General Search
Multiple search words are automatically linked with "AND". Text enclosed in quotation marks (") returns only the pages in which this text occurs exactly. With the search filters next to the results you have the possibility to further limit your search.
-
-
How much foreign currency must a central bank buy to implement a minimum exchange rate? Estimation using the Swiss National Bank as an example Research Brief | 50th edition – July 2022
Implementing a minimum exchange rate regime by buying foreign currency eases monetary conditions domestically and may thus have a direct impact on the inflation rate. However, such foreign currency purchases involve a risky expansion of the central bank’s balance sheet total. A new model can now predict what expansion of the balance sheet a central bank must expect if it wishes to implement a minimum exchange rate in the foreign exchange market.
-
-
Nargiza Ibragimova
-
Milena Tzvetkova
-
-
-
Dr. Carina Schlam (geb. Mössinger)
-
-
-
-
-
-
RTF-Meldewesen
Auf der Grundlage des § 25 KWG und konkretisiert durch die FinaRisikoV erhebt die Bundesbank jährlich zum Stichtag 31. Dezember Informationen zum ICAAP und ILAAP der Institute für den aufsichtlichen Überprüfungs- und Bewertungsprozess (SREP). Hierbei stellen LSIs der Aufsicht die relevanten Informationen über ein XBRL-basiertes Meldesystem zur Verfügung. Das RTF-Meldewesen soll die aufsichtsrechtliche Bewertung der Institute erleichtern, ohne die in der Säule II niedergelegte Methodenfreiheit zu beeinträchtigen. Die regelmäßige und strukturierte Erhebung der Informationen zum ICAAP und ILAAP liefert eine wichtige Informationsquelle für die Bewertung des einzelnen Institutes und ermöglicht der Aufsicht einen Überblick über die in der Kreditwirtschaft verwendeten Verfahren.
-
ICAAP / ILAAP
For the financial system to be stable, institutions must have adequate capital and liquidity, and manage these levels effectively. It is thus crucial that they comply with supervisory requirements by establishing an Internal Capital Adequacy Assessment Process (ICAAP) to ensure capital adequacy and an Internal Liquidity Adequacy Assessment Process (ILAAP) to ensure liquidity adequacy.
Bundesbank collects ICAAP and ILAAP information for SREP purposes on an annual basis (as of 31st December). Relevant information is provided by LSIs via an XBRL based reporting system without delivery of internal documents or use of ‚reader‘s manuals‘. The reporting framework is designed to facilitate the prudential assessment without compromising the flexibbility in the choice of methods within Pillar 2. Structural ICAAP and ILAAP information provide a vital input for the assessment of the individual institution as well as for the identification of sector wide developments and a range of practices in terms of ICAAP and ILAAP.
-
Monthly Report – July 2022
The July 2022 Monthly Report presents results and use cases of distributional wealth accounts (DWA) for households in Germany and describes the evolution of the creditor structure of government debt in the euro area. It also analyses the factors influencing international portfolio flows and contains an article on the cross-border interoperability of central bank digital currency.
-
Outstanding open market operations
Overview of currently outstanding open market operations
-
Neuauflage Geld und Geldpolitik
-
-
ICAAP / ILAAP
The establishment of an internal capital adequacy assessment process (ICAAP) and an internal liquidity adequacy assessment process (ILAAP) is a crucial supervisory requirement to be met by institutions.
-
The ECB Governing Council has raised key interest rates. Why?
-
ECB launches equality, diversity and inclusion charter 26.07.2022 | ECB press release
-
-