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Intraday liquidity management: ECB standards and their consequences

The ECB standards define requirements for intraday liquidity management. Our white paper shows the consequences and areas of action for banks.

SSM supervisory priorities 2025 - 2027

What do the priorities mean for banks?

SSM 10th Anniversary Report and Recommendations

KPMG publishes joint report with the Association of German Banks with recommendations for the next ten years of European Banking Supervision

ECB ratchets up the pressure on risk data aggregation

Key implications for banks

Mitigating cyber risks in the era of DORA

Six critical areas for European banks to prioritise in DORA compliance

Anticipating the 2025 EBA stress test

What European banks can expect and how to prepare

Cultural evolution: The ECB launches a new Guide to Governance and Risk Culture

Latest insights and perspectives for European banks

AMLA is here… Now what?

Monitoring the early steps of the AMLA: what banks should expect next

Navigating IRRBB and CSRBB

Key insights and challenges for European banks

IFRS 9: The ECB puts aspects of credit risk provisioning to the test

Banks should identify new risks more quickly and adapt calculation methods

Revised ECB Guide to internal models

Three key impacts for banks and what to expect going forward

Decoding DORA for European banks

Preparing for compliance challenges and the ECB's evolving role

Tightening the net: EU adopts sweeping AML reforms

Exploring the European AML reforms and the role of the AMLA in financial supervision

The digital euro – next generation banking for the eurozone?

Latest developments and potential concerns about the concept

Setting the ground rules: the EU AI Act

Understanding the regulatory landscape and preparing for the AI future

Latest developments in cyber security: Managing cyber risks and the outlook for DORA

KPMG analysis shows how banks can improve and get better prepared for future crisis exercises or real incidents

Navigating the next phase: The SRB's strategic vision

Insights on the evolution of the SRB's supervision and operational focus

Revised ECB Guide to internal models

Three key impacts for banks and what to expect going forward

SSM supervisory priorities 2024–2026

What do the priorities mean for banks?

Hacking the 2024 ECB cyber stress test

A closer look at the test - and its challenges

Credit risk: Spotlight on Commercial Real Estate

Implications for banks and particular areas of scrutiny

Diving deep on risk culture

A growing priority for European banks and supervisors

Crunch time for climate-related and environmental risks

Supervisory expectations have ramped up rapidly. What does this mean for banks?

EU Anti-Money Laundering Authority (AMLA): Approaching the finish line

A long road nears its end for European banks.

IRRBB and CSRBB: Interest rate risk management climbs the agenda

Recent months have seen IRRBB and CSRBB firmly in the spotlight of European banks — and banking supervisors.

ECB consults on revised guide to internal models

How should banks respond to the ECB’s consultation and the prospect of a revised guide to internal models?

Navigating the ECB's expectations: Strengthening governance in European banks

Better governance leads to better banks, which in turn leads to a stronger and safer banking system.

DORA – The picture is becoming clearer

What should European banks do to prepare?

Credit risk supervision

Credit risk is expected to remain central to the ECB’s supervisory activities

Climate-related and environmental risks in loan pricing

A challenge and opportunity for banks

Liquidity & funding risks: Turbulent times

Key recommendations for European banks in turbulent times

Credit risk landscape

The ECB’s focus on credit risk continues, with increasing requirements for banks to address persistent expectation gaps

2023 EU-wide stress test: Keeping up with the pace

Banks have their hands full conducting the stress test, but they should also keep one eye on the future

The heat is on! The ECB pushes for greater climate risk management

What banks should do to prepare?

Lombard loans

Why should banks prepare for greater scrutiny of this niche but important activity?

Non-performing loans (NPLs)

A broad range of deficiencies still remain in banks related to non-performing exposures

ECB throws down the gauntlet on BCBS 239

Deficiencies in risk data aggregation and reporting take centre stage once again

Basel 4-driven balance sheet and capital optimisation

Could this lead to more diversified banking groups?

Non-performing loans: Early signs point towards an increase in 2023

What are the pressure points that may lead to a rise in NPLs in the coming months?

Simpler operational risk capital calculations under Basel 4

An opportunity for functional transformation?

Implementing standardised approaches for market risk

Six key lessons learned so far

AMLA & European co-operation on AML/CFT

The ECB has issued opinions on the proposed new European Anti-Money Laundering Authority (AMLA). What does this mean for banks?

Post-Brexit: banks relocating to the Euro Area

In this publication, we take a close look into the main challenges and priorities of banking institutions relocating or expanding in the Euro Area. We focus on the

EBA final Guidelines loan origination and monitoring

What should banks be doing now?

ICAAP and ESG risks

Despite the undoubted challenges, banks must act now to begin integrating ESG factors into their risk management processes.

Model Validation

With model risks growing, effective model validation is an increasing priority for both banks and supervisors.

Credit risk

Managing the effects of the crisis on credit risks and capital levels has been the top priority for every bank.

SSM Beyond COVID-19: ICLAAP

This report identifies two important lessons learned from the COVID-19 pandemic, and closes with some key fields of action to improve banks’ ICLAAP performance in the post-COVID-19 world.

ICAAP moves to the centre of the ECB's agenda

ICAAP remains a challenging area for many banks across Europe.

ICAAP + ILAAP = ICLAAP?

The ECB is developing new guidance aimed at harmonising European banks’ approaches to their ICAAP and ILAAP processes.

MREL & TLAC – Cut from the same cloth

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Dr. Henning Dankenbring

Partner, Head of KPMG ECB Office

KPMG in Germany

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Dr. Henning Dankenbring