Decision on institutions IRRBB data ad-hoc collection.pdf
Decision on institutions IRRBB data ad-hoc collection
Decision on institutions IRRBB data ad-hoc collection
The European Banking Authority (EBA) today published its Decision to run an ad-hoc data collection of institutions’ IRRBB data. This data collection will provide competent authorities and the EBA with timely and necessary data and tools to monitor risks arising from interest rate changes and the implementation of the IRRBB scrutiny plan. The ad-hoc collection follows a proportionate approach, as it will apply only to those institutions that are already providing IRRBB data in the context of the QIS exercise and include the same templates that these institutions will have to report once the final ITS on IRRBB reporting starts applying.
The European Banking Authority (EBA) today published today its final ITS on supervisory reporting with respect to IRRBB. The amended final draft ITS equip supervisors with the appropriate data to monitor risks arising from interest rates’ changes. In addition, they aim at providing quality data to supervisors to monitor institutions’ IRBB risk and the implementation of the policy package published by the EBA in October 2022.
Annex I (Annex 28 - IRRBB) [xlsx]
Annex II (Annex 29 - IRRBB)
Final report on ITS on supervisory reporting on IRRBB
Consultation Paper on amendments to ITS disclosure and reporting on MREL-TLAC
Annex IV - Annex VI, Disclosures, Instructions [docx]
Draft mapping between reporting and disclosures [xlsx]
Annex I - Annex I, Reporting, Templates [xlsx]
Annex II - Annex II, Reporting, Instructions [docx]
Annex III - Annex V, disclosures, Templates [xlsx]
The European Banking Authority (EBA) launched today a public consultation on amendments to the draft Implementing Technical Standard (ITS) on disclosure and reporting of the minimum requirement for own funds and eligible liabilities (MREL) and the total loss absorbency requirement (TLAC). These amendments aim to reflect changes to the prudential framework that came or will soon come into force and provide clarifications on the information to be reported in the insolvency ranking templates. The consultation paper also includes an updated mapping between disclosure and reporting requirements. The consultation runs until 18August 2023.
The DPM Standard 2.0 issued today enhances the methodology that is at the core of the EBA and EIOPA’s reporting process, creating a fully consistent approach for modelling reporting requirements. The new DPM supports the whole reporting lifecycle, from data definition to data exploration, and aims to reap the benefits of stronger collaboration and higher harmonisation while also improving the digital processing of regulatory data required by the authorities.
Signposting tool [xlsm]
The European Banking Authority (EBA) launched today a public consultation on the draft Guidelines on resubmission of historical data under the EBA reporting framework. The objective of the draft guidelines is to provide a common approach to the resubmission by the financial institutions of historical data to the competent and resolution authorities in case there are errors, inaccuracies or other changes in the data reported in accordance with the supervisory and resolution reporting framework developed by the EBA. The consultation runs until 31 July 2023.