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Statement on the application of CRR 3 in the area of credit risk for the Internal Ratings Based Approach
EBA clarifies the operational application of CRR 3 in the area of credit risk modelling
The European Banking Authority (EBA) welcomes the entry into force of the new European Banking Package, which implements the final Basel III framework into EU regulation. To ensure a smooth operational implementation of the Banking Package, the EBA encourages institutions and competent authorities to engage in an active dialogue.
EBA List of RGLA treated as exposures to CG - Article 115(2) CRR
Public hearing on RTS on the specification of long and short positions
Public hearing on draft Guidelines on ADC exposures to residential property under CRR 3
Public Hearing on draft RTS on equivalent mechanism for unfinished property
Consultation on draft Guidelines on ADC exposures to residential property under CRR 3
The EBA consults on draft guidelines on acquisition, development and construction exposures to residential property under the standardised approach of credit risk
The European Banking Authority (EBA) today launched a public consultation on its draft Guidelines (GLs) under the Capital Requirements Regulation (CRR3) regarding acquisition, development and construction (ADC) exposures to residential property. These Guidelines specify the credit risk-mitigating conditions that allow institutions to assign a risk weight of 100% instead of 150% for ADC exposures to residential property. Furthermore, the Guidelines also address the specificities of institutions’ lending to public housing or not-for profit entities. The consultation runs until 19 August 2024.
Guidelines on ADC exposures to residential property under CRR 3
Consultation Paper on draft Guidelines on ADC exposures to residential property under CRR
The EBA consults on draft technical standards on equivalent mechanism for unfinished property under the standardised approach of credit risk
The European Banking Authority (EBA) today launched a public consultation on its draft regulatory technical standards (RTS) under the Capital Requirements Regulation (CRR3) regarding the equivalent mechanism for unfinished property. These technical standards specify the conditions that a legal mechanism should meet in order to recognise a property under construction in the own fund requirements calculation under the standardised approach of credit risk. The consultation runs until 13 August 2024.
Consultation on Regulatory Technical Standards on equivalent mechanism for unfinished property
Regulatory Technical Standards on equivalent mechanism for unfinished property
Consultation paper on draft RTS on equivalent mechanism for unfinished property
Consultation on Regulatory Technical Standards on the method for identifying the main risk driver of a position and for determining whether a transaction represents a long or a short position
Consultation Paper draft RTS on the method for identifying the main risk driver of a position and for determining whether a transaction represents a long or a short position
List of EU regional governments and local authorities treated as exposures to central governments under Article 115(2) of Regulation (EU) 575/2013
Public hearing on Regulatory Technical Standards on the allocation of off-balance sheet items and UCC considerations
EBA publishes annual assessment of banks’ internal approaches for the calculation of capital requirements
The European Banking Authority (EBA) today published its 2023 Reports on the annual market and credit risk benchmarking exercises. These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. Regarding market risk, for the majority of participating banks, the results confirm a relatively low dispersion in the initial market valuation (IMVs) of most of the instruments, and a decrease in the dispersion in the value at risk (VaR) submissions compared to the previous exercise. For credit risk, the variability of RWAs remained stable compared with the previous year, but for some asset classes a reduction could be observed in a longer perspective.