News & Press
The EBA issues Opinion on a measure to address macroprudential risk following a notification by the Norwegian Ministry of Finance
The European Banking Authority (EBA) today published an Opinion following a notification by the Norwegian Ministry of Finance of its intention to change the calibration of a measure originally introduced on 31 December 2020 and already extended until 30 June 2025. The measure aims to ensure that capital requirements of Norwegian institutions using internal ratings-based (IRB) approaches are appropriate for the systemic risks stemming from their residential real estate exposures. Based on the information provided, the EBA does not object to the measure.
Final Q&As
Question ID: 2024_7242
May or shall a competent or a designated authority from a Member State, that recognises a systemic risk buffer rate set by another Member State in accordance with Article 133 of the CRD, require its domestically authorised institutions to apply that rate on a consolidated basis, covering all exposures targeted by the recognised systemic risk buffer held through subsidiaries, branches or through cross-border lending, in accordance with Article 134 of the CRD ? Does the legal framework permit or require that exposures of domestically authorised institutions held through subsidiaries located in the Member State that sets the buffer rate as well as in other Member States are also included in the scope of recognition?
Question ID: 2024_7269
Should all the instruments or lending against Sovereigns, where the use of proceeds is unknown, be excluded from the numerator of Template 7 ESG Disclosure - row 460 - Sovereigns and moved to row 440 - Other assets (e.g. Goodwill, commodities etc.)?
Question ID: 2025_7371
The datapoint modeling for C_25.01.b does not align for rows 10 & 20 with that of C_25.01.a. The datapoint model for C_25.01.a lists (qAFF:qFI) Type of Financial Instruments while C_25.01.b does not.