20211109_LargeModelST
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Prudential policies<br />
• CRDIV capital buffers incl. CCyB, CCB, SRB, O-SII/G-SII<br />
• Pillar I and Pillar II soft and hard supervisory requirements (P2R, P2G)<br />
• Profit distribution restrictions<br />
• Regulatory changes with macroprudential relevance:<br />
2017Q4<br />
Announcement<br />
of Basel III<br />
finalization with<br />
the introduction<br />
year 2021<br />
2018Q1<br />
NPL Guidance:<br />
supervisory<br />
expectations<br />
for new NPLs<br />
2018Q3<br />
NPL Guidance:<br />
supervisory<br />
expectations<br />
for legacy<br />
NPLs<br />
2020Q1<br />
Release of<br />
Pilar II buffers<br />
and the frontloading<br />
of<br />
CRD5/CRR2<br />
changes<br />
2020Q2<br />
Postponement<br />
of Basel III<br />
finalization until<br />
2022<br />
• Modification of RW incl. floors<br />
• Output floor<br />
• GSII leverage buffer<br />
• Loan-loss provisioning<br />
• Covid-19 mitigation policies with significant impact on banks’ balance sheets*: public<br />
guarantees and moratoria<br />
* Budnik, K et al. (2021) “Policies in support of lending following the Covid-19<br />
pandemic”, ECB Occasional Paper, May<br />
11<br />
www.ecb.europa.eu ©