EBA draft Implementing Technical Standards (ITS) under BRRD update resolution planning reporting requirements, defining minimum data obligations, harmonized procedures, and revised templates for institutions to support resolution authorities, with implementation planned for 2019.
EBA list of institutions for the purpose of supervisory benchmarking
Consultation Paper on ITS amending Com Impl. Regulation EU 2016-2070 on Benchmarking (EBA-CP-2017-23)
EBA instructions for credit risk reporting under supervisory benchmarking portfolios – detailing requirements for low and high default portfolios, internal model definitions, and exposure classifications under CRR and Implementing Regulation (EU) No 680/2014.
EBA Annex II defines supervisory benchmarking portfolios for credit risk, detailing low and high default portfolio classifications, counterparty identification, exposure types, and regulatory approaches under IRB frameworks for EU banking supervision.
European Banking Authority (EBA) annex detailing market risk benchmarking instruments and portfolios under EU Regulation 575/2013 (CRR), including valuation rules, risk calculation methods, and submission requirements for banks in the 2018 exercise.
European Banking Authority (EBA) reporting instructions for market risk supervisory benchmarking portfolios under CRR, detailing templates for initial market valuation, VaR, sVaR, profit & loss time series, IRC, and correlation trading models.
The European Banking Authority (EBA) acknowledged the adoption by the European Commission of the Implementing Act amending Regulation (EU) No 680/2014 (Implementing Technical Standards on Supervisory Reporting) with regard to amendments to COREP and Additional Monitoring Metrics for liquidity as well as other amendments. The Implementing Act, which is based on the final draft ITS on supervisory reporting submitted by the EBA in April 2017, was adopted by the Commission on 9 November 2017. Its publication in the EU Official Journal is still pending. The amended requirements will apply as of 1 March 2018 (reporting framework v2.7).
The European Banking Authority (EBA) published today a corrective update (2.7.0.1) to the XBRL taxonomy that Competent Authorities shall use for the remittance of data under the EBA Implementing Technical Standards (ITS) on supervisory reporting. The revised taxonomy will be used for the first report of Financial Reporting (FinRep) requirements compiled under IFRS 9.
The European Banking Authority (EBA) rectified today Annex 1 of its Implementing Technical Standards (ITS) on benchmarking of internal approaches, which had been amended on 4 May 2017 to define the benchmarking portfolios for the 2018 benchmarking exercise.
The European Banking Authority (EBA) acknowledged the adoption by the European Commission of the Implementing Act amending Regulation (EU) No 680/2014 (Implementing Technical Standards on Supervisory Reporting) with regard to financial reporting (FINREP) following the changes in the International Accounting Standards (IFRS 9). The Implementing Act, which is based on the final draft ITS on supervisory reporting submitted by the EBA in November 2016, was adopted by the Commission on 29 June 2017 and its publication in the EU Official Journal is still pending. The amended requirements will apply as of 1 March 2018 (reporting framework v2.7).
The European Banking Authority (EBA) issued today a revised list of validation rules in its Implementing Technical Standards (ITS) on supervisory reporting, highlighting those which have been deactivated either for incorrectness or for triggering IT problems.
The European Banking Authority (EBA) published today an amended version of its Implementing Technical Standards (ITS) on benchmarking of internal approaches. These amendments aim at ensuring a better quality of the submitted data and, ultimately will assist the EBA and competent authorities in their 2018 assessment of internal approaches for credit and market risk. The EBA plans to annually update the ITS to ensure future benchmarking exercises are relevant and successful.