗

European Union Single Resolution Board Prudential & Capital ✓ 26 claims 29 Oct 2026

SRB chair urges resolution authorities to widen their perimeter beyond banks

SRB Chair Dominique Laboureix used his closing remarks at the IADI conference in Berlin to set out where the resolution and deposit-insurance agenda needs to move. He frames the task around three questions: whether the regulatory perimeter still captures the right firms, whether authorities focus on the right risks, and whether existing tools are fit for a more interconnected system. It signals the direction of SRB and FSB work rather than any new rule.

Laboureix set out three test questions for the financial safety net: whether authorities are looking at the right perimeter, focusing on the right risks, and holding tools fit for a new environment.
He cited the FSB thematic review finding only four of 19 jurisdictions assessed fully compliant with Key Attribute 6 on funding in resolution, with the EU Banking Union not among them.
He argued operational incidents such as cyberattacks and third-party outages must become part of the crisis-preparedness agenda, citing the July 2024 CrowdStrike outage and the 20 October Revolut disruption linked to a Google Cloud failure in London.
He noted the European Commission's work on banking-sector competitiveness hints the Single Resolution Fund could take on a deposit insurance role for the largest banks and provide liquidity support to national deposit guarantee schemes.
He pointed to the revised IADI Core Principles 17 and 18 and the FSB Crisis Preparedness Strategic Review as the framework for closer cross-border and cross-sector cooperation.

Source document

3:13

Financial Stability Board Source document ↗

Global Financial Stability Board Prudential & Capital ✓ 17 claims 29 Oct 2026

FSB speech cites gap on resolution funding backstops across 19 jurisdictions

A closing speech at a Berlin conference on deposit insurance and resolution, delivered by an FSB-linked resolution authority chair, sets out where crisis-preparedness frameworks are falling short: perimeter gaps around stablecoins and new payment arrangements, growing operational risk, and unfinished implementation of existing resolution standards. It matters for anyone mapping how regulators are reframing non-bank and operational risk ahead of future rulemaking.

An FSB peer review (Thematic Review on Public Sector Backstop Funding Mechanisms, October 2026) found only four of 19 jurisdictions assessed fully compliant overall with Key Attribute 6 on funding in resolution.
The EU Banking Union was not among the jurisdictions found fully compliant, according to the speaker.
The speaker cites a 20 October disruption linked to a Google Cloud failure in London that affected Revolut's app, card payments, transfers and cash withdrawals alongside services at several other financial institutions.
The speech references IADI's revised Core Principles 17 and 18, covering cooperation among safety-net participants and cross-border information sharing respectively.
The Resolution Steering Group recently discussed stablecoin crisis management and responses to operational incidents, the speaker said.

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0:15

HKMA — Hong Kong Monetary Authority Source document ↗

HKMA — Hong Kong Monetary Authority Prudential & Capital ✓ 17 claims 29 Oct 2026

HKMA says HK markets orderly after Fed holds rates at 3.75-4%

The HKMA responded to the Federal Reserve's decision to hold rates steady, noting Hong Kong's markets remain orderly while flagging risks from the persistent interest rate differential between the two currencies. The statement is a routine market commentary rather than a policy change, but signals what the authority is watching.

The Fed kept the federal funds rate target range unchanged at 3.75-4% on 29 October 2026, in line with market expectations.
The Fed's statement cited strong economic activity, a stable labour market, and inflation that has remained elevated.
The HKMA said the persistent HKD-USD interest rate differential may cause carry trade activity to gradually ease the Hong Kong dollar.
The HKMA said the Hong Kong dollar and interbank rate outlook depends on factors including carry trade risk appetite and HKD supply-demand conditions.
The HKMA advised the public to carefully manage interest rate risks in decisions on property purchase, investment or borrowing.

Source document

0:15

Federal Reserve Source document ↗

United States Federal Reserve Prudential & Capital ✓ 18 claims 28 Oct 2026

Fed holds rates at 3.75-4% as two members dissent for a hike

The Federal Open Market Committee left the federal funds target range at 3-3/4 to 4 percent on October 28, 2026, describing economic activity as expanding at a strong pace while inflation remains elevated. Two members dissented in favour of tightening. This item covers what the statement says, how the vote split, and what the hawkish dissent signals for the path ahead.

The FOMC maintained the federal funds target range at 3-3/4 to 4 percent on October 28, 2026.
The statement was approved by a 10-2 vote, with Lisa D. Cook and Beth M. Hammack dissenting in favour of a 1/4 percentage point increase.
The Committee said economic activity is expanding at a strong pace and that inflation remains elevated, reaffirming its 2 percent goal.
The Fed is continuing its policy of maintaining ample reserves in the banking system.

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American Bankers Association — newsroom Source document ↗

United States American Bankers Association — newsroom Prudential & Capital ✓ 13 claims 28 Oct 2026

UMB to buy El Dorado Savings Bank for $506 million in cash and stock

Two bank acquisitions were announced this week, both reported by ABA Banking Journal's M&A newsbytes feed. The deals involve a large acquirer buying a community bank in California and a regional bank buying a smaller holding company in Tennessee, each pending regulatory approval and expected closing.

UMB Financial, a $70.8 billion-asset bank, will pay $506 million in cash and stock for the $2.4 billion-asset El Dorado Savings Bank.
The UMB-El Dorado deal is expected to close in the first quarter.
Renasant, a $27.5 billion-asset bank, will pay $106.3 million in stock for Commercial Holding, parent of the $1.1 billion-asset Commercial Bank & Trust.
Commercial Holding's investors will receive a $35.7 million special dividend prior to the deal closing.

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0:15

Banco de la República Source document ↗

Colombia Banco de la República Prudential & Capital ✓ 14 claims 27 Oct 2026

Banco de la República raises policy rate 25bps to 12.25%

Colombia's central bank published its latest monetary policy decision alongside minutes and routine financial disclosures. The rate move is the substantive item on an otherwise administrative page listing surveys, reports and branch service notices.

