EBA Workshop on Climate Risk Stress Testing
Monday 6th May at 9:30 - 20 AV ANDRE PROTHIN 92927 Paris La Défense EUROPLAZA
Monday 6th May at 9:30 - 20 AV ANDRE PROTHIN 92927 Paris La Défense EUROPLAZA
On 22 April from 14:00 to 16:00 CET (Virtual event)
The European Supervisory Authorities (EBA, EIOPA and ESMA – the ESAs) launched today a public consultation on the draft Regulatory Technical Standards (RTS) on the conduct of oversight activities in relation to the joint examination teams under the Digital Operational Resilience Act (DORA).
Tuesday 23 April 2024, 09:30 - 14:00, hybrid event - Tour Europlaza, 20 avenue André Prothin, 92400 Courbevoie, France
The European Banking Authority (EBA), the European Insurance and Occupational Pensions Authority (EIOPA) and the European Central Bank (ECB) set up a Data Point Model (DPM) alliance, establishing a common governance framework for the collaboration on the DPM 2.0 Standard. Together with the establishment of a Joint Bank reporting Committee (JBRC) between the EBA and ECB, this alliance is another step in the process of building an integrated reporting system.
The European Banking Authority (EBA) today published its 2023 Reports on the annual market and credit risk benchmarking exercises. These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. Regarding market risk, for the majority of participating banks, the results confirm a relatively low dispersion in the initial market valuation (IMVs) of most of the instruments, and a decrease in the dispersion in the value at risk (VaR) submissions compared to the previous exercise. For credit risk, the variability of RWAs remained stable compared with the previous year, but for some asset classes a reduction could be observed in a longer perspective.