EBA-CP-2015-09 CP on Assigning RWs to Specialised Lending Exposures.pdf
EBA-CP-2015-09 CP on Assigning RWs to Specialised Lending Exposures
EBA-CP-2015-09 CP on Assigning RWs to Specialised Lending Exposures
The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on specialised lending exposures. The proposed RTS aim to specify how institutions should take into account several factors when assigning risk weights to specialised lending exposures and how they should treat these factors. The consultation runs until 11 August 2015.
BSG response to Discussion Paper (EBA-DP-2015-01)- 5 May 2015
The European Banking Authority (EBA) published today an Opinion addressed to the European Commission on several aspects related to the calculation of own funds requirements for Credit Valuation Adjustment (CVA) risk. The sixteen policy recommendations in the Opinion build on an extensive technical analysis conducted by the EBA, which is also published today in the form of a Report and a Review. Based on the findings of the Report, the Commission may adopt a delegated act.
BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015
The European Banking Authority (EBA) launched today a discussion paper on the regulatory measures needed to ensure a robust and clear framework for Internal Ratings Based (IRB) models. The discussion paper seeks stakeholders’ feedback on both how to implement the necessary measures in a consistent way and how to bring forward future changes to the current approach. In addition, an overview of the regulatory measures that are under way is provided. The consultation runs until 5 May 2015.
EBA-DP-2015-01 DP on the future of IRB approach
Technical Advice on benchmarking pursuant to Art 78(9) (EBA-Op-2015-04)
EBA Report on CVA
EBA-Op-2015-02 (EBA Opinion on CVA risk)
Public hearing Draft RTS on materiality threshold for past due exposures
Assessment methodology of the IRB approach
EBA RTS 2014 17 (Final Draft RTS on CCB Disclosure)
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on disclosure of information related to the countercyclical capital buffer (CCB). These RTS will be part of the EU Single Rulebook aimed at enhancing regulatory harmonisation in the EU banking sector. In particular, the use of uniform templates for the disclosure of the CCB will facilitate geographical comparison and ensure transparency of the CCB buffer for all financial institutions across the EU.
CP on RTS on Assessment Methodology for IRB Approach