The Board of Directors decided by majority vote to raise the policy interest rate by 25 basis points to 12.25%.
The new rate took effect on October 1, 2026, following a press release published September 30, 2026.
Minutes of the rate-setting meeting were published October 5, 2026.
The bank's July 2026 Monetary Policy Report was published August 4, 2026.
A further policy rate meeting is scheduled for October 30, 2026, preceded by a media blackout period from October 24 to 30.

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0:15

European Central Bank Source document ↗

European Union European Central Bank Prudential & Capital ✓ 18 claims 27 Oct 2026

ECB survey: euro area banks tighten credit standards further, loan demand falls

The ECB's October 2026 bank lending survey covers 159 euro area banks on credit standards, loan demand and funding conditions in Q3 2026, with expectations for Q4. It includes new questions on AI-related lending and digital assets, both areas compliance and risk teams will want to track as banks formalise assessment criteria.

Credit standards for loans to firms tightened by a net 9% of banks in Q3 2026, exceeding the 5% tightening banks had previously expected.
Consumer credit standards tightened by a net 14%, while housing loan standards were unchanged at a net 0%.
Loan demand from firms fell by a net 6%, housing loan demand fell by a net 27%, and consumer credit demand fell by a net 2%.
Most banks said they have not yet introduced specific quantitative criteria for assessing AI-related lending within their credit standards.
The deterioration in banks' access to retail funding was the largest since the BLS series began in 2011.

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Deutsche Bundesbank — speeches Source document ↗

Germany Deutsche Bundesbank — speeches Prudential & Capital ✓ 19 claims 27 Oct 2026

German banks tighten credit standards for corporate loans again in Q3

Germany's central bank publishes quarterly survey results from 33 domestic banks on lending conditions. This round covers the third quarter of 2026 and banks' plans for the fourth, plus ad hoc questions on funding conditions, non-performing loans and digital assets.

The net share of banks tightening standards for loans to enterprises stood at +6%, down from +10% in the previous quarter.
Standards for loans to households for house purchase eased, with a net share of -4%, compared with +7% in the prior quarter.
Demand for enterprise loans fell for the first time in more than two years, driven mainly by small and medium-sized enterprises and long-term loans.
The loan rejection rate continued to rise across all three loan categories surveyed.
Banks reported no impact from digital assets on their financial situation, business strategy or credit standards over the past 12 months.

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0:15

ECB Banking Supervision Source document ↗

European Union ECB Banking Supervision Prudential & Capital ✓ 21 claims 27 Oct 2026

ECB supervisor warns banks against complacency despite strong capital ratios

A keynote from the ECB's Supervisory Board flags where risk is building even as reported bank metrics look strong. It covers credit underwriting, capital planning, geopolitical stress testing, climate exposure, AI-driven cyber threats and data quality, and argues against unwinding post-crisis regulation. Relevant for prudential and risk teams tracking supervisory priorities into next year.

Montagner said a recent ECB reverse stress test on geopolitical risk showed effective preparation cannot rely on a single scenario.
The ECB will continue horizontal analyses, targeted reviews and on-site inspections of bank loan-granting practices.
Some banks show shortcomings in risk data aggregation and reporting, which can limit crisis response even when aggregate ratios look robust.
The speech cited extreme 2026 summer heat and exceptionally low water levels on the Rhine and Danube as evidence climate risks are already materialising.
Montagner said the ECB supports removing regulatory redundancies and inconsistencies but opposes dismantling core post-crisis reforms.

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European Central Bank Source document ↗

European Union European Central Bank Prudential & Capital ✓ 17 claims 27 Oct 2026

ECB vice-president says cutting bank capital rules won't boost lending

A speech by ECB vice-president Boris Vujčić to the ESRB's tenth annual conference sets out the ECB's position in the ongoing EU debate over bank capital requirements and competitiveness. It matters to compliance and prudential teams because it signals how the ECB will respond to industry and political pressure to loosen capital rules, and details specific simplification proposals already on the table.

The median Tier 1 capital ratio for euro area banks has more than doubled, from around 8% in 2009 to more than 16% today.
The ECB's supervisory arm is discontinuing around 40 guidance documents out of more than 100 as part of simplification measures.
Cross-border bank lending to non-financial firms within the euro area accounts for only around 16% of total corporate lending, versus about 20% for lending to borrowers outside the euro area.
The Governing Council's end-2025 recommendations propose merging existing capital buffers into a non-releasable buffer and a releasable buffer, and reducing the leverage ratio framework from four elements to two.
The average price-to-book ratio for euro area banks is now around 1.5, up from levels below 1 in the earlier low-profitability period.

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BIS Press Releases Source document ↗

Global BIS Press Releases Prudential & Capital ✓ 12 claims 27 Oct 2026

Basel Committee says most members will apply Basel III by April 2027

The Basel Committee's latest progress update tracks how its 27 member jurisdictions are implementing the post-2017 Basel III reforms, originally due to take effect in 2023. This briefing covers the published status as of end-September 2026 and the compliance deadline most members have now set.

Three quarters of the Basel Committee's 27 member jurisdictions have published rules adopting the full Basel III standards as of 30 September 2026.
The revised credit risk and operational risk standards, along with the output floor, are already effective in around 85% of member jurisdictions.
Almost all member jurisdictions have publicly announced that banks must apply Basel III by April 2027 or earlier.
The standards cover the final Basel III elements published in December 2017 and the finalised minimum capital requirements for market risk from January 2019, with an original implementation date of 1 January 2023 set by the GHOS in March 2020.
The GHOS met on 9 March 2026, welcomed implementation progress and reaffirmed its expectation of full and consistent implementation, tasking the Committee with continued monitoring.

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European Central Bank Source document ↗

European Union European Central Bank Prudential & Capital ✓ 21 claims 27 Oct 2026

ECB's Lane flags second energy shock wave, holds to data-dependent rate path

Executive Board member Philip Lane sets out how the ECB is diagnosing inflation amid overlapping shocks: a second wave of energy price rises, fiscal tightening ahead, an AI investment boom, and rising long-term yields. The speech matters for anyone tracking the rate path, since Lane frames policy as resting on meeting-by-meeting assessment rather than a pre-set trajectory.

