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Supervision Newsletter August 2021

Interview

"I don’t see Basel III as a burden – I see a compelling case to get it done"

Carolyn Rogers, Secretary General of the Basel Committee on Banking Supervision, talks about the complexity of global standards, Europe’s role in the Basel Committee and why Basel III should be implemented sooner rather than later.

Full interview

In Focus

Dividends: ECB recommendations prove effective

A look back at the prudent yet difficult decisions about dividends during the pandemic shows that the ECB’s actions were effective overall. Banks that altered their dividend distribution plans increased provisions and lending.

Full article

Challenging banks’ capacity to recover from severe crises

The ECB found two main areas of concern when it assessed banks’ overall recovery capacity: under severe stress, banks tend to overestimate their overall recovery capacity and underestimate the time they need to implement recovery options.

Full article

IT and cyber risk: a constant challenge

In its annual survey on IT risk, the ECB found that more work is needed on IT data quality management. IT security should remain a priority for banks, as cyber incidents are on the rise and attackers are increasingly targeting banks’ external service providers.

Full article

Capital: ECB revisiting approach to Pillar 2 guidance

The new approach is based on the stress test results and aims to provide more transparency and further level the playing field. The new method uses a bucketing approach and also takes a bank’s individual situation into account.

Full article

Feature

The clock is ticking for banks to manage climate and environmental risks

Most banks are not yet managing climate-related risks in line with supervisory expectations, but they are becoming more aware of their gaps and have drawn up action plans. ECB Banking Supervision found that swift action is needed.

Full article

Key data

Profitability jumps in Q1 2021

Significant banks’ return on equity increased to 7.21% in Q1 2021, up from 1.21% in Q1 2020, owing to higher net trading income and lower impairments and provisions. For more details and other key metrics, take a look at the new interactive supervisory statistics dashboard.

Supervisory statistics dashboard

Did you know...

… that the 2021 stress test found the euro area banking system to be resilient to severe macroeconomic stress? For the first time, the ECB published selected information about the stress test results of 51 medium-sized banks that were not part of the European Banking Authority’s EU-wide stress test. The 2021 stress test covered 89 banks under the ECB’s supervision, which account for 75% of the total banking assets in the euro area. Compared with the 2018 stress test, banks were in better shape at the start of the exercise, although capital depletion at system level was higher as a more severe scenario was used this time. Capital depletion varied between large and medium-sized banks because the latter were more affected by the reduced ability to generate income from interest, fees, commissions and trading over the three-year horizon. Overall, the stress test results confirmed credit risk, market risk and profitability as areas of supervisory attention.

Selected information on medium-sized banks
Upcoming Events
1 September 2021

Edouard Fernandez-Bollo at the Bank & Tilsyn 2021 conference

ECB representative to the Supervisory Board will talk about bank governance and the fit and proper guidelines.

8 September 2021

Kerstin af Jochnick at the Handelsblatt Banking Summit 2021

ECB representative to the Supervisory Board will discuss how European banks coped with the coronavirus (COVID-19) crisis.

9 September 2021

Andrea Enria at the Eurofi Financial Forum in Ljubljana

The Chair of the Supervisory Board will elaborate on the conditions for achieving a single prudential and regulatory jurisdiction in the banking union.

14 September 2021

Elizabeth McCaul at the Süddeutsche Zeitung Investment Day

ECB representative to the Supervisory Board will speak about post-pandemic banking and the regulatory environment.

9 October 2021

Andrea Enria at the European Youth Event 2021

The Chair of the Supervisory Board will participate in an online youth dialogue organised by the European Parliament and discuss the role of banking supervision during the pandemic.

10 October 2021

Elizabeth McCaul at the S&P Global Ratings Financial Institutions Conference

ECB representative to the Supervisory Board will discuss current supervisory topics, including credit and governance risks.

11 October 2021

Frank Elderson at the Banco de Portugal Conference on Financial Stability

The Vice-Chair of the Supervisory Board will talk about climate change and the preparedness of European banks.

14 October 2021

European Parliament – regular hearing of Supervisory Board Chair Andrea Enria

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).

9-10 November 2021

Fourth ECB Forum on Banking Supervision

Representatives from ECB Banking Supervision will discuss the state and future of the European banking sector with participants from the banking industry, financial markets, European institutions, academia and think tanks.

ECB Forum on Banking Supervision
Recent Highlights
30 July 2021

ECB publishes the results of the 2021 stress test

The euro area banking system is resilient to a challenging macroeconomic scenario. For the first time, the ECB published individual information for banks that were not part of the European Banking Authority’s exercise.

Press release
23 July 2021

ECB decides not to extend dividend recommendation beyond September 2021

ECB recommendation will expire on 30 September and supervisors will return to the pre-pandemic way of assessing banks’ capital and dividend plans. Banks should not underestimate credit risk when deciding on dividends.

Press release
19 July 2021

Blog post by Elizabeth McCaul on credit risk

Stresses the need for strong credit risk management, highlighting good practices as well as areas of deficiencies giving cause for concern. With the lifting of COVID-19 restrictions, the ECB will launch on-site inspections on credit risk.

Blog post
2 July 2021

Speech by Andrea Enria on the outlook and emerging risks in the banking union

Explains that the risk situation has not eased, even though the worst phase of the pandemic appears to be over: risk sentiment seems to be muted while excessive risk taking, including through leveraged lending, is on the rise.

Speech
29 June 2021

ECB launches consultation on updates to options and discretions policies

The ECB proposes revisions to its policies, which seek to provide transparency on the options and discretions it can exercise under European Union law when supervising banks. Consultation runs until 23 August.

Press release
18 June 2021

ECB extends leverage ratio relief for banks until March 2022

Banks may exclude certain central bank exposures from the leverage ratio until end-March 2022 as part of the ECB’s COVID-19 relief measures. Only central bank exposures accumulated since end-2019 can be excluded.

Press release
16 June 2021

Speech by Frank Elderson on the importance of gathering data

Discusses the ECB’s initial findings from banks’ self-assessments of their climate risk management and argues that accurate mapping of climate risks will allow us to navigate the transition to a carbon-neutral economy.

Speech
15 June 2021

ECB launches consultation on its revised Guide to fit and proper assessments

The ECB is enhancing the fit and proper process, including its approach to diversity and to climate-related and environmental risks. Consultation ended on 2 August.

Press release
11 June 2021

Speech by Edouard Fernandez-Bollo on consolidation in the European banking sector

Argues that cross-border consolidation can support the stability of the financial system and that incentives for ring-fencing could be removed by creating pan-European safety nets, such as the European deposit insurance scheme.

Speech
27 May 2021

Speech by Pentti Hakkarainen on the use of supervisory technology

Explains that supervisory technology and the automation of more routine and repetitive tasks can free up supervisors, enabling them to focus on activities that add value and make use of their cognitive strengths.

Speech
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