Regulatory Technical Standards on methodology to estimate P2 and CBR for setting MREL requirements

Final draft adopted by the EBA and submitted to the European Commission

These draft Regulatory Technical Standards (RTS) specify the methodology to be used by resolution authorities to estimate the Pillar 2 (P2) and combined buffer requirements (CBR)  at consolidated level for the purpose of setting the minimum requirement for own funds and eligible liabilities requirement (MREL) under the Bank Recovery and Resolution Directive (BRRD). The estimation of P2 and CBR is necessary for setting MREL when the resolution group perimeter differs significantly from the prudential perimeter at the level of which own fund requirements have been set by the competent authority. 

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