September headline inflation reached 3.8%, comprising 18.8% energy inflation and 2.3% non-energy inflation, against a Q4 2025 pre-shock benchmark of 2.1% headline inflation.
September projections anticipate non-energy inflation rising from 2.3% in 2026 to an average of 2.6% in 2027 before falling back to 2.3% in 2028.
The euro area fiscal stance moved from neutral in 2025 to a 0.5 percentage point loosening in 2026, with tightening of 0.4 and 0.2 percentage points projected for 2027 and 2028.
The ECB raised its policy rate from 2.00% to 2.50% over the June and September projection rounds but says it is not on a pre-committed rate path.
Corporate debt-to-GDP has stabilised at around 66%, with internal ECB estimates suggesting the AI boom accounts for just under one percentage point of aggregate annual credit growth.

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Bank of England Publications Source document ↗

United Kingdom Bank of England Publications Prudential & Capital ✓ 25 claims 26 Oct 2026

BoE balance sheet shows £855bn total assets as at 30 June 2025

This is the Bank of England's quarterly consolidated balance sheet, published with a standard five-quarter lag, covering the position as at 30 June 2025. It sets out sterling and foreign currency assets and liabilities in full, giving compliance and treasury teams a reference point for the Bank's balance sheet size and composition at that date.

Total assets and total liabilities both stood at £855,389mn as at 30 June 2025.
Reserves balances were the largest liability item at £681,248mn.
The loan to the Asset Purchase Facility was the largest asset item at £622,521mn.
TFSME loans stood at £83,000mn and notes in circulation at £93,055mn.
The balance sheet is published quarterly and reflects data for five quarters earlier than the publication date.

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Federal Register — NCUA Source document ↗

United States Federal Register — NCUA Prudential & Capital ✓ 30 claims 26 Oct 2026

NCUA proposes removing outdated share insurance rule for state charter conversions

NCUA has proposed deleting a regulatory provision it describes as outdated and duplicative, covering how a federal credit union keeps federal share insurance after converting to a state charter. The agency says the actual process is now governed by its Chartering and Field of Membership Manual, not the regulation it wants to remove. Comments close December 21, 2026.

NCUA proposes to remove and reserve 12 CFR 741.7, which requires regional director approval for continued federal share insurance after an FCU converts to a state charter.
The agency says it inadvertently failed to make conforming changes to section 741.7 when it transferred approval authority to the Office of Consumer Financial Protection and Access in 2016 and then to the Office of Credit Union Resources and Expansion in 2017.
Converting credit unions must now submit requests to CURE rather than the regional director, per chapter 4 of NCUA's Chartering and Field of Membership Manual.
Comments on the proposal, docketed as NCUA-2026-1887, must be received by December 21, 2026.
OIRA has determined the proposal is not a significant regulatory action under Executive Order 12866, and NCUA certifies it would not significantly affect small credit unions.

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Federal Register — NCUA Source document ↗

United States Federal Register — NCUA Prudential & Capital ✓ 16 claims 26 Oct 2026

NCUA proposes scrapping special reserve rule for nonconforming investments

NCUA has proposed removing a decades-old rule requiring state-chartered, federally insured credit unions to hold a special reserve against nonconforming investments. The agency argues GAAP changes have made the reserve functionally obsolete. Comments close December 21, 2026, and the Board is soliciting views on possible alternatives including risk-weighting.

Comments on the proposed rule are due by December 21, 2026, via docket NCUA-2026-1886.
The Board states only seven FISCUs currently report a special reserve for nonconforming investments.
The proposal would remove 741.3(a), redesignating paragraphs (b) through (g) as (a) through (f).
Section 702.104(b)(1)(ii), which includes the appropriation for non-conforming investments in risk-based capital, would be struck and subsequent paragraphs redesignated.
OIRA has determined the proposed rule is not a 'significant regulatory action' under Executive Order 12866.

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ECB Banking Supervision Source document ↗

European Union ECB Banking Supervision Prudential & Capital ✓ 20 claims 26 Oct 2026

ECB to review 12,000-strong stock of supervisory measures in October refocus

In a Vienna panel contribution, ECB Vice-Chair of the Supervisory Board Frank Elderson sets out how banking supervision is recalibrating its follow-up on findings and measures. The piece explains the tiered approach introduced in 2025, a refocusing exercise starting mid-October, and what changes for banks carrying low-severity findings. It matters because it signals where supervisory pressure will concentrate and where it will ease.

The stock of outstanding supervisory measures across significant banks rose to around 12,000 by the end of 2025, roughly 100 per bank on average.
In 2025 the ECB closed 1,200 more measures than it created, and the stock fell by a further 600 in 2026.
From mid-October a refocusing exercise will review the accumulated stock against each weakness's risk profile, severity, prudential relevance and remediation status.
The least severe F1 findings will in future be communicated as supervisory observations rather than generating measures, and low-severity F2 findings may be closed where further assessment is not warranted.
Mandatory verification of remediation by internal audit or internal validation will be removed for low-severity F1 or F2 findings related to internal models.

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Federal Reserve Speeches Source document ↗

United States Federal Reserve Speeches Prudential & Capital ✓ 20 claims 26 Oct 2026

Fed restructures bank supervision into five regions, cites committee gridlock

Bowman's speech at the Community Banking Research Conference lays out structural changes to Federal Reserve bank supervision, including a shift to five supervisory regions and continued work on Regulation O, asset thresholds and the CAMELS rating system. It matters for banks tracking how supervisory accountability and tailoring rules are being redrawn.

The Federal Reserve will realign bank supervision into five regions, each led by a regional leader accountable for supervisory activity, following state rather than Reserve Bank District boundaries.
In July 2026 the Board proposed revisions to Regulation O, which governs credit extensions to bank insiders and has not been comprehensively updated since 1979.
Later this year the Board will consider updates to fixed-dollar asset thresholds with a mechanism to adjust them every five years, and separately consider changes to the $10 billion community bank definition and large bank tailoring framework.
The FFIEC is working to finalize revisions to the CAMELS rating system so the Management rating no longer singularly drives the composite rating.
The restructuring follows the Starling Advisory Group's preliminary report, released last month, on the failure of Silicon Valley Bank, which identified a mismatch between supervisory authority and accountability.

