Guidelines on the management of operational risk in market-related activities
The Committee of European Banking Supervisors (CEBS) has published today its guidelines on the management of operational risk in market-related activities.
The Committee of European Banking Supervisors (CEBS) has published today its guidelines on the management of operational risk in market-related activities.
BSG response to Consultation Paper (EBA/CP/2014/08) -12 September 2014
EBA CP on Draft RTS on AMA (Public Hearing 15 Jul 14)
Final draft RTS on market risk model extensions and changes
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official Journal on 20 May 2014.
EBA-CP-2014-08 CP on draft RTS on AMA assesment
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) assessing the criteria that competent authorities need to consider before granting institutions permission to use advanced measurement approaches (AMA) for calculating their capital requirements for operational risk. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union. The consultation runs until 12 September 2014.
Data related to operational risk - 2012
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Industry response (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Cover Letter (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Federation of Building Societies (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Association of Co-operative Banks (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Dutch Banking Association (NVB) (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Austrian Federal Economic Chamber (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association (EBA/CP/2013/02)