Regulatory Technical Standards on the uniform conditions of application of the calculation methods for determining the amount of capital required at the level of the financial conglomerate

  • Status: Adopted and published in the Official Journal of the EU

The proposed Regulatory Technical Standards (RTS) set out specifications for institutions in a financial conglomerate to ensure uniform conditions of application of the calculation methods for determining the amount of capital required at the level of the financial conglomerate. The RTS are based on the following general principles: elimination of multiple gearing; elimination of intra-group creation of own funds; transferability and availability of own funds; and coverage of deficit at financial conglomerate level with regard to the definition of cross-sector capital. Three are the underlying technical calculation methods: –(i) accounting consolidation method; –(ii) deduction and aggregation method; and –(iii) combination of methods (i) and (ii).

 

Summary of document history

Previous versions Current version Ongoing versions

ESAs consult on the application of the capital calculation methods for financial conglomerates

  • Status: Closed
  • Deadline: 5 OCTOBER 2012
Documents
EACB

(134.42 KB - PDF) Last update 28 February 2014

Consultation Paper

(796.39 KB - PDF) Last update 28 February 2014

French Banking Federation

(531.67 KB - PDF) Last update 28 February 2014

German Insurance Association

(177.54 KB - PDF) Last update 28 February 2014

Federation of Finnish Financial Services

(179.51 KB - PDF) Last update 28 February 2014

EBF

(138.96 KB - PDF) Last update 28 February 2014

German Banking Industry Committee

(3.31 MB - PDF) Last update 28 February 2014

Insurance Europe

(108.08 KB - PDF) Last update 28 February 2014

Opinion on the application of the capital calculation methods for financial conglomerates (JC/CP/2012/02)

(101.77 KB - PDF) Last update 18 September 2014

Banca Corriege

(80.36 KB - PDF) Last update 28 February 2014

Millennium BCP

(73.54 KB - PDF) Last update 28 February 2014

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