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The European Banking Authority (EBA) launches today a consultation on draft technical standards (RTS) aimed at specifying the conditions for assessing the materiality of extensions and changes to internal approaches when calculating own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 11 June 2013.

CEBS today publishes its first peer review report on its members’ compliance with CEBS’s Guidelines on the validation of the Advanced Measurement (AMA) and Internal Ratings Based (IRB) approaches used by banks to calculate capital requirements.

The Committee of European Banking Supervisors (CEBS) today publishes its consultation paper (CP35) on its draft guidelines on the management of operational risk in market-related activities. The consultation is open to all interested parties, including supervised institutions and other market participants.

The Committee of European Banking Supervisors (CEBS) today publishes its guidelines on operational risk mitigation techniques following a three-month public consultation period and a public hearing. These guidelines, which build on the provisions of the Capital Requirements Directive (CRD) and CEBS’s Guidelines on the Implementation, Validation and Assessment of AMA and IRB Approaches (Implementation Guidelines – GL10) provide supervisory expectations and clarification on the recognition of risk transfer instruments within the AMA.

The Committee of European Banking Supervisors (CEBS) today publishes its revised consultation paper (CP35rev) on its draft guidelines on the management of operational risk in market-related activities. The consultation is open to all interested parties, including supervised institutions and other market participants.

The European Banking Authority (EBA) has today published its Guidelines on AMA extensions and changes (EBA/GL/2012/1). The aim is to harmonise processes regarding the supervisory approval of such changes and to assist institutions using the Advanced Measurement Approach (AMA) to further develop their AMA models.

The Committee of European Banking Supervisors (CEBS) has published today its draft consultation paper on Guidelines on AMA Changes (CP 45) aiming at assisting institutions using the Advanced Measurement Approach (AMA) to further develop their AMA models.