EBA欧洲银行-BSG-response-to-Consultation-Paper-28EBA-CP-2014-3529206-February-2015_7页_253kb

EBA Banking Stakeholder Group Summary on Consultation Paper EBA/CP/2014/35

Core Content

The EBA Banking Stakeholder Group (BSG) has provided feedback on the Draft Guidelines on Methods for Calculating Contributions to Deposit Guarantee Schemes (DGSs), which are part of the DGSD Directive (2014/49/EU). The directive aims to harmonize deposit guarantee schemes across the European Union and ensure that financial institutions bear the risk of compensating depositors through ex-ante contributions. The BSG supports the directive's objective of increasing consistency and depositor confidence.

Main Views and Key Information

General Comments

• Support for DGSD: The BSG supports the DGSD as a step toward harmonizing deposit insurance across the EU.
• Risk-based contributions: They endorse the risk-based approach, where riskier institutions pay higher contributions.
• Proportionality: The BSG supports the application of proportionality in the context of contribution calculations.
• Transparency and Confidentiality: They appreciate the balance between transparency in methods and confidentiality of risk classification data.

Question 1: General Comments on the Draft Guidelines

• The BSG supports the use of principles to guide the development of calculation methods, which allows for both harmonization and flexibility.
• They highlight the importance of avoiding excessive reporting requirements for member institutions, as outlined in Principle 6.
• They emphasize that risk classification should remain confidential to prevent potential destabilization of institutions or the banking sector.

Question 2: Level of Detail in the Guidelines

• The BSG believes the level of detail in the guidelines is appropriate to ensure a minimum level of harmonization.
• They note that discretionary options remain for national DGSs to reflect differences in the banking sector structure.

Question 3: Clarity of the Proposed Formula

• The BSG finds the proposed formula sufficiently clear and transparent.
• However, they suggest that in high-risk environments, the adjustment factor should only be applied once the threshold of 0.8% of total deposits is met.

Question 4: Minimum Risk Interval

• The BSG agrees with the minimum risk interval of 75%-150%, as it is the result of EU-wide surveys.
• They support the idea that national DGSs may use a wider interval if necessary to reflect sector-specific risk structures.

Question 5: Core Risk Indicators

• The BSG supports the 10 core risk indicators proposed.
• However, they stress the importance of ensuring data access and avoiding additional reporting burdens.
• They note that data availability is a challenge for some DGSs in the EU.

Question 6: Capital Ratio Indicators

• The BSG favors the Common Equity Tier 1 (CET1) ratio over the capital coverage ratio.
• They argue that CET1 provides a more objective and comparable measure of capital, as it is defined without discretionary supervisory influence.

Question 7: Availability of Core Indicators for Specific Institutions

• The Deutscher Sparkassen-und Giroverband (DSGV) highlights that the current draft does not adequately address institutions within institutional protection schemes (IPS).
• They point out that central institutions in IPSs may have very low covered deposits, making the proposed adjustment factor inadequate for risk-based contribution calculations.
• DSGV suggests that the alternative own-risk-based method should be explicitly included in the guidelines to ensure proper reflection of IPS members' risk profiles.

Question 8: Guidance on Calibration of Risk Buckets

• The BSG believes that specific thresholds should be tailored to the national banking sector structure, and therefore more guidance is not necessary.
• They acknowledge the complexity of threshold calibration and suggest that supervisory authorities should incorporate this into their supervisory schedules.

Impact Assessment

• The BSG agrees with the analysis of the impact of the proposals in the Consultation Paper.
• They support the creation of a level playing field for DGSs and believe the proposed changes will contribute to harmonized deposit protection.

Conclusion

The BSG's feedback highlights the need for flexibility in the application of the guidelines while ensuring consistency across the EU. They advocate for a risk-based, proportionate, and transparent approach to contribution calculations, with a particular emphasis on confidentiality of risk data and adaptation for IPSs. The group also supports the harmonization of DGSs and the strengthening of the European banking system through the implementation of the DGSD.