News & Press
The EBA publishes a Report on prudential consolidation and final Guidelines on ancillary services undertakings
The European Banking Authority (EBA) today released its Report on prudential consolidation and the final Guidelines on ancillary services undertakings (ASU) under the Capital Requirements Regulation (CRR). Both publications are designed to enhance the efficiency and proportionality of the prudential consolidation framework, promote a level playing field, foster convergence of supervisory practices among institutions and competent authorities, and improve comparability of prudential requirements across the EU.
The EBA publishes final draft technical standards on booking arrangements
The European Banking Authority (EBA) today published its final Regulatory Technical Standards (RTS) specifying the booking arrangements that third-country branches must apply under the Capital Requirements Directive (CRD). The standards deliver clarity and harmonisation in the implementation of booking arrangements and the maintenance of a registry book, supporting consistent supervisory practices across the EU.
Final Q&As
Question ID: 2025_7473
Please can we clarify where exposure per article 48 (4), should be reported in COREP Template C 07, Row 0250. The underlying item of investment in question is an Equity investment arising from Trading book primarily assessed for Market Risk; to be more specific, the underlying are CET1 instruments which are in scope for Significant Holding per article 48 (1). Art. 133 is part of Standardised Approach to Credit Risk within Title II of the CRR where all Banking book investments are risk weighted by reading across 48(4) in line with 133(2). While Art. 48 is applicable for both Trading book and Banking book investments, the specific question is the applicability of Article 133(2) for a Trading book Equity Investment and therefore where should such items be reported in COREP C07 Template. EBA's Q&A referred to below is generic in nature.
Question ID: 2025_7483
In the COREP C25 on CVA, rows 0230 and 0240 demand the ideosycratic and systemic CVA risk. The scope that should be used for this calculation is not clear for us. Should the scope include the 'Memorandum' counterparties (e.g. not financial counterparties) or is this limited towards the 'Transactions in scope of own funds requirements' (e.g. financial counterparties)?