Market risk can be defined as the risk of losses in on and off-balance sheet positions arising from adverse movements in market prices. From a regulatory perspective, market risk stems from all the positions included in banks' trading book as well as from commodity and foreign exchange risk positions in the whole balance sheet. Counterparty credit risk can be defined as the risk that the counterparty to a transaction could default before the final settlement of the transaction cash flows. Credit valuation adjustment (CVA) risk can be defined as the risk of losses arising from changing CVA values in response to movements in counterparty credit spreads and market risk factors that drive prices of derivative transactions and securities financing transactions. Through the development of Technical Standards, Guidelines and Reports, the EBA contributes to a consistent implementation across the EU of the provisions related to these topics, and in particular of the Fundamental Review of the Trading Book (FRTB) of the Basel III reforms.
Status: Under development
Status: Under development
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Final and translated into the EU official languages
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Final and translated into the EU official languages
Status: Adopted and published on the Official Journal
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Under development
Status: Final
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Final and translated into the EU official languages
Status: Final draft adopted by the EBA and submitted to the European Commission
Status: Under development
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Final and translated into the EU official languages
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Adopted and published on the Official Journal
Status: Final and translated into the EU official languages
Status: Final and translated into the EU official languages