CRDV and CRRII
The European Commission has released a combined package of proposals covering the review of the Capital Requirements Directive/Regulation (CRD/R). The package complements and builds on the existing European prudential framework set out in CRD IV/CRR.
The new CRD V/CRR II proposals introduce the Net Stable Funding Ratio (NSFR) and the Leverage Ratio as binding requirements for EU banks. The package also includes the implementation of Total Loss Absorbing Capacity (TLAC) for EU G-SIBs, as well as a number of other Basel standards - including a new framework for market risk capital requirements.
AFME’s positions on the various elements of the CRDV/CRRII package can be found below, along with non-technical papers providing an overview of the key issues at stake and our recommendations in an easily understandable way.
AFME POSITIONS ON
- AFME's NSFR and implications for Equity Markets - click here
- AFME's Why the FRTB matters for EU capital markets flyer - click here
- AFME's SA-CCR shortcomings and untested impacts flyer - click here
- AFME's Member Briefing Note on Key Issues under the CRD5/CRR2 Proposals - click here
Véronique Ormezzano, Chair
Joe Traynor, Vice-Chair
J.P. Morgan Chase Bank, NA
Bank of America Merrill Lynch
Ana Rubio Gonzalez
Crédit Agricole S.A.
Deutsche Bank AG
Goldman Sachs Asset Management International
Intesa Sanpaolo SpA
Lloyds Banking Group
Morgan Stanley & Co. International plc
Myriam Le Maoult
Gloria Hervas Ortega
Barbara Sillac Gavanou
Standard Chartered Bank
UniCredit Bank AG