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Regulus Weekend Edition Source document ↗

Global Regulus Weekend Edition Prudential & Capital ✓ 20 claims 25 Oct 2026

Live cyber duties strip firm discretion now as PRA, Fed and ECB defer relief for years

Two of the week's measures bound firms the moment they landed: the OCC's two-hour cyber notification deadline and the FBI's PHP patch order. The reforms that drew the headlines, the PRA's threshold indexation, the ECB's digital euro and the Fed's supervisory redesign, are dated years out or wait on legislation. The gap between the two is this week's story.

The OCC's Rule 213 change (SR-OCC-2026-010) sets a firm two-hour cyber notification deadline for clearing members and deletes self-assessment language.
The FBI's IC3 PSA tells firms to patch two PHP flaws, CVE-2026-109618 and CVE-2026-109619, or take affected systems offline.
The PRA's CP13/26 would index 128 regulatory thresholds to nominal UK GDP, with the first update on 1 July 2031; it closes 7 February 2027.
The ECB plans a digital euro pilot in 2027 and rollout from 2029, contingent on an EU regulation adopted this year.
Four US comment windows close between 3 November and 28 December, and the SEC must decide NYSE Texas's Rule 24 by 30 November.

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Regulus Weekend Edition Source document ↗

Global Regulus Weekend Edition Prudential & Capital ✓ 19 claims 25 Oct 2026

OCC cyber clock and FBI patch order bind now as four comment windows close by December

The week ahead is governed by sequencing rather than any single rule. Two measures bind immediately: the OCC's two-hour cyber notification deadline for clearing members and the FBI's order to patch two PHP flaws or take systems offline. Four US comment windows then close in order through 28 December, the SEC must decide NYSE Texas's Rule 24 by 30 November, and the PRA, Fed and ECB relief that drew headlines is dated to 2027 and beyond.

The OCC's two-hour cyber notification deadline under SR-OCC-2026-010, filed 8 October 2026, is in force for clearing members and removes self-assessment language, with a disciplinary process attached to lateness.
Four US comment windows close in sequence: Cboe BZX's IEX fee (File SR-CboeBZX-2026-083) on 3 November, CMESC's default-management rule on 12 November, the State Department's PHFFA collection on 25 November and Treasury's garnishment-notice estimate on 28 December 2026.
The SEC must approve, disapprove or open proceedings on NYSE Texas's proposed Rule 24 by 30 November 2026, having extended review after Amendment No. 1 superseded the original filing on 5 October.
The PRA's CP13/26, proposing automatic indexation of 128 regulatory thresholds, closes on 7 February 2027, but its first indexation update does not operate until 1 July 2031.
The ECB plans a digital euro pilot using real transactions in 2027 and rollout from 2029, both contingent on EU legislation the ECB hopes will be adopted by year-end.

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Regulus Weekend Edition Source document ↗

Global Regulus Weekend Edition Prudential & Capital ✓ 30 claims 25 Oct 2026

Cyber rules bind now while PRA and ECB relief waits until 2031 and 2029

The week split cleanly in two: obligations that strip firms of discretion landed immediately, led by the OCC's two-hour cyber reporting clock and an FBI order to patch or disconnect, while the relief that drew the headlines, PRA threshold indexation and the ECB digital euro, was dated to 2031, 2029 or a Brussels vote. Four US comment windows close by December. A $36.9m laundering case sharpened a stablecoin on-ramp lesson.

OCC's SR-OCC-2026-010 sets a firm two-hour cyber notification deadline for clearing members, removes self-assessment language and lets OCC disconnect a member or its third-party service provider.
The FBI's IC3 issued a formal PSA on two PHP core flaws, CVE-2026-109618 and CVE-2026-109619, telling firms to patch immediately or take affected systems offline.
The PRA's CP13/26 would index 128 regulatory thresholds to nominal GDP but does not make its first update until 1 July 2031; the consultation closes 7 February 2027.
Four US comment windows close in sequence: Cboe BZX's IEX fee on 3 November, CMESC's default rule on 12 November, the State Department's PHFFA collection on 25 November and Treasury's garnishment notice on 28 December.
DOJ arraigned Zheng Zhao over a scheme that routed more than $36.9m through a single Deltec Bank account, converted to Tether and sent to a Cambodia-controlled wallet, with 174 US victims.

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ECB Banking Supervision Source document ↗

European Union ECB Banking Supervision Prudential & Capital ✓ 28 claims 23 Oct 2026

ECB supervisor says output floor and Single Rulebook must survive simplification push

An ECB Supervisory Board member discusses rising global interest rates, sovereign bond exposure and the EU's bank competitiveness debate. Relevant for compliance and government affairs teams tracking how the ECB will position itself on Basel output floor calibration and any move to tailor capital rules by bank size.

Montagner says sovereign bonds account for around 9% of euro area banks' total assets.
He states banks are under no obligation to sell sovereign bond holdings even as values fall.
He says current bank capital is mainly Common Equity Tier 1, unlike 2008 when it was largely subordinated debt.
He supports preserving the Basel output floor's role even if its calibration is reassessed, as proposed by the European Commission.
He says the ECB will always favour retaining a Single Rulebook rather than tailoring capital rules by bank size.

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Bank of England Source document ↗

United Kingdom Bank of England Prudential & Capital ✓ 14 claims 23 Oct 2026

PRA proposes 128 regulatory thresholds track nominal GDP automatically

The PRA has opened a consultation proposing that 128 thresholds across banking, insurance and credit unions rise automatically in line with nominal GDP, rather than through manual updates. This affects which rules apply to firms and what they must report, with the first change set for 2031.

