The Deutsche Bundesbank (BBk) published Circular Nr. 87/2018 clarifying the counterparty risk data and counterparty default data to be reported for its analytical credit datasets (AnaCredit), depending on whether the credit institution calculates counterparty risk requirements exclusively in accordance with the standardised approach for credit risk (SA-CR) or has permission to use the internal-ratings-based approach (IRBA).
The European Central Bank (ECB) is planning a comprehensive assessment, made up of an asset quality review (AQR) and a stress test, of six Bulgarian banks (UniCredit Bulbank AD, DSK Bank EAD, United Bulgarian Bank AD, First Investment Bank AD, Central Cooperative Bank AD, and Investbank AD) in response to Bulgaria’s request from 18 July 2018 to establish close cooperation with the ECB.
The Single Resolution Board (SRB) published an updated version (2.7.1) of the Excel template for the liability data report (LDR).
The ECB revised its guides regarding institutions’ internal capital and liquidity adequacy assessment processes (ICAAPs and ILAAPs).