ECB Single Supervisory Mechanism
SSMPaper
ECB clarifies internal model assessment for counterparty credit risk
The European Central Bank has published an updated guide on its assessment methodology for the internal model method (IMM) for counterparty credit risk.
Focus
SSMPaper
ECB guide details internal model supervisory expectations
The European Central Bank (ECB) has updated its guide on internal models, providing transparency on how it assesses compliance with prudential requirements for credit, market, and counterparty credit risk.
SSMPaper
SSM guide for IMM model change materiality assessment
The European Central Bank's Single Supervisory Mechanism (SSM) has published a guide on assessing the materiality of extensions and changes to internal models for counterparty credit risk.
Latest
SSMNews
ECB streamlines supervisory guidance for clarity
The European Central Bank is conducting a comprehensive review of its banking supervision publications to enhance transparency, consistency, and ease of use.
SSMNews
ECB finds no capital shortfalls for KfW IPEX, Promontoria
The European Central Bank (ECB) today published the results of its asset quality reviews (AQRs) for KfW Beteiligungsholding GmbH and Promontoria 19 Coöperatie U.A. Despite a reduction in capital ratios, no capital shortfalls were identified for either bank.
SSMSpeech
AI risks a key supervisory priority, Buch tells MEP
Claudia Buch, Chair of the ECB Supervisory Board, informed MEP Fabio de Masi that financial stability risks from advanced artificial intelligence applications are a key supervisory priority for the 2026-28 cycle.
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SSMSpeech
Montagner: Banking fragmentation, not complexity, is core issue
Patrick Montagner, Member of the Supervisory Board of the ECB, argued that fragmentation, rather than complexity, poses the primary challenge to banking supervision.
SSMSpeech
Donnery highlights geopolitical, digital risks for banks
Sharon Donnery, Member of the Supervisory Board of the ECB, outlined key risks to European financial stability, including geopolitical tensions, digital transformation, and the need for timely remediation of supervisory issues.
SSMNews
Euro area banks: Capital down, profits up in Q1 2026
The European Central Bank has published supervisory banking statistics for the first quarter of 2026, showing a decline in aggregate capital ratios but an increase in profitability.
SSMSpeech
Donnery: Supervision adapts to complex risk landscape
Sharon Donnery, Member of the Supervisory Board of the ECB, emphasized the critical role of banking supervision in maintaining public trust.
SSMSpeech
Buch: Geopolitical, cyber risks challenge banks, reform needed
Claudia Buch, Chair of the ECB Supervisory Board, discussed geopolitical and cyber risks, supervisory simplification, and private credit markets in an interview with Les Echos.
SSMSpeech
Conglomerates face complex risks, need better governance
Anneli Tuominen of the ECB Supervisory Board discussed the escalating complexity and unique vulnerabilities faced by financial conglomerates.