The PRA proposes that 128 thresholds across banking, insurance and credit unions increase automatically with nominal GDP.
The largest in-scope threshold is £320 billion in total assets for detailed capital reporting; the smallest is £7,500 covering amounts owed to a credit union by an individual.
The first automatic update would take place on 1 July 2031, with further updates every five years thereafter.
The PRA selected nominal UK GDP, published by the Office for National Statistics, as the indexation metric over measures such as the Consumer Price Index or real GDP growth.
The consultation opens 7 October 2026 and closes 7 February 2027, with some thresholds excluded and instead addressed in a parallel discussion paper under Section 4 of CP13/26.

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BIS Press Releases Source document ↗

United States BIS Press Releases Prudential & Capital ✓ 14 claims 23 Oct 2026

Fed to restructure bank supervision into five regions, scrap committee layers

Federal Reserve Vice Chair for Supervision Michelle Bowman set out plans to overhaul the Fed's bank supervisory structure, replacing a committee-heavy system with five accountable regions aligned to state boundaries. The speech also covers pending CAMELS rating revisions, Regulation O changes and asset threshold indexing. Compliance teams at supervised banks should track the regional realignment and CAMELS changes for direct effects on examination contacts and ratings methodology.

The Federal Reserve will realign its supervisory function into five regions based on state boundaries rather than existing Reserve Bank districts.
Each region will have a single regional leader accountable for all supervisory activity, with examiners remaining in current Reserve Bank locations.
The FFIEC is finalizing CAMELS rating revisions so the Management ('M') rating no longer singularly drives the composite rating.
In July 2026 the Board proposed revisions to Regulation O, which has not been comprehensively updated since 1979.
Later this year the Board will consider updates to fixed-dollar asset thresholds, with a mechanism to adjust them every five years, and broader changes to the large bank tailoring framework.

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OCC Bulletins Source document ↗

United States OCC Bulletins Prudential & Capital ✓ 14 claims 23 Oct 2026

OCC publishes fall 2026 interest rate risk statistics, adds two downward shock scenarios

The OCC has released the fall 2026 edition of its Interest Rate Risk Statistics Report, drawn from examinations of supervised midsize and community banks and federal savings associations. The edition adds two new downward parallel rate shock scenarios and their policy risk limits. The data is informational only and sets no suggested limits, but the new scenarios tell treasury teams where the examiner lens is widening.

The fall 2026 report draws on interest rate risk data from OCC examinations of supervised midsize and community banks and federal savings associations.
The edition adds minus 400 and minus 300 basis point parallel rate shock scenarios for earnings at risk and economic value of equity, plus their corresponding policy risk limits.
Statistics are presented for all supervised banks with reported data, and broken out by asset size and by charter type.
The OCC states the data is informational only and does not represent suggested limits or exposures.
The bulletin rescinds OCC Bulletin 2026-14, which transmitted the spring 2026 report.

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BIS Press Releases Source document ↗

Global BIS Press Releases Prudential & Capital ✓ 13 claims 23 Oct 2026

BIS working paper links oil discoveries to inflation under fixed exchange rates

This BIS Working Paper (No. 1389) examines whether news of future income, specifically large oil and gas discoveries, moves current inflation before any extraction begins. It matters to macro policy teams because it identifies exchange rate flexibility as the variable that determines whether such news shocks become domestic inflation.

The dataset covers 1,309 large oil and gas discoveries across 79 economies from 1980 to 2019.
The study restricts its sample to discoveries with realised production lags of at least five years to isolate anticipation effects.
About half of the total increase in core consumer prices occurs before extraction begins.
Inflation rises mainly under inflexible exchange rate regimes but is largely absent under flexible regimes.
The current account initially worsens as domestic demand increases, then turns to surplus once new oil production begins.

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BIS Press Releases Source document ↗

Global BIS Press Releases Prudential & Capital ✓ 10 claims 23 Oct 2026

CPMI and IOSCO finalise guidance on FMI general business risk and losses

CPMI and IOSCO have published final guidance supplementing the Principles for Financial Market Infrastructures, addressing how FMIs should identify and fund against general business losses. The report follows a 2025 consultation and a Level 3 assessment that found gaps in how FMIs apply Principle 15. Relevant for FMI boards, risk officers and resolution authorities overseeing recovery and wind-down planning.

CPMI and IOSCO published a final report on FMIs' management of general business risks and general business losses on 14 October 2026.
The report provides supplemental guidance to the CPMI-IOSCO Principles for Financial Market Infrastructures covering identification, monitoring and governance of general business risk.
It sets guidance on determining the minimum amount of liquid net assets funded by equity that FMIs should hold against potential general business losses.
The final report builds on a consultative report on general business losses published in November 2025.
It incorporates findings from a Level 3 assessment report on implementation of PFMI Principle 15, which identified issues in FMIs' management of general business risk and their liquid net assets funded by equity.

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FCA Source document ↗

United Kingdom FCA Prudential & Capital ✓ 20 claims 23 Oct 2026

FCA chair calls for cross-border testing of cloud and AI risks to finance

In a lecture honouring the late Michael D. Gill, FCA Chair Ashley Alder argues that financial risk now travels across firms, sectors and borders faster than regulators built in silos can track. He sets out why the UK's Critical Third Parties Regime, supervisory intelligence-sharing and joint crisis exercises need to expand internationally. Relevant for firms watching how operational resilience obligations may extend beyond financial services.

The FCA, Bank of England and Prudential Regulation Authority's Critical Third Parties Regime currently covers major cloud computing providers, marking the first time UK financial regulators have extended reach outside the financial sector.
The FCA hosted a financial crime conference this year with more than 400 attendees from government, regulators, industry, professional bodies and tech firms.
The UK participated in a G7 cyber crisis simulation exercise earlier this year to test cross-border coordination during a major incident.
The Global Financial Innovation Network, which Alder says the FCA is leading on a quantum toolkit due next month, draws on insights from 25 members including US regulators.
The FCA is working with the Monetary Authority of Singapore to develop tools supporting safe, responsible AI adoption.

