The global financial crises from 2007 lead to profound transformations within the architecture of the process of regulating and supervising the world’s financial system. The banking regulation framework has been consolidated significantly all over the world, in order to reduce the credit institutions’ appetite for risk with the level of own capital and to correct the excesses that promote the pro-cyclical behaviour of credit institutions. On this line, pre-eminence had the new Accord Basel III on capital requirements, transposed into the European legislative framework package. The new regulations came into force on 1st January 2014 and will be fully implemented by 1st January 2022. The amendments are significant, this document dealing only with certain novelties related to the implementation of the five capital buffers, i.e. the capital conservation buffer, the countercyclical capital buffer, the capital buffer for systemically important institutions and the systemic risk buffer. The changes do not stop here. The European financial sector’s micro and macro-prudential supervision architecture reformed, leading to the emergence of new institutions: European Banking Authority, European Systemic Risk Board, the Single Supervisory Mechanism. Romania has been involved in the entire transformation process. Even though it is not part of the Euro zone and, therefore, it is not yet member of the Banking Union, meaning that it does not participate in the Single Supervisory Mechanism, Romania has been connected to the process of remodelling of the banking regulation and supervision framework which, at national level, adjusted along with the changes in the European environment. Currently, the macro-prudential policy of the Romanian banking sector is, in terms of scope and instruments, lined up with the European rules and practices.