Update FATF-warning lists October 2025
28 October 2025
News item supervision
FATF released an update of its ‘grey’ and ‘black’ lists.
Read more Update FATF-warning lists October 2025
Application form for permission to use an internal model for market risk or counterparty credit risk calculation
Factsheet
Subject to permission obtained from the competent authorities, institutions may use internal models to calculate their capital ratios. Institutions can submit an application for permission to use an internal model for market risk (Article 363 of the Capital Requirements Regulation (CRR)) or for counterparty credit risk (Article 283 of the CRR).
The relevant application forms are available from the ECB website. Institutions under DNB's direct supervision can also use them.
Please note that after submission of the application form we may still require supplementary information from the financial enterprise. In that case, we will inform the institution of this in writing.
Related subjects
- Calculation of fixed overheads requirement (FOR)
- Adequacy of professional indemnity insurance for AIFMs
- Minimum requirements for the use of rating systems
- When and how can the Regulation on Sound Remuneration Policies (Regeling Beheerst Beloningsbeleid - Rbb) be applied proportionally to different categories of Identified Staff?
- Prudential requirements for collective investment schemes funds and UCITS (and their managers)
- Supervisory disclosure
- Requirements applicable to AIFMD managers performing investment services
- What confidence interval applies for assessing capital adequacy as part of institutions' ICAAP?
Interesting articles
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FATF warning lists – June 2021 update
20 October 2025
News item supervision
The Financial Action Task Force (FATF) released two documents, indicating jurisdictions with strategic deficiencies in their anti-money laundering and combating the financing of terrorism (AML/CFT) regimes.
Read more FATF warning lists – June 2021 update
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DNB follows ECB in extending leverage ratio relief for banks until 31 March 2022
20 October 2025
News item supervision
As of 17 September 2020, banks have been permitted to temporarily exclude certain central bank exposures from the calculation, reporting and disclosure of what is known as the leverage ratio.
Read more DNB follows ECB in extending leverage ratio relief for banks until 31 March 2022
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DNB & AFM Sanctions Alert – State of affairs concerning Russia and Ukraine – 24 February 2022
20 October 2025
DNB & the AFM jointly inform you about the state of affairs regarding the European sanctions against Russia. This news item only relates to new sanctions and/or changes to existing sanctions regimes concerning the situation in Ukraine.
Read more DNB & AFM Sanctions Alert – State of affairs concerning Russia and Ukraine – 24 February 2022
