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Supervision Newsletter - May 2022

Interview

"We are not totally off the hook"

Klaas Knot, Chair of the Financial Stability Board and President of De Nederlandsche Bank, explains that financial stability is a precious good that cannot be taken for granted: the war in Ukraine, digital innovation and surging crypto-assets warrant attention and global cooperation.

Full interview
Get the latest on banking supervision!

In focus

Supervisors’ reaction to the war in Ukraine

Banks have enough capital to weather the immediate effects of the war, but some are vulnerable if their specific and economic circumstances take a turn for the worse. Direct effects appear contained, but medium-term risks, such as a worsening economic outlook, remain a moving target.

Full article

Strengthening smaller banks’ governance

Analysis reveals that smaller banks face similar, yet more pronounced issues than their larger peers: boards are not diverse enough and the small share of independent board members might impact decision-making. The functioning of boards and oversight roles must also improve.

Full article

On the horizon: validating initial margin models

ECB Banking Supervision surveyed 99 banks and found that 70% of them must exchange initial margin for OTC derivative trading by September 2022. The ECB will work with banks towards making the model validation process prudent, efficient and transparent.

Full article

Securitisations: meeting significant risk transfer criteria

Securitisations of non-performing assets reached a record high in 2021. European banking supervisors monitor transactions to make sure that set-ups are robust, limiting potential danger to the banks and eventually confirming that they can free up capital.

Full article

Key data

Elevated credit risk in loans post-COVID-19 measures

Loans with expired COVID-19 measures stood at €738 billion in the fourth quarter of 2021, of which €52 billion are non-performing (7.02%) and €207 billion are performing stage 2 (28.01%). This compares with overall NPL and stage 2 ratios of 2.06% and 9.14% respectively.

Supervisory banking statistics

Did you know...

… that the ECB now publishes additional data on asset quality? Since 8 April 2022, data enthusiasts can look at stage 1, 2 and 3 loans from various angles. The International Financial Reporting Standards introduced an expected credit loss framework for loans, clustered into three stages: loans in stage 1 are considered healthy – that means performing without significant signs of distress. Stage 2 loans, however, show a significant increase in credit risk. If a loan’s credit risk has increased to the point where it is considered credit-impaired, it is allocated to stage 3.

Supervisory Banking Statistics – Fourth quarter 2021
Upcoming events
18 May 2022
Elizabeth McCaul to speak at the Montreal Sustainable Finance Summit 2022
ECB representative on the Supervisory Board will participate in a panel discussion on building a climate resilient financial system.
31 May 2022
Elizabeth McCaul at AFME and Paris EUROPLACE European Financial Conference
ECB representative on the Supervisory Board will provide insights on securitisation.
3 June 2022
Andrea Enria at the XVII edition of Festival dell'Economia di Trento
The Chair of the Supervisory Board will talk about state of the banking sector in Europe.
8 June 20222
Andrea Enria at the Banco de España round table on business models
The Chair of the Supervisory Board will take part in the discussion “The future is here, challenges to banking business models”.
22 June 2022
Frank Elderson at the 10th Annual Conference on Bank Steering & Bank Management of the Frankfurt School of Finance and Management
The Vice-Chair of the Supervisory Board will speak about banks’ management and supervision of climate-related and environmental risks.
23 June 2022
Andrea Enria at joint ECB and Single Resolution Board (SRB) conference
The Chair of the Supervisory Board will elaborate on the banking union and crisis management capabilities.
Conference programme
24 June 2022
Elizabeth McCaul at joint ECB and SRB conference
ECB representative on the Supervisory Board will participate in a panel discussion on banks’ operational resilience.
Conference programme
24 June 2022
Edouard Fernandez-Bollo at the AFME/OMFIF 2nd Annual European Financial Integration Conference
ECB representative on the Supervisory Board will have an exchange on the state of banking integration in the European Union.
30 June 2022
Andrea Enria at regular hearing at European Parliament
The Chair of the Supervisory Board will discuss current issues related to banking supervision with the members of the European Parliament’s Economic and Monetary Affairs Committee (ECON).
Recent highlights
18 May 2022
Interview with Andrea Enria in La Repubblica
Explains that the deterioration of growth might become a problem for European banks and notes that the Italian banking sector has made notable progress on cleaning up its balance sheets.
Interview
17 May 2022
Speech by Andrea Enria on banking union
Argues that a unitary framework is needed to complete the banking union. European banking supervision is fully operational, and as progress is being made with crisis management the deposit insurance scheme will be established.
Speech
28 April 2022
Blog post by Frank Elderson on banking package reforms
Welcomes the EU Commission’s proposed revisions to the Capital Requirements Directive (CRD VI) and Capital Requirements Regulation (CRR III) to strengthen the EU prudential framework and close regulation loopholes.
The Supervision Blog
30 March 2022
Opinion piece by Andrea Enria and Sam Woods on financial leverage and banks’ risk controls
Flags leveraged lending and prime brokerage as areas of concern in this period of significant economic and geopolitical uncertainty and calls for vigilance and caution.
Opinion piece
28 March 2022
Publication of Guide on options and discretions available in Union law
Following a public consultation, the ECB provides transparency on how it will apply options and discretions foreseen in EU banking rules to support level playing field across banking union.
Press release
15 March 2022
Presentation by Andrea Enria on the effects of the war in Ukraine on banks
Concludes that banks’ direct exposures to Russia are manageable and that banks are so far resilient to the exogenous shock triggered by the Russian invasion of Ukraine
Presentation
14 March 2022
ECB publishes its assessment of banks’ climate-related and environmental risk disclosures
Banks do not fully meet ECB expectations and significant gaps remain despite progress since the first assessment in 2020. To promote progress, the ECB also shares examples of good practice.
Press release
3 March 2022
Contribution by Elizabeth McCaul for Eurofi Magazine on banking resilience
Argues that banks need to increase their resilience by adapting their strategies to two major structural shifts: the digital transformation and the green transition.
Contribution
1 March 2022
Speech by Kerstin af Jochnick on supervisory accountability
Outlines the importance of institutional independence and accountability and stresses that the advantages of combining the monetary policy and supervisory functions in the ECB outweigh potential downsides.
Speech
21 February 2022
Blog post by Édouard Fernandez-Bollo on an anti-money laundering authority
Welcomes the EU Commission’s proposal to create a European anti-money laundering authority, seen as an opportunity to further harmonise the EU’s framework and foster supervisory collaboration.
The Supervision Blog

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