The objective is not to create a separate contingency plan for each FMI but rather to develop a comprehensive plan for maintaining access to the various FMIs in a resolution scenario. This includes outlining measures expected from FMIs and how institutions will respond to them. Institutions must also consider expected requirements from FMIs regarding collateral, liquidity, or information and plan how they will meet these requirements. As part of their contingency plans, institutions also analyse alternative providers of FMI services.
When developing contingency plans, institutions focus on ensuring the following:
- Sufficient system support and retention of key employees to ensure continued access to FMIs during and leading up to a resolution scenario.
- A clear understanding of the requirements from FMIs for continued access during and leading up to a resolution.
- A clear communication plan for dialogue with FMIs, especially in the event of a crisis or during the period leading up to and during resolution.
- Awareness of anticipated measures from FMIs, including liquidity obligations (e.g., how liquidity and collateral requirements are expected to be applied) and the methods and assumptions used to estimate liquidity needs under stress.
There is a high degree of regulatory coordination regarding FMIs because the exchange of information between supervisory, resolution, and FMI authorities will be crucial if either an institution or an FMI faces distress.
Governance
Governance Related to Resolution Planning
Institutions have to prioritise resolution planning and secure management support for these efforts as part of ensuring an effective resolution planning. Adequate staffing resources should be allocated to resolution planning to address and resolve potential barriers to resolution. The guidelines set the following requirements for management involvement in resolution planning:
- Appointment of an executive director responsible for the institution’s resolution planning, per Article 91 of Directive 2013/36 (a member of the executive board).
- Appointment of a senior-level executive responsible for implementing, managing, and coordinating the internal resolution planning/work program.
The guidelines specify in bullet points the tasks the director and senior experienced employee should perform, as outlined in the following box.
Institutions must also ensure that strategic decisions consider resolution-related interdependencies that affect resolvability (e.g., mergers or changes to the IT environment). Additionally, institutions should ensure effective information flow on resolution matters between the board of directors, the responsible senior employee, and other relevant staff so they can fulfill their roles before, during, and after the resolution event. Finally, institutions must ensure a quality assurance process, such as involving internal audit.
Governance in a Resolution Scenario
During the resolution of an institution, the Danish Financial Stability Company assumes control of the institution. This involves taking over the powers previously assigned to the executive management, board of directors, and shareholders. Upon taking control, a new executive management team is installed, and the existing board of directors is replaced.
Employees are informed about the takeover, which is also publicly announced. Employees play a crucial role during the resolution as they contribute to operationalising the resolution and maintaining essential functions and operations while the resolution is carried out. Therefore, it is vital that the institution has procedures to ensure the availability of key employees in a resolution scenario and their ability to contribute to an efficient resolution of the institution.
Funding and Liquidity During Resolution
In a resolution scenario, it is essential to secure sufficient liquidity and funding to implement the preferred resolution strategy. Therefore, institutions must establish clear processes and have the capacity to estimate liquidity and funding needs.
Institutions must also be able to calculate and report their liquidity position in a timely manner during resolution and identify and mobilise available collateral that can be used to obtain funding during and after the resolution process. Resolution planning must include information on liquidity sources available in a resolution, as well as potential regulatory and operational barriers.
Liquidity Analysis
Institutions prepare a liquidity analysis to identify the entities and currencies critical to liquidity and where liquidity risks may arise within the group.
Institutions must demonstrate their ability to calculate and report their liquidity position on short notice and show capacity to conduct liquidity analyses on current positions at the group level and for significant entities and currencies.
Liquidity is a highly dynamic area; and as part of the liquidity management, institutions have to identify liquidity drivers both before and during resolution, considering different types of crises.
Institutions must also be attentive to various issues, including:
- Legal, regulatory, and operational barriers to liquidity transfers, particularly within a group.
- Obligations related to payment, clearing, and securities settlement activities.
- Counterparty and collateral requirements.
