Consultation Paper on Guidelines on specification of types of exposures to be associated with high risk (EBA-CP-2018-03).pdf
Consultation Paper on Guidelines on specification of types of exposures to be associated with high risk (EBA-CP-2018-03)
Search
117 results
Annex 1 (Annex I - Solvency).xlsx
Annex 6 (Annex XVI - Asset Encumbrance).xlsx
Annex 9 (Annex XXII - Maturity ladder template).xlsx
Annex 2 (Annex II - Solvency).pdf
EBA technical annex detailing reporting templates and instructions for own funds, capital requirements, credit risk, operational risk, and market risk under EU banking regulations, including solvency and transitional provisions.
Annex 2 (Prudent Valuation COREP Instructions).pdf
EBA instructions for COREP reporting on prudent valuation of fair-valued assets and liabilities under Delegated Regulation (EU) 2016/101, covering AVA calculations, hybrid products, and thresholds for simplified approaches under CRR.
Final draft ITS amending Regulation 680-2014 (EBA-ITS-2018-01).pdf
EBA final draft implementing technical standards amending Regulation (EU) No 680/2014 on supervisory reporting, introducing detailed requirements for prudent valuation and technical updates to COREP, large exposures, leverage ratio, and liquidity metrics under CRR.
Annex 3 (Annex V - FINREP).pdf
EBA Annex V (FINREP) outlines detailed reporting requirements for financial information, including balance sheets, profit or loss statements, counterparty breakdowns, loan commitments, derivatives, hedge accounting, non-performing exposures, and geographical data under EU banking regulations.
Annexes in tracked changes.zip
Annex 4 (Annex IX - Large exposures).pdf
EBA guidelines detailing reporting instructions for large exposures and concentration risk under CRR, covering templates for counterparty identification, exposure limits, trading and non-trading book exposures, and maturity buckets for top exposures to institutions and financial entities.
Annex 7 (Annex XIX - AMM instructions).pdf
European Banking Authority (EBA) instructions for completing Additional Monitoring Tools templates (Annex XVIII) under liquidity risk reporting, detailing requirements for funding concentration by counterparty (C 67.00) and product type (C 68.00), including maturity calculations, thresholds, and sector classifications under Regulation (EU) No 575/2013.
Annex 8 (Annex XXI - Counterbalancing capacity instructions).pdf
European Banking Authority instructions for reporting institutions on completing the Counterbalancing Capacity Template (C 71.00), detailing requirements for disclosing top ten asset holdings and liquidity lines by issuer, product type, currency, and credit quality under EU liquidity regulations.
Annex 10 (Annex XXIII - Maturity ladder instructions).pdf
European Banking Authority (EBA) instructions for completing the maturity ladder template under Regulation (EU) 2015/61 – detailing reporting rules for contractual cash flows, counterbalancing capacity, time buckets, and conservative maturity assumptions for banks.
Annex 5 (Annex XI - Leverage).pdf
European Banking Authority (EBA) technical annex detailing reporting instructions for leverage ratio calculations under CRR, including templates, formulas, sign conventions, and breakdowns of on- and off-balance sheet exposures for banks.
EBA launches consultation on Guidelines regarding the exposures to be associated with high risk
The European Banking Authority (EBA) launched today a consultation on its Guidelines regarding the types of exposures to be associated with high risk under Article 128 (3) of the Capital Requirements Regulation (CRR). The Guidelines specify which types of exposures, other than those mentioned in Article 128 (2) CRR, are to be associated with particularly high risk and under which circumstances. The Guidelines also clarify the notion of investments in venture capital firms and private equity. The consultation runs until 17 July 2018.