The European Central Bank (ECB) is addressing the high levels of non-performing loans (NPL) by setting bank-specific regulatory expectations for risk provisions for NPLs.
In Circular No. 33/2018 from 23 April 2018, the BBk informed that some of the validation rules, including Completeness – counterparty reference dataset and Completeness – credit relevant datasets, are deactivated in the pilot phase of the credit data.
The Basel Committee on Banking Supervision (BCBS) published the Global systemically important banks (G-SIB) revised assessment methodology and the higher loss absorbency requirement.
The Implementing Technical Standards (ITS) by the European Banking Authority (EBA) include all benchmarking portfolios that will be used for the 2019 benchmarking exercise.