Implementation of ESRB recommendations
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ESRB/2011/1
- Recommendation of the European Systemic Risk Board of 21 September 2011 on lending in foreign currencies
- Assessment of the implementation of Recommendation ESRB/2011/1
Overall assessment ESRB/2011/1 Recommendation on lending in foreign currencies Largely compliant (LC) Sub-recommendation Name Grade A Risk awareness of borrowers LC B Creditworthiness of borrowers LC C Credit growth induced by foreign currency lending Inaction sufficiently explained (SE) D Internal risk management
SE E Capital requirements SE F Liquidity and funding LC G Reciprocity SE -
ESRB/2011/2
- Recommendation of the European Systemic Risk Board of 22 December 2011 on US dollar denominated funding of credit institutions
- Assesment of the implementation of Recommmendation ESRB/2011/2
Overall assessment ESRB/2011/2 Recommendation on US dollar denominated funding of credit institutions Inaction sufficiently explained (SE) Sub-recommendation Name Grade A Monitoring of US dollar funding and liquidity SE B Contingency funding plans SE -
ESRB/2011/3
- Recommendation of the European Systemic Risk Board of 22 December 2011 on the macro-prudential mandate of national authorities
- Assesment of the implementation of Recommendation ESRB/2011/3
Overall assessment ESRB/2011/3 Recommendation on the macro-prudential mandate of national authorities Fully compliant (FC) Sub-recommendation Name Grade A Objective FC B Institutional arrangements FC C Tasks, powers, instruments FC D Transparency and responsibility FC E Independence FC - ESRB/2012/1
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ESRB/2012/2
- Recommendation of the European Systemic Risk Board of 20 December 2012 on funding of credit institutions
- Assessment of the implementation of Recommrnfstion ESRB/2012/2
Overall assessment ESRB/2012/2 Recommendation on funding of credit institutions Fully compliant (FC) Sub-recommendation Name Grade A Monitoring and assessment of funding risks and funding risk management by supervisors FC B Risk management of asset encumbrance by institutions FC C Monitoring of asset encumbrance by supervisors Largely compliant (LC) E Covered bonds and other instruments that generate encumbrance FC Note: Addressee of sub-recommendation D is EBA – European Banking Authority.
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ESRB/2013/1
- Recommendation of the European Systemic Risk Board of 4 April 2013 on intermediate objectives and instruments of macro-prudential policy
- Asessment of the implementaton of Recommendation ESRB/2013/1
Overall assessment ESRB/2013/1 Recommendation on intermediate objectives and instruments of macro-prudential policy Fully compliant (FC) Sub-recommendation Name Grade A Definition of intermediate objectives FC B Selection of macro-prudential instruments FC C Policy strategy FC - ESRB/2014/1
- ESRB/2015/1
- ESRB/2015/2
- ESRB/2016/14
- ESRB/2017/6