The German Federal Financial Supervisory Authority (Bundesanstalt für  Finanzdienstleistungsaufsicht – BaFin) launched a consultation (to run until 31 August 2019) on its draft of the third ordinance amending the Financial and Risk-bearing-capacity Information Ordinance (Finanz- und Risikotragfähigkeitsinformationenverordnung - FinaRisikoV), which implements inter alia two guidelines (GL) of the European Banking Authority (EBA). The EBA’s GL on internal capital adequacy process (ICAAP) and internal liquidity adequacy assessment process (ILAAP) information collected for the supervisory review and evaluation process (SREP) (EBA/GL/2016/10) requires the addition of two new reporting forms to cover, for example, information on multi-year capital planning as an element of the institutions' ICAAP. The implementation of the GL on the management of interest-rate risk arising from banking-book transactions (IRRBB)(EBA/GL/2018/02) entails the collection of further information on the interest-rate-shock scenarios not provided for in the previous reporting forms. The BaFin is also harmonising the filing deadlines for risk-bearing capacity (Risikotragfähigkeit – RTF) information and making further changes to improve the efficiency of the reporting process, for example, by removing reporting fields or sections where the relevant information has proved to be no longer necessary for supervision.

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