Published on Monday, February 23, 2015 | Updated on Monday, February 23, 2015

TLAC QIS: the next milestone in designing the optimal loss-absorbing framework

Summary

In November 2014, the Financial Stability Board (FSB) launched the consultation paper comprising a set of principles and features on the new total loss-absorbing capacity requirement (TLAC). The TLAC proposal has caused much stir in the financial community and has become one of the hottest regulatory concerns. Two weeks ago, on 2 February, the consultation period ended with the financial industry having expressed their positions on TLAC. As the FSB outlined in November, once the public consultation has ended, now is the time for carrying out a comprehensive Quantitative Impact Study (QIS) to define the optimal calibration of the TLAC.

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Santiago Fernández de Lis BBVA Regulation - Head of Regulation
José Carlos Pardo
Guillermo Martín

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TLAC QIS - The next milestone in designing the optimal loss-absorbing framework

English - February 23, 2015

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