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Cards Wire 11 segments
3:20
BUND 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
0:15
SSM 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.
Source document
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ECB 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.
Source document
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BIS 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.
Source document
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NCUA 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.
Source document
0:15
SSM 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.
Source document
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BIS 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.
Source document
0:15
DBS 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.
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
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
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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