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European Banks and MREL shortfalls, a €67.6 bn investment opportunity

In 2015, the Financial Stability Board (FSB) issued the Total Loss-Absorbing Capacity (TLAC) standard for global systemically important banks (i.e., the biggest ones).

In 2015, the Financial Stability Board (FSB) issued the Total Loss-Absorbing Capacity (TLAC) standard for global systemically important banks (i.e., the biggest ones). This standard has been transposed for the European Union into the Bank Recovery and Resolution Directives 1 and 2 (BRRD 1 and BRRD2) which apply to all the banks established in the European Union.

This Directives introduced the Minimum Requirement for Own Funds and Eligible Liabilities (MREL) aiming at protecting clients’ deposits in case of massive losses, with the challenge to respect the “pari passu” constraint of a bank capital structure. The solution was the introduction of a loss absorption mechanism to senior creditors via issuance of senior non preferred bonds for the operating company or senior preferred bonds for the holding company of the banks. This layer of capital adds a new subordination cascade enhancing both the resilience and the resolvability of institutions, where resolution would be preferable to a bankruptcy under the principle of “no creditor worse off”.