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Annex VII - OG-scope example
EBA illustrative examples for offsetting and scope indications in ASA and AIMA reporting templates under CRR3, demonstrating consolidated level reporting structures for banking groups with subsidiaries across Europe and beyond.
Annex VI - MOV example
Annex V - Correlation table
Annex IV - ASA-AIMA instructions
Annex III - ASA-AIMA templates [XLSX]
Annex II - TBT and MOV instructions
Annex I - TBT and MOV template [XLSX]
Draft amending ITS on reporting requirements for market risk (FRTB reporting)
EBA final report amending Implementing Technical Standards on market risk reporting under the Fundamental Review of the Trading Book (FRTB), expanding requirements for Alternative Standardised Approach (ASA) and Alternative Internal Model Approach (AIMA) to prepare institutions for full FRTB implementation in the EU.
The EBA revises reporting requirements for market risk
The European Banking Authority (EBA) published today amendments to the reporting requirements for market risk. As the implementation of the Fundamental Review of the Trading Book (FRTB) in the EU approaches, the EBA revised the information to be reported on the own funds requirements under the alternative approaches, and adds reporting on reclassifications of instrument between the regulatory books.