EBA_2014_00900000_ES_COR.pdf
EBA_2014_00900000_ES_COR
EBA_2014_00900000_ES_COR
EBA_2014_00900000_IT_COR
EBA_2014_00900000_SV_COR
EBA_2014_00900000_ET_TRA
EBA_2014_00900000_DE_COR
EBA_2014_00900000_BG_COR
These Guidelines propose harmonised definitions and templates for funding plans of credit institutions, with the objective of ensuring consistency in the way the reporting of funding plans is conducted.
ITS on Additional Monitoring Metrics (Annex 5) rev1
ITS on Additional Monitoring Metrics (Annexes) rev1_tracked changes
ITS on Additional Monitoring Metrics (Annex 6) rev1
ITS on Additional Monitoring Metrics (Annex 2) rev1
ITS on Additional Monitoring Metrics (Annex 3) rev1
ITS on Additional Monitoring Metrics (Annex 1) rev1
ITS on Additional Monitoring Metrics (Annex 4)
The European Banking Authority (EBA) published today the updated versions of three final drafts Implementing Technical Standards (ITS) on Asset Encumbrance, Non-Performing Exposures and Forbearance, and Additional Monitoring Metrics for Liquidity. The three versions published today substitute those previously issued on the same topics.
EBA-GL-2014-04 (Guidelines on Harmonised Definitions and Templates for Funding Plans)
The European Banking Authority (EBA) published today its final Guidelines on harmonised definitions and templates for funding plans of credit institutions. These Guidelines aim at harmonising reporting of funding plans across the EU.
The EBA publishes today a discussion paper on the retail deposits subject to higher outflows for the purposes of liquidity reporting under the Capital Requirements Regulation (CRR). This paper outlines the EBA’s preliminary thinking on a methodology for identifying retail deposits subject to higher outflows and for calculating the associated outflow rates. The consultation runs until 21 March 2013.
Guidelines on retail deposits subject to different outflows for purposes of liquidity reporting
EBA FINAL draft Regulatory Technical Standards on additional liquidity outflows corresponding to collateral needs resulting from the impact of an adverse market scenario on the institution’s derivatives transactions, financing transactions and other contracts for liquidity reporting