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Consultation on RTS on the calculation of Kirb in accordance with the purchased receivables approach
Annex 2 to CP on COREP - Annex II (instructions).docx
Annex 1 to CP on COREP - Annex I (templates with changes tracked).xlsx
Consultation paper on COREP Securitisations (EBA-CP-2018-14).pdf
Annex 2 to CP on COREP - Annex II (instructions with changes tracked).docx
Annex 1 to CP on COREP - Annex I (templates).xlsx
EBA launches consultations on supervisory reporting for the reporting framework 2.9 and prepares for its modular release
The European Banking Authority (EBA) launched today three public consultations on amendments to the Implementing Technical Standards (ITS) on supervisory reporting for the reporting framework 2.9. The proposed changes to the ITS on supervisory reporting, which are part of the EBA reporting framework 2.9, aim to keep reporting requirements in line with changes in the regulatory framework and with the evolving needs for Supervisory Authorities' risk assessments. The EBA will move to a new modular release for the next reporting framework 2.9 and is, therefore, also publishing its forward schedule of the modular release to help users in their planning.
Draft RTS on homogeneity of underlying exposures in securitisation (EBA-RTS-2018-02 ).pdf
Draft RTS on homogeneity of underlying exposures in securitisation (EBA-RTS-2018-02)
Draft RTS on risk retention (EBA-RTS-2018-01).pdf
Draft RTS on risk retention (EBA-RTS-2018-01)
Regulatory Technical Standards on the homogeneity of the underlying exposures in securitisation
Regulatory Technical Standards on risk retention
EBA publishes final draft technical standards defining the homogeneity of the underlying exposures in securitisation
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) setting out conditions for securitisation to be deemed homogeneous. Homogeneity is one of the crucial requirements for a securitisation transaction to be assessed as simple, transparent and standardised (‘STS’) and to be eligible for more risk-sensitive risk weights under the new EU securitisation framework. Homogeneity is also a key element for investors when assessing the underlying risks and performing their due diligence. The RTS are part of 28 mandates assigned to the EBA within its important role in implementation of the new securitisation framework.
EBA publishes final draft technical standards on risk retention for securitisation transactions
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the requirements for originators, sponsors and original lenders related to risk retention as laid down in the new EU securitisation framework (STS Regulation). These final draft RTS, which replace the current Commission Delegated Regulation on risk retention, aim to provide clarity on the requirements relating to risk retention, thus reducing the risk of moral hazard and aligning interests
EBA publishes its assessment of European Secured Notes
The European Banking Authority (EBA) published today a report presenting the outcome of its assessment to the European Commission’s call for advice on the European Secured Notes (ESNs). In addition, it puts forward recommendations on key aspects for the European Commission to consider when possibly designing the legislative framework for SME ESNs.
EBA Final report on ESNs.pdf
EBA Final report on ESNs
Draft Guidelines on the STS criteria for non-ABCP securitisation
Draft Guidelines on the STS criteria for ABCP securitisation
Consultation Paper on RTS on the calculation of Kirb in accordance with the purchased receivables approach (EBA-CP-2018-10).pdf
Consultation Paper on RTS on the calculation of Kirb in accordance with the purchased receivables approach (EBA-CP-2018-10)
EBA consults on the conditions to allow institutions to calculate capital requirements of securitised exposures (Kirb) in accordance with the purchased receivables approach
The European Banking Authority (EBA) launched today a public consultation on draft Regulatory Technical Standards (RTS) specifying the conditions to allow institutions to calculate capital requirements of the securitised exposures (KIRB) in accordance with the purchased receivables approach laid down in the amended Capital Requirements Regulation (CRR). These draft RTS aim at striking the right balance between the need to acknowledge the specific circumstances under which institutions calculate capital requirements in the context of a securitisation transaction and the need to maintain appropriately safe and prudent requirements on the internal modelling of capital requirements.