EBA/GL/2016/10

  • ECB ICAAP and ILAAP Package: What the 2026 Clarification Changes

    On 26 June 2026 the ECB announced a review of roughly 130 of its banking supervision publications, and in mid-July it followed through on the part that touches every capital and liquidity team: an updated ECB clarification on ICAAPs and ILAAPs and respective package submissions, alongside an updated version of the ECB Guide to the…

  • CSSF ICAAP and ILAAP: Filing Under Circulars 07/301 and 20/753

    Every spring, a Luxembourg reporting team assembles a document that no COREP or FINREP template captures: the institution’s own account of whether it holds enough capital and enough liquidity to survive the risks it actually runs. That account is the ICAAP and ILAAP file, and in Luxembourg its rules sit in Circular CSSF 07/301. The…