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Regulatory Brief

A catalogue of policy updates impacting the financial industry.
Emphasis is made on risk management, reporting and disclosure. It further covers legislation on governance, accounting and trading, as well as information on the current business environment. It gives you summaries of the most important regulations by topic, indicates their status and estimated impact and links to further information. Regulatory Briefs (RegBriefs) reflect Finalyse's priority to master the ever-evolving and complex regulated industry we work in. Through concise regulatory updates, we produce a compilation approximately every 4 months depending on policy volume.

October 2022

This October edition contains over 100 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 July 2022 and 30 September 2022.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains eight expert articles:
  • Environmental Risks in the Microprudential Framework
  • Machine Learning for Credit Risk IRB Models
  • Credit Spread Risk in the Banking Book
  • The 2022 ECB Climate Risk Stress Test Results – A Roadmap Towards Future Best Practices
  • Data Management Steps in Credit Risk Modelling
  • 2022 ECB Climate and Environmental Risks Agenda: Preliminary Indications
  • A Practical Approach to Predicting the IFRS9 Macroeconomic Forward-Looking PD
  • A First Look at Stress Testing Climate Change Risk for Insurers

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July 2022

This July edition contains over 120 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 April 2022 and 30 June 2022.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains three expert articles:
  • SA CCR: The New Standardised Approach to Counterparty Credit Risk modelling
  • Credit Spread Risk in the Banking Book
  • A First Look at Stress Testing Climate Change Risk for Insurers

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April 2022

This April edition contains over 120 updates on the regulatory changes in Banking, Insurance and Asset Management that happened between 1 January 2022 and 31 March 2022.
Simultaneously, it provides a section with timelines of regulatory releases and application dates that will happen in the future sorted by quarters in which they are expected to occur.
Finally, this RegBrief also contains five expert articles:
  • A deep dive on CRR III changes and the impact on credit risk modelling
  • The New Insurance Recovery and Resolution Directive - What You Need to Know
  • EBA binding standards on pillar 3 ESG risks disclosures
  • Actuarial Data Science: Understand your Risk Factors thanks to generalised linear models and regularisation technique
  • The EU Securitisation Framework: a Bank and Insurer Perspective

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