Credit institutions

Trends in the Hungarian securities market - 05/2024

Domestic money market funds, Domestic securities, Interest rate environment, Investor trends

Interest rate risk in the banking book – Recalibrated Basel shocks and EBA supervisory focal points – 04/2024

Interest rate risk, banking book, Basel shocks, EBA, IRRBB package, calibration

The EBA has developed the new requirements for the validation of initial margin models – 03/2024

EBA, RTS, BCBS, IOSCO, Margin Requirements, Margin Model, Validation requirements

Changes in MNB ICAAP-ILAAP-BMA methodology manuals - 02/2024

MNB, ICAAP, ILAAP, BMA, Interest rate risk, Banking book

Credit institutions are now in the final stages of preparing for the MNB’s Green Recommendation - 01/2024

Hungarian National Bank, Green Recommendation, Credit institutions, Insurers, Money processors

PSD3 & PSR: New opportunities for consumers and providers - 10/2023

PSD3, PSR, Open banking, Digital payments

The DORA Regulation sets harmonised expectations for a wide range of financial operators - 09/2023

DORA, Cyber risks, ICT, Cyber Security, Digital resilience

The European Commission adopted a new package of measures - 06-07-08/2023

Green Deal, Sustainable financing framework, EU Taxonomy, Climate Delegated Act, ESG

Global overview of ESG risks incorporation - 05/2023

ESG, ESG risk, Climate change, Greenwashing

Changes in MNB ICAAP-ILAAP-BMA methodology manuals - 03/2023

MNB, ICAAP, ILAAP, BMA, Interest rate risk, IRRBB, CSRBB, Capital requirements

Actions following compliance: challenges arising from the amended PRIIPs regulation - 01-02/2023

PRIIPs regulation, KID, UCITS, Retail investors

Supervisory expectations in the financial sector – 12/2022

Supervisory Authority, supervisory expectations, MNB, AML, credit risk

Interest Rate Risk in the Banking Book – Finalized EBA proposals in a changed interest rate environment – 11/2022

IRRBB, EVE, NII, validation, model, interest rate, yields, internal system, options

MNB published a new AML recommendation – 10/2022

MNB, AML/CTF recommendation, Internal lines of Defense recommendation

Basel III finalization – Slow progress in implementation of CRR3 – 09/2022

CRR3, CRD6, Basel III, ECB, risk

Green Recommendation – 08/2022

MNB, Green Recommendation

Valuation of interest rate derivatives – 04/2022

Derivatives, interest rates, models, valuation

Green discounts & ESG disclosures – 03/2022

ESG, NBH, green discounts, ESG disclosure

Interest rate risk in the banking book – 02/2022

ICAAP, IRRBB, EVE, NII, models

Changes in ICAAP-ILAAP-BMA – 01/2022

ICAAP, CRR, CRD, Basel, IRRBB, capital requirement

Supervisory expectations – 12/2021

MNB, credit risk, capital adequacy, penalties, complaint handling

Full implementation of Basel III – 11/2021

CRR, CRD, Basel, credit risk, market risk, operational risk, capital requirement, ICAAP

New recommendation on credit risk – 10/2021

Credit risk, MNB, digitalization, ESG

ICLAAP supervisory expectations – 09/2021

ICLAAP, capital, liquidity, ECB, COVID, risk management

MNB recommendation on open banking – 08/2021

PSD2, MNB recommendation, payment services

Interest rate risk in the banking book – 06/2021

IRRBB, ICAAP, Interest rate risk

Green finance – 04/2021

green finance, ESG, MNB recommendation

Sustainability in finances – 03/2021

SFDR, green finance, capital discount, ICAAP, CBS, GBP

Changes in ICAAP-ILAAP-BMA – 02/2021

MNB, capital requirements, updated, ICAAP, ILAAP, BMA

Changes in supervisory expectations – 01/2021

EBA impact study, capital requirement calculation, MREL, reporting

Supervisory inspections 2020– 12/2020

MNB inspections, supervisory focus, breakdown of fines

Implementation of the final Basel 3 – 09/2020

Basel 3, COVID-19, BCBS, regulatory response, scenarios, timeline

Changing supervisory expectations – 08/2020

liquidity stress tests, impairment calculations, ICAAP

The CRR is changing – 07/2020

Basel 3, COVID-19, IFRS9, regulatory response