Implementing Technical Standards on specific reporting requirements for market risk


These Implementing Technical Standards (ITS) on supervisory reporting requirements for market risk are the first elements of the Fundamental Review of the Trading Book (FRTB) introduced by the revised Capital Requirements Regulation (CRR2) in the prudential framework of the EU. These requirements include a thresholds template, providing insights into the size of institutions’ trading books and the volume of their business subject to market risk, and a summary template, reflecting the own funds requirements under the ‘Alternative Standardised Approach’ for market risk (MKR-ASA). The reporting requirements on the new market risk framework will be gradually expanded over time.


Press Release

Consultation Papers