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Simplifying the EU macroprudential framework

Day 2 Afternoon

Thursday 17 September

Location :

ROOM 2

Speakers

Public Authorities
Sharon Donnery
Member of the Supervisory Board, ECB Representative - Single Supervisory Mechanism (SSM)
Gaston Gelos
Deputy Head, Monetary and Economic Department and Head of Financial Stability Policy - Bank for International Settlements (BIS)
Francesco Mazzaferro
Head of Secretariat - European Systemic Risk Board (ESRB)
Soledad Nuñez
Deputy Governor - Banco de España
Industry Representatives
Riina Salpakari
Head of Public Affairs Finland and Capital Advocacy - Nordea
Eline Skramstad
Group Executive Vice President of Risk Management - DNB Bank ASA

Session overview

Objectives

The EU macroprudential framework has significantly strengthened financial resilience, but its growing complexity and divergent national implementation now raise the challenge of simplifying the framework without undermining risk sensitivity, financial stability or national flexibility.

The objective of this session is to assess how the EU macroprudential framework can be made simpler, more coherent and more usable while preserving the resilience achieved over the past decade. The discussion will first examine the future architecture of macroprudential buffers, including whether the EBA proposal for a single releasable buffer combining the CCyB and the SyRB provides a credible path towards simplification, how the role of the SyRB should evolve, and what safeguards would be needed to ensure that a simplified framework remains proportionate, risk-sensitive and effective in periods of stress.

The session will then examine how the governance of the EU macroprudential framework could evolve to strengthen convergence and improve coherence across macroprudential, supervisory and resolution policies. It will discuss how to distinguish legitimate heterogeneity from unwarranted divergence, whether common methodologies and calibration benchmarks could improve consistency without creating a one-size-fits-all framework, and whether a light EU-level governance mechanism could enhance coordination, transparency and accountability without adding unnecessary complexity.

Points of discussion

  1.  How should the EU redesign its macroprudential buffer architecture to make it simpler, more usable and better targeted. To what extent does the EBA proposal for a single releasable macroprudential buffer provide the right way forward? If the CCyB and SyRB are merged into a single releasable buffer, should there be a maximum calibration level or a formal escalation process beyond certain thresholds?

  2.  How should the governance of the EU macroprudential framework evolve to strengthen convergence, ensure greater coherence across the prudential framework and preserve justified national flexibility and avoiding unnecessary institutional complexity?