EBA report presenting 2023 market risk benchmarking results, analysing VaR, sVaR, IRC, and SBM metrics across EU banks to assess modelling practices, risk measure variations, and supervisory findings under CRR/CRD frameworks.
The EBA consults on draft technical standards on residual risk add-on hedges under the Fundamental Review of the Trading Book
The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) on the conditions for determining whether an instrument attracting residual risk acts as a hedge. These RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk. The consultation runs until 3 May 2024.
EBA consults on draft Regulatory Technical Standards exempting certain hedges from residual risk add-on own funds requirements under CRR Article 325u(4a), seeking stakeholder feedback by May 2024.