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Federal Register — Federal Reserve Source document ↗

United States Federal Register — Federal Reserve Prudential & Capital ✓ 13 claims 23 Oct 2026

Fed invites comment on Security Bancshares bid to add lending activities

The Federal Reserve has published a routine section 4 notice flagging that Security Bancshares Corporation of Wewoka, Oklahoma, intends to engage in nonbanking activities permitted under Regulation Y. The notice opens a short public comment window and names the Reserve Bank handling the filing. It is brief, but it is the formal point at which interested persons can contest whether the proposal meets the statutory standards.

Security Bancshares Corporation, Wewoka, Oklahoma, proposes to engage in lending activities under section 225.28(b)(1) of Regulation Y and to acquire debt in default under section 225.28(b)(vii).
Written comments on whether the proposal complies with section 4 of the BHC Act must be received no later than November 9, 2026.
The Federal Reserve Bank of Kansas City is the Reserve Bank handling the filing, with comments accepted by email at KCApplicationComments@kc.frb.org.
Comments received are subject to public disclosure and will be made available without change, including any identifying information.

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ECB Banking Supervision Source document ↗

European Union ECB Banking Supervision Prudential & Capital ✓ 19 claims 23 Oct 2026

ECB supervisor urges system-wide stress tests to catch AI financing risks

A keynote from the ECB Supervisory Board member responsible for stress testing sets out how the framework is evolving beyond bank-only, scenario-based exercises toward system-wide and exploratory tools. It matters because it signals where ECB and ESRB stress-testing priorities, and future data requests to banks, are heading over the next two years.

The ESRB has launched a project to develop a desktop-based system-wide stress test by 2028, building on recommendations of its High-Level Group.
The 2026 reverse stress test on geopolitical risk asked banks to design scenarios depleting at least 300 basis points of their CET1 ratios.
The exercise found some banks' risk assessments lacked granularity and that certain mitigating management actions were not credible once replicated across institutions.
The ECB's 2025 macroprudential stress test extension used a top-down system-wide model to examine contagion between banks, investment funds and insurance corporations.
The speech cites the Bank of England's system-wide exploratory scenarios and the first French system-wide stress test, run jointly by the Banque de France, ACPR and AMF, as comparable precedents.

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Federal Register — FDIC Source document ↗

United States Federal Register — FDIC Prudential & Capital ✓ 12 claims 23 Oct 2026

FDIC reopens comment on Volcker Rule paperwork burden, no changes proposed

A routine Paperwork Reduction Act renewal notice from the FDIC covering its Volcker Rule information collection under 12 CFR part 351. No substantive or methodological changes are proposed. Compliance teams at covered state nonmember banks and state savings associations should note the comment deadline and the burden estimate, which has fallen slightly from the previous cycle.

Comments on the renewal must be submitted to the FDIC on or before November 13, 2026.
The prior 60-day comment period, published July 31, 2026, drew no comments.
Total estimated annual burden for the collection is 3,815 hours, down 234 hours from the previous renewal.
The collection applies to FDIC-supervised insured depository institutions subject to 12 CFR part 351, excluding those with total consolidated assets of $10 billion or less and trading assets and liabilities of five percent or less of total consolidated assets.
The FDIC states there is no change in the substance or methodology of the information collection.

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NIST — cybersecurity and identity updates Source document ↗

United States NIST — cybersecurity and identity updates Prudential & Capital ✓ 17 claims 23 Oct 2026

NIST opens Cybersecurity Career Week, October 19-24, 2026

NIST's cybersecurity insights blog announces Cybersecurity Career Week, a workforce-awareness campaign rather than a rule or supervisory action. It lists a schedule of webinars, an in-person NCCoE event and a social media challenge aimed at people considering cybersecurity careers, plus pointers to the NICE Framework and CyberSeek tools.

Cybersecurity Career Week, led by NIST's NICE Program, runs October 19-24, 2026.
A webinar titled "Networking Like a Leader" is scheduled for October 14, 2026 from 1:00-2:00 PM ET.
The NCCoE is hosting an in-person Cybersecurity Connections event on October 15, 2026 from 11:00 AM-1:30 PM ET.
A six-day #mycyberjob media challenge runs across X, Instagram, Facebook and LinkedIn from October 19-24, 2026.
Additional webinars on breaking into cybersecurity and student career pathways are scheduled for October 20 and October 21, 2026.

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Federal Register — NCUA Source document ↗

United States Federal Register — NCUA Prudential & Capital ✓ 15 claims 23 Oct 2026

NCUA proposes rolling back 2019 fidelity bond board oversight rules

NCUA is proposing to unwind several procedural requirements it added in 2019 for fidelity bond and insurance coverage at federally insured credit unions and corporate credit unions. The rule touches board approval processes, signatory rotation, bond form expiration, and minimum coverage formulas. Compliance officers at FICUs should read this now because the comment window closes December 14, 2026, and the changes affect who signs off on bond purchases.

Comments on the proposed rule are due on or before December 14, 2026, under docket number NCUA-2026-1882.
The proposal would remove the 2019 requirement that a FICU's full board review all fidelity bond purchase or renewal applications, allowing delegation to an individual board or supervisory/audit committee member.
It would eliminate the 2019 rotation requirement barring the same board member from signing consecutive bond renewal agreements.
Section 713.4(d), which imposes an automatic 10-year expiration on NCUA-approved bond forms, would be eliminated in its entirety.
The Board proposes removing paragraphs (b) and (c) of Section 713.5, which contain advisory "should purchase" language and a formula tying additional coverage to daily cash on hand or money in transit.

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Federal Register — NCUA Source document ↗

United States Federal Register — NCUA Prudential & Capital ✓ 17 claims 23 Oct 2026

NCUA proposes to finalize pandemic-era Central Liquidity Facility rule changes

NCUA is proposing to permanently adopt liquidity-access changes it made on an interim basis during the COVID-19 pandemic, while cleaning up provisions that have since lapsed under the CARES Act and the Consolidated Appropriations Act. The rule also trims documentation requirements for federally insured credit unions and adjusts capital stock subscription timing. Compliance and treasury teams at member credit unions should read this now rather than wait for the final rule.

