EBA consults on draft Regulatory Technical Standards amending risk weight and minimum LGD value assessments for immovable property exposures under CRR Article 124(11), focusing on factors and conditions for appropriateness evaluations.
The European Banking Authority (EBA) today launched a public consultation on its draft amending Regulatory Technical Standards (RTS) on the types of factors to be considered by national authorities in assessing the appropriateness of real estate risk weights. This review is driven by the revised Capital Requirements Regulation (CRR 3), which confers a new mandate onto the EBA. The consultation runs until 30 May 2025.
The European Banking Authority (EBA) today published its 2024 Reports on the annual market and credit risk benchmarking exercises. For the first time, the EBA also released a specific Report on the fundamental review of the trading book Alternative Standardised Approach (FRTB ASA). These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements.
EBA 2024 report analysing variability in own funds requirements under the IRB approach, assessing credit risk parameters, PD and LGD comparability, and implementation of the IRB Roadmap across EU banks.