CCyB

Prudential Reporting

Luxembourg Countercyclical Capital Buffer Q3 2026: What CSSF Regulation 26-02 Means for Bank Capital and COREP Reporting
July 1, 2026July 28, 2026

A quarterly buffer decision that holds a rate flat is the one most likely to be filed on autopilot, and that is where reporting errors slip in. On 30 June 2026 the CSSF published Regulation No 26-02, which sets the Luxembourg countercyclical capital buffer at 0.50% for the third quarter of 2026, the same level…
Prudential Reporting

EU bank capital framework simplification: what the EBA stacking-orders report means for prudential reporting teams
June 18, 2026July 28, 2026

If you build COREP returns for an EU bank, the first thing to understand about the EBA’s June 2026 report is what it does not do. It does not change a single capital ratio you report next quarter. The report on EU bank capital framework simplification proposes design changes, not calibration changes, and most of…