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Macroprudential Bulletin

Our Macroprudential Bulletin provides insight into the work we are currently doing in the field of macroprudential policy. Our goal is to raise awareness of macroprudential policy issues in the euro area by making our ongoing work and thinking in this field more transparent, and to encourage broader discussion on these key issues.

We aren’t trying to be transparent about our work just for the sake of it. This is also an opportunity to invite you to share your views with us by sending your feedback to ecb.macroprudential.bulletin@ecb.europa.eu. You can also send us an email if you want to be notified about future issues of the Macroprudential Bulletin.

December 2023

Issue 23

Recent highlights in EU banking regulation

Sound banking regulation is key for the euro area banking system’s resilience. Important areas covered in this edition range from G-SIB window dressing, crisis management, liquidity and macroprudential space, to the crucial milestone of implementing the final Basel III standards.

Articles

Policy options for addressing window dressing of very large global banks

Abundant evidence exists for window dressing and seasonality of data that global systemically important banks report at the end of the year. Such behaviour can distort appropriate risk measurement and capital requirements. Alternative data reporting requirements are proposed.

Find out more about window dressing

An opportunity to review and improve the EU’s bank crisis management framework

Key areas for improving the European crisis management framework for banks relate to the crisis management options for small and medium-sized banks as well as preparedness for systemic crises. The European Commission’s reform proposal represents an opportunity to implement the lessons learned over the last decade.

More on the EU’s bank crisis management framework

In focus

Key elements of the EU’s implementation of the final Basel III reforms

Financial regulation is an important tool to mitigate risks. This box reviews the final 2017 Basel III reforms, explains the main elements and their objectives, and briefly summarises the EU’s Banking Package which implements these reforms in the EU.

Read more about the final Basel III reforms

Reviewing regulatory deposit run-off assumptions for euro area banks

The March banking turmoil has raised questions about the design and calibration of the Basel framework’s liquidity coverage ratio. For institutions covered by ECB banking supervision, the March events have not resulted in significantly higher outflow rates for institutions covered by ECB banking supervision.

Read more about the liquidity coverage ratio

An indicator of effective macroprudential space

Releasable capital buffers are a tool to create macroprudential space. However, if banks use such capital to also meet other requirements, buffer releases might be ineffective. This box presents a comprehensive indicator of macroprudential space that accounts for this aspect.

Read more about the effective macroprudential space

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