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EBA-CP-2014-19 (CP on GL on the criteria for assessment of O-SIIs).pdf
EBA-CP-2014-19 (CP on GL on the criteria for assessment of O-SIIs)
EBA consults on criteria to assess other systemically important institutions (O-SIIs)
The European Banking Authority (EBA) launched today a consultation on draft Guidelines setting forth criteria to identify institutions that are systemically important either at Member State or Union level, the so called ‘other systemically important institutions’ (O-SIIs). The Guidelines aim at achieving an appropriate degree of convergence in the identification process as well as at ensuring a comparable, clear and transparent assessment of O-SIIs. The consultation runs until 18 October 2014.
EBA advises on the prudential filter for gains and losses from own credit risk related to derivatives
The European Banking Authority (EBA) published today its technical advice to the European Commission on the use of a prudential filter for gains and losses arising from banks’ own credit risk of derivatives. The Authority considers as appropriate not to deviate from the current prudential approach applied at the international level under the Basel III rules, i.e. full deduction of institutions’ own credit risk of derivatives. The work of the EBA will inform the work of the EU Commission on the topic.
EBA-Op-2014-05 - Technical Advice on DVA.pdf
EBA/Op/2014/05 Technical advice on the prudential filter for fair value gains and losses arising from the institution’s own credit risk related to derivative liabilities