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Supervision Newsletter - August 2023


"There will be no such thing as a safe crypto-asset"

Verena Ross, Chair of the European Securities and Markets Authority, calls for more transparency on credit default swaps and for streamlined rules on sustainable finance. She also explains why the EU’s crypto regulation framework can only provide limited consumer protection.

Interview with Verena Ross


Internal models supervision: where do we stand?

Nearly all recent internal model investigations were initiated by banks, not the ECB. Overall, the assessments did not lead to a systematic rise in risk-weighted assets. The ECB expects banks to work on evaluating and simplifying their internal model landscapes.

Feature on internal models supervision
Get the latest on banking supervision!

In focus

A new high for significant risk transfer securitisations

Last year was positive for securitisations with significant risk transfer: transactions with performing loans reached a new peak, and the volume of securitisations with non-performing loans (NPLs) dropped significantly, confirming the substantial reduction in banks’ NPL volumes.

Article on significant risk transfer securitisations

Internal ratings-based (IRB) approach: new developments

Before incorporating pandemic-related data into their IRB models, banks need to ensure the data are not distorted by support measures or other temporary factors. Meanwhile, the ECB’s updated Guide to internal models will clarify topics such as the definition of default.

Article on the IRB approach

Supervisors’ risk tolerance: focusing on what matters most

The ECB’s risk tolerance framework helps translate supervisory priorities into day-to-day supervision and allows supervisors to focus on the essential tasks. Banks may thus benefit from a reduced reporting burden and fewer assessments, while still having a level playing field.

Article on risk tolerance

Key data

Net interest income drives up profitability in Q1 2023

Banks reported higher return on equity in Q1 2023: 9.56% for significant institutions (SIs) and 8.92% for less significant institutions (LSIs), up from 7.68% and 3.42% respectively in 2022. Net interest income grew notably compared with Q1 2022, up 24% for SIs and 39% for LSIs.

Supervisory banking statistics

Did you know...

… that supervisors around the world all too often find ineffective management bodies are the root cause of various issues in banks? Management bodies are responsible for ensuring institutions are safe and sound, but cannot do their job if their composition and collective suitability are inadequate or they are inefficient in their oversight role. In a targeted review of 20 banks the ECB found management boards would be more effective if independent debate and constructive challenge were fostered, both within the board and on committees. Banks should consider appointing more independent non-executive directors, curb the influence of overly dominant CEOs or committee chairs and encourage nomination committees to scrutinise proposed candidates more closely. These actions and the impact they would have are well-known across the industry; now it’s time for banks to act. If the ECB sees that banks are dragging their feet on critical findings, it will use everything in its supervisory toolkit to ensure compliance.

The Supervision Blog: Effective management bodies – the bedrock of well-run banks
Upcoming events
7 September 2023
Frank Elderson at launch of NGFS conceptual framework on nature-related financial risks
The Vice-Chair of the Supervisory Board will speak about nature-related financial risks, illustrating how elements of the conceptual framework can be applied.
14 September 2023
Andrea Enria at Financial Forum organised by Eurofi
The Chair of the Supervisory Board will deliver a speech about the achievements and challenges of European supervision at this Eurofi conference, which will take place in Santiago de Compostela, Spain.
19 September 2023
Frank Elderson at 10th Banking Union Conference
The Vice-Chair of the Supervisory Board will elaborate on various aspects of governance and culture, the composition of boards and the responsibilities and qualifications of members.
20 September 2023
Andrea Enria at ECB Supervision Innovators Conference
The Chair of the Supervisory Board will deliver the opening remarks at this conference, bringing together supervisory technology experts.
Supervision Innovators Conference 2023: Technology and banking supervision connected
20 September 2023
Kerstin af Jochnick at 28th Financials CEO conference
The ECB representative to the Supervisory Board will deliver a keynote speech about the state of banking at this conference organised by Bank of America Merrill Lynch.
27 September 2023
Andrea Enria at Bocconi University and the Analysis Forum
The Chair of the Supervisory Board will deliver a lecture to students at Bocconi University and participate in a panel at the Analysis Forum in Milan.
28 September 2023
Andrea Enria and Elizabeth McCaul at EBF Boardroom Dialogue
The Chair of the Supervisory Board will discuss supervisory topics of the day and the ECB Representative to the Supervisory Board will explain the ECB’s ongoing work on the Supervisory Review and Evaluation Process.
9 October 2023
Andrea Enria at 10th CIRSF conference
The Chair of the Supervisory Board will participate in a panel discussion focusing on major trends in banking supervision.
17 October 2023
Kerstin af Jochnick at 7th European Supervisor Education Initiative conference
The ECB representative to the Supervisory Board will discuss current challenges and priorities for banking supervisors.
20 October 2023
Elizabeth McCaul on establishment of the Single Supervisory Mechanism at University of Rome
The ECB representative to the Supervisory Board will deliver a keynote speech on the progress of the banking union.
7 November 2023
Andrea Enria at regular European Parliament Committee hearing
The Chair of the Supervisory Board will discuss current issues related to banking supervision with members of the European Parliament’s Economic and Monetary Affairs Committee (ECON).
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