- Contractual suspension, termination, and netting rights.
- Minimum liquidity needs and intraday peak liquidity requirements.
- Operating expenses and working capital requirements.
- Available central bank liquidity facilities, including terms and conditions for access and repayment.
Mobilising Assets and Other Private Resources
Institutions may need to use other assets than usual as collateral if liquidity challenges arise, particularly during resolution.
Institutions must have the capacity to:
- Identify all assets potentially usable as collateral.
- Determine which assets are suitable for supporting resolution funding.
- Distinguish between encumbered and unencumbered assets.
- Monitor available and unencumbered collateral at the group level and for each significant legal entity or branch within the resolution group by currency.
- Report detailed information on available collateral even under rapidly changing conditions.
To enable quick mobilisation of assets, institutions must develop and document all necessary operational steps. This mobilisation must be assessed, evaluated, and tested regularly (at least annually) to ensure it is effective and operationally robust.
Institutions prepare inventories of assets eligible for pledging to Danmarks Nationalbank, the Danish central bank or, if they have subsidiaries in the Banking Union, to the ECB (European Central Bank). These inventories ensure assets are legally available in a resolution scenario. Institutions regularly assess their collateral management capabilities, including monitoring, operationalising, and mobilising collateral, as well as developing and documenting all necessary procedures.
Institutions are particularly mindful of obstacles to fund transfers and legal barriers in foreign jurisdictions. They must be able to calculate and report the value of assets that can be freely transferred across the group while meeting local regulatory requirements and operational liquidity needs.
Access to Standard Central Bank Facilities
In their self-assessments, institutions must evaluate their potential need or ability to request liquidity from standard central bank facilities.
Institutions must ensure that the conditions for accessing standard central bank facilities for significant legal entities under resolution can be met, including minimum requirements, collateral needs, duration, or other terms.
As Danish financial institutions, they have access to Danmarks Nationalbank, the Danish central bank’s instruments, and if they have a subsidiary in the Banking Union, they also have access to the ECB’s facilities.
Institutions must provide information on the size and location of assets within the group that are expected to qualify as collateral for central bank facilities.
In Denmark, Danmarks Nationalbank, the Danish central bank, can also provide emergency liquidity assistance (ELA) to solvent credit institutions with acute liquidity needs that cannot obtain liquidity from the market. Danmarks Nationalbank, the central bank, evaluates whether the fundamental criteria for granting temporary ELA facilities are met in each specific case.
Information Systems
High-quality data available on time is a prerequisite for valuing the institution. Given the time-intensive nature of gathering data, institutions must have management information systems (MIS) capable of providing data within short timeframes.
Most of the EBA's guidelines on improving resolvability related to MIS are covered by regulations on resolution planning and preparedness. These regulations require financial institutions to be able to submit an updated balance sheet with a detailed statement of assets, liabilities, and other obligations shortly after the institution is deemed failing or likely to fail.
The resolution authority regularly tests Danish financial institutions’ ability to provide data.
At the conclusion of the test, the resolution authority assesses the institution’s ability to deliver relevant data and identifies any barriers to resolution.
Once annually, external and internal auditors must ensure that the institution can always calculate and present the required data for updated valuations.
Execution of Resolution
The operational execution of write-downs and conversions requires the involvement of the failing institution. To execute write-downs and conversions effectively, the institution must have policies and processes in place, which the resolution authority must be familiar with.
This information should be included in a playbook for write-downs and conversions formulated in the institution’s self-assessment, outlining operational execution based on EBA guidelines for improving resolvability.
The institution has to provide detailed descriptions of all actions necessary to support effective execution of write-downs and conversions from receiving instructions to final execution and communication with affected parties. This includes describing governance procedures to ensure decisions are made promptly in a resolution scenario.
The playbook should also outline the process for providing the necessary information for valuation (refer to the earlier section on information systems). Finally, there has to be details about both internal and external execution processes.