Comments on the proposed rule, docket NCUA-2026-1889, must be received by December 14, 2026.
The proposal would permanently remove the six-month waiting period for new regular members to obtain CLF advances, a change first made by the April 29, 2020 interim final rule.
Federally insured natural-person and corporate credit unions would no longer need to submit financial reports, charters and bylaws with CLF membership applications, since the CLF already obtains these through NCUA examinations.
Non-federally insured credit unions not otherwise subject to NCUA examination would still have to provide financial reports and other information to the CLF to establish their financial condition.
The Board received 15 comments on the two interim final rules, all of which supported the changes made.

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Federal Register — Federal Reserve Source document ↗

United States Federal Register — Federal Reserve Prudential & Capital ✓ 14 claims 22 Oct 2026

Fed posts change-in-control notice for Missouri's Midwest Regional Bancorp

The Federal Reserve has published a Change in Bank Control Act notice covering a family group seeking to acquire voting shares of Midwest Regional Bancorp, Inc. of Festus, Missouri, and indirectly its bank subsidiary. The notice sets a comment deadline and routes filings through the Federal Reserve Bank of St. Louis. It is a procedural publication, but it marks the start of the public clock.

The notice is filed under the Change in Bank Control Act (12 U.S.C. 1817(j)) and section 225.41 of Regulation Y (12 CFR 225.41).
The group acting in concert proposes to acquire voting shares of Midwest Regional Bancorp, Inc., Festus, Missouri, and indirectly Midwest Regional Bank, Clayton, Missouri.
Written comments on the standards in paragraph 7 of the Act must be received no later than October 30, 2026.
The applicants include two Bender family revocable living trusts, seven named individuals, and JJB Capital, LLC, with the filing routed through the Federal Reserve Bank of St. Louis.

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Federal Register — NCUA Source document ↗

United States Federal Register — NCUA Prudential & Capital ✓ 22 claims 22 Oct 2026

NCUA seeks comment on renewing five credit union reporting collections

The NCUA has published a Paperwork Reduction Act notice covering the renewal of five existing information collections it intends to submit to OMB for clearance. The filings span capital planning, supervisory stress testing, loan participation, the Central Liquidity Facility and premises rules. None is a new obligation, but the notice fixes the agency's burden estimates and opens a comment window that closes on December 21, 2026.

Comments on all five collections are due by December 21, 2026, after which the requests go to OMB for clearance.
Each collection is an extension of a previously approved collection, not a new requirement.
Capital planning and stress testing (12 CFR 702-E) carries the highest estimated annual burden at 11,710 hours; loan participation (701.22) is estimated at 2,916 hours.
Capital planning and stress testing rules apply to federally insured credit unions reporting $10 billion or more in assets on their March 31 Call Report, with plans due to NCUA by March 31 each year.
Supervisory stress test tiers run from Tier I ($10bn to under $15bn) through Tier III ($20bn or more), with Tier II and III credit unions required to conduct the tests.

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Bank of Russia Source document ↗

Bank of Russia Prudential & Capital ✓ 14 claims 22 Oct 2026

Bank of Russia revokes licence of NCO Taidon over missed mandatory payments

The Bank of Russia has withdrawn the banking licence of NCO Taidon LLC, a small non-bank credit organisation in Kemerovo, citing poor asset quality and insolvency. The regulator installed a provisional administrator the same day. This item sets out the stated grounds, the statutory basis and the immediate consequences for a reader tracking Russian prudential actions.

The Bank of Russia revoked NCO Taidon LLC's licence by Order No. OD-1864 dated 22 October 2026 under Clause 4 of Part 2 of Article 20 of the Federal Law 'On Banks and Banking Activities'.
The regulator acted on the basis that the institution failed to make mandatory payments for longer than 14 days and had become insolvent.
NCO Taidon LLC ranked 355th by assets in the Russian banking system according to financial statements as of 1 October 2026.
By Order No. OD-1865 the Bank of Russia appointed a provisional administrator until a receiver or liquidator is appointed, and under federal laws the powers of the executive bodies were suspended.

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FCA Source document ↗

United Kingdom FCA Prudential & Capital ✓ 16 claims 22 Oct 2026

ePayments Systems enters special administration, FCA confirms

The FCA confirms e-money firm ePayments Systems Limited has entered special administration, a regime designed to prioritise returning customer funds quickly. This covers who is now responsible, what protections apply, and why FSCS compensation does not cover this case.

EPS entered special administration on 15 October 2026 under the Payment and Electronic Money Institution Insolvency Regulations 2021.
Mark Boast and Allister Manson of Opus Restructuring LLP were appointed joint special administrators.
The FSCS does not cover payment services, so EPS customers have no compensation scheme protection for these funds.
The special administrators will assess all funds held by the firm to confirm the current safeguarding position.
The FCA states EPS remains FCA-authorised and subject to its rules throughout the administration.

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Federal Register — SEC Source document ↗

United States Federal Register — SEC Prudential & Capital ✓ 19 claims 22 Oct 2026

SEC approves CMESC rule change making its liquidity facility agreement automatic

The SEC has approved a proposed rule change by CME Securities Clearing Inc. (CMESC) reworking the mechanics of its Capped Liquidity Facility, the tool it uses to meet intraday and multiday settlement obligations under Rule 17ad-22(e)(7). Clearing members and their compliance teams should understand how the facility's contractual basis and calculation methodology are changing, even though CMESC says the underlying sizing methodology is unchanged.

CMESC's proposed rule change SR-CMESC-2026-008 was filed August 21, 2026, published for comment September 3, 2026, and approved by the SEC on October 13, 2026.
Each Member will become party to a CLF Master Repurchase Agreement automatically by operation of Rule 410(a), eliminating the requirement to separately execute the agreement.
The CLF MRA will incorporate the SIFMA Master Repurchase Agreement (September 1996 version), excluding its annexes, and the CLF MRA will govern in the event of any inconsistency.
New Members must provide CMESC with projected volumes and sizes of Eligible Securities Transactions to support calculation of their Allocated CLF Amount during an initial ramp-up phase.
CMESC states the amendments do not change the existing methodology or formulae used to size the CLF or calculate each Member's Allocated CLF Amount.

