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Credit claims in liquidity stress test buffer

Are credit claims eligible for the liquidity buffer (counterbalancing capacity) if they are not...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2003 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 11/05/2015
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Application of the 0% floor in the calculation of the supervisory standard shock (particularly downward scenario).

In times of already negative interest rates, how should banks apply the 0% floor? ...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities
ID: 2017_3121 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 23/01/2017
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Discount rates in Economic Value of Equity calculations

Is the usage of different yield curves related to the calculation of value risk measures (e.g....

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: EBA/GL/2015/08 - Guidelines on the management of interest rate risk arising from non-trading activities
ID: 2016_2697 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 04/04/2016
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SREP and combined buffers

Article 104(1)(a) of the Directive 2013/36/EU (CRD) states that competent authorities have the p...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2015_2302 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 17/09/2015
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Meaning of Article 79 (b) of Directive 2013/36/EU (CRD)

What should standardised banks do in order to live up to CRD Article 79 (b)? Should standardised ban...

COM Delegated or Implementing Acts/EBA RTS/EBA ITS/EBA GLs: Not applicable
ID: 2013_249 | Topic : Supervisory review and evaluation (SREP) and Pillar 2 | Date of submission: 16/09/2013
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