Regulatory Glossary

This glossary contains terms and abbreviations in the field of regulatory reporting. It should help you to get a quick and general overview of the respective terms.

MaRisk Mindestanforderungen für das Risikomanagement (Minimum Requirements for Risk Management)

The Minimum Requirements for Risk Management (German: Mindestanforderungen für das Risikomanagement; MaRisk) are a national German administrative order published by the Federal Financial Supervisory Authority (BaFin) on December 20, 2005. They refer to §25 of the German Banking Act (KWG) and support the direct transposition of Pillar II of Basel II and Basel III.

Link to the Bundesbank's website

Market Risk

The Market Risk is the risk of financial losses such as interest and share price risks of the trading book, raw material risks, foreign currency risks as well as other risks.

Link to the EBA's website

MaSan Mindestanforderungen an die Ausgestaltung von Sanierungsplänen (Minimum Requirements for Defining Recovery Plans)

The Minimum Requirements for Defining Recovery Plans (German: Mindestanforderungen an die Ausgestaltung von Sanierungsplänen; MaSan) are a national German regulation based on §47 of the German Banking Act (KWG) and deal with the defining of recovery plans for financial institutions potentially endangering the system in Germany to enforce their resistance.

MCLE Measuring and Controlling Large Exposure

The framework for Measuring and Controlling Large Exposure (MCLE) is a standard from the Basel Committee on Banking Supervision (BCBS). It is the harmonized regulation for Large Exposure (LE), where all of the basics for this topic such as exposure value, receivables classes or regulations for Large Exposures of Global Systemically Important Banks (G-SIBs) are determined.

Link to the framework

MiFID Markets in Financial Instruments Directive

The Markets in Financial Instruments Directive (MiFID) is an extension of the national regulations for the processing of financial services by the EU. Key points are regulations concerning investor protection, higher transparency for financial markets as well as the integrity of financial services providers.

Link to the EC's website

MiFID II Second Markets in Financial Instruments Directive

The second Directive on Markets in Financial Instruments (MiFID II) is a revision of the original Markets in Financial Instruments Directive (MiFID). MiFID II was published in tandem with the Regulation on Markets for Financial Instruments (MiFIR).

MiFIR Markets in Financial Instruments Regulation

The Financial Markets Regulation (MiFIR) was introduced at the same time as the second Markets in Financial Instruments Directive (MiFID II) and is a detailed revision of the Markets in Financial Instruments Directive (MiFID). In contrast to MiFID, MiFIR is a regulation and thus valid directly across the EU, without having to first be implemented by the member states.

MMSR Money Market Statistical Reporting

The Money Market Statistical Reporting (MMSR) is a comprehensive survey of the properties and functions of the European money market. Since April 2016 all statistical data in EUR transacted money market transactions have been collected daily. The objective is to receive broader information about money market activities and conditions in the European Monetary Union.

Link to BearingPoint's topic page

Link to the ECB's website

MonAWV Monatsausweisverordnung (German Monthly Returns Regulation)

The German Monthly Returns Regulation (German: Monatsausweisverordnung; MonAWV) provides for monthly reportings of asset status, profit and loss account.

MREL The Minimum Requirement for Own Funds and Eligible Liabilities

The Minimum Requirement for Own Funds and Eligible Liabilities (MREL) are part of the Single Resolution Mechanism (SRM) and the Bank Recovery and Resolution Directive (BRRD). Complex institutions should maintain enough liabilities to be resolved without the use of public tax money in the case of a threat to their continued existence. The level of this rate is individually determined for each institution and should ensure, that institutions with a similar risk profile, size and business model have comparable MREL rates in all EU countries. The Total Loss-Absorbing Capacity (TLAC) is also interesting while considering the MREL.

Link to BearingPoint's topic page

Link to the EBA's Website

MTILM Monitoring Tools for Intraday Liquidity Management

The Monitoring Tools for Intraday Liquidity Management (MTILM) are a quantitative reporting requirement from the Basel Committee on Banking Supervision (BCBS) in terms of liquidity in- and outflows within a business day as well as the available liquidity sources in the beginning of a business day for internationally active banks.

Link to the BCBS' website

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