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BIS Press Releases Source document ↗

United States BIS Press Releases Prudential & Capital ✓ 13 claims 22 Oct 2026

Fed's Bowman says BCBS and FSB echoed flawed reports on SVB failure

Fed Vice Chair for Supervision Michelle Bowman uses a Bangkok speech to detail findings from an independent review of Silicon Valley Bank's 2023 collapse, arguing supervisory failures stemmed from unclear accountability rather than social media or regulatory tailoring, and criticising the BCBS and FSB for relying on earlier, incomplete reports.

The independent review found supervisors knew about SVB's exposure to interest rate and liquidity risk at least nine months before the FDIC took the bank into receivership.
SVB had 54 matters requiring attention or immediate attention between 2019 and its failure, and none required the bank to address its core financial risks.
The review found the BCBS and FSB took language nearly verbatim from earlier US reports that were not based on complete or accurate information.
The Fed is considering changes including clearer decision rights for examiners, direct escalation channels to senior supervision leadership, and more direct allocation of authority between the Board and Reserve Bank staff.
The Board published a Statement of Supervisory Operating Principles in fall 2025 and has since refined it to incorporate lessons from the independent review.

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European Central Bank Source document ↗

Global European Central Bank Prudential & Capital ✓ 20 claims 21 Oct 2026

ECB's Lane sets out widened EUREP repo facility ahead of Q4 2026 go-live

Executive Board member Philip Lane used a Shanghai speech to lay out how the ECB's enhanced Eurosystem repo facility for central banks, EUREP, and its swap lines fit together as tools for managing euro liquidity abroad. The speech matters for anyone tracking how central banks outside the euro area can access euro funding and what that means for sovereign and supranational bond markets.

The maximum EUREP line size per individual central bank is €50 billion, with transaction maturities ranging from one day to one week and extendable.
Loans under EUREP are priced at the main refinancing operations rate plus a spread set by the Governing Council to preserve the facility's backstop character.
More than thirty central banks have expressed interest in EUREP in the past six months, and onboarding of the first foreign central banks was completed at the beginning of October.
Onboarded central banks will be able to draw from the facility as of the fourth quarter of 2026.
Standing access applies in principle to all central banks unless excluded on grounds including money laundering, terrorist financing or international sanctions.

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Financial Stability Board Source document ↗

Global Financial Stability Board Prudential & Capital ✓ 20 claims 21 Oct 2026

FSB says just one in five members fully meet bank resolution funding rules

An FSB Secretary General speech to G20 context surveys AI adoption, stablecoin oversight and regulatory modernisation, but the hardest fact is a peer review finding on resolution funding. Compliance and resolution planning teams should note the implementation gap flagged and the parallel publications on AI practices and stablecoin monitoring referenced alongside it.

Only one in five FSB member jurisdictions is fully compliant with the FSB's policies on temporary public sector funding for banks in resolution.
Approximately half of FSB member jurisdictions have material gaps in implementing these backstop funding mechanisms, per the Peer Review Report on Public Sector Backstop Funding Mechanisms.
The FSB published its Sound Practices for Responsible Adoption of AI, comprising twelve practices described as a flexible toolkit rather than minimum standards.
A consultation report setting out eight principles for modernising regulatory and supervisory frameworks will be finalised in 2027 after further stakeholder engagement.
The FSB submitted a summary of its ongoing stablecoin cross-border vulnerability work to the G20, building on 2023 high-level recommendations and a 2025 thematic peer review.

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American Bankers Association — newsroom Source document ↗

United States American Bankers Association — newsroom Prudential & Capital ✓ 18 claims 20 Oct 2026

Dime Commercial to Buy ES Bancshares for $58 Million; TexasBank Parent Buys Haskell Bancshares

ABA Banking Journal reports two separate community bank acquisitions announced this week: Dime Commercial Bancshares' purchase of ES Bancshares in New York, and Texas Banc Financial's purchase of Haskell Bancshares in Texas. The item gives deal size, pricing and expected closing timelines for the New York transaction, with fewer details disclosed for the Texas deal.

Dime Commercial Bancshares will pay $58 million in cash and stock for ES Bancshares, parent of the $596 million-asset Empire State Bank.
The ES Bancshares deal prices the target at 109% of tangible book value and is expected to close in the first quarter.
Texas Banc Financial, the $2.5 billion-asset parent of TexasBank, has agreed to buy Haskell Bancshares, parent of the $72.6 million-asset Haskell National Bank.
The Texas Banc Financial deal is expected to close by early next year; the purchase price was not disclosed.

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Deutsche Bundesbank — speeches Source document ↗

European Union Deutsche Bundesbank — speeches Prudential & Capital ✓ 21 claims 20 Oct 2026

Bundesbank's Theurer calls on EU to stop capital counting toward buffers and MREL at once

Michael Theurer, writing for the Deutsche Bundesbank in a guest contribution to The Banker, argues that EU bank capital rules let the same capital count twice, toward macroprudential buffers and toward MREL, so releasing a buffer in a crisis frees little real headroom. The piece calls for legislative change to separate the two functions and backs implementing the Basel output floor as planned. Worth your time if you track capital stack design or resolution planning.

Theurer argues capital held for macroprudential buffers should not also count toward MREL, so that releasing a buffer creates genuine usable headroom in a crisis.
He acknowledges removing this double-counting would require changes to EU legislation and could affect banks' capital needs, possibly requiring a recalibration of the broader set of requirements.
He states the reform's objective is not to increase overall capital requirements but to organise the framework more coherently so buffers are usable when needed.
He calls on the EU to implement the Basel output floor as planned, saying it reduces the extent to which parallel unweighted requirements become binding when buffers are released.
The contribution says the limited usability of buffers is material for European banks, citing reports by the ECB and the European Systemic Risk Board.

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