EBA stress test 2025 video series: (2) New requirements for calculating risk-weighted assets (RWA)
Автор: PwC Risk & Regulation Channel
Загружено: 2024-08-14
Просмотров: 1066
In this video, Martin Neisen and Stefan Röth take a deep dive into the new requirements for RWA calculation. They explain why the calculation of the stressed RWA according to the CRR3 rules will be a major challenge for the banks within the EBA stress test exercise, especially regarding the reporting dates for the EBA stress test. They highlight the changes in the RWA calculation rules for credit risk, market risk and operational risk, CVA capital risk charge and output floor. How to prepare for these challenges?
If you have any questions please reach out to:
Martin Neisen
Partner FS Governance, Risk & Compliance
Head of EBA/SSM Office
[email protected]
Stefan Röth
Director FS Governance, Risk & Compliance
CRR3 Lead Germany
[email protected]
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