Decision of the European Systemic Risk Board on the assessment of materiality of third countries for countercyclical buffer rates

The European Systemic Risk Board establishes procedures to identify third countries with material exposures to the Union’s banking system for the purpose of setting countercyclical buffer rates. A third country is classified as material if its exposures meet a 1% threshold across risk-weighted, original, or defaulted metrics over specified quarterly periods. The initial list includes Brazil, Hong Kong, China, Turkey, Russia, and the United States, with annual revisions scheduled to begin in the second quarter of 2017.

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Decision - 11 December 2015 - EN - EUR-Lex

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This document supersedes: Decision of the European Systemic Risk Board of 21 July 2015 on the provision and collection of information for macroprudential oversight

Source: European Systemic Risk Board — original document · Summary generated with machine assistance and reviewed before publication; the authoritative text is the regulator's original document. How RegAlert works