The European Banking Authority (EBA) launches today a public consultation on its draft Regulatory Technical Standards (RTS) on materiality threshold of past due credit obligations. The EBA proposes a series of new conditions against which National Supervisory Authorities (NSAs) should set a materiality threshold for past due credit obligations. The consultation runs until 31 January 2015.
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the treatment of equity exposures under the internal ratings-based (IRB) approach. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
The European Banking Authority (EBA) published today a list of Q&As on the Credit Valuation Adjustment (CVA) data collection exercise, which was launched on 30 April 2014 with the aim of advising the European Commission on appropriate amendments to the CVA framework at EU level and inform discussions on the CVA risk charge in Basel.
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official Journal on 20 May 2014.
The European Banking Authority (EBA) launched today public consultation on its draft regulatory technical standards (RTS) on disclosure of information related to the countercyclical capital buffer. These RTS will be part of the EU Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector. The consultation runs until 27 September 2014.
The European Banking Authority (EBA) launched today a consultation on its draft Regulatory Technical Standards (RTS) specifying the conditions for the permanent and temporary uses of the Standardised Approach (SA) by institutions that have received permission to use the Internal Ratings Based (IRB) Approach. The EBA has identified the use of the SA as a major driver in the comparability of credit risk capital requirements. These RTS will be part of the EU Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector. The consultation runs until 26 September 2014.
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) to specify the treatment of equity exposures under the internal ratings-based (IRB) approach. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union. The consultation runs until 7 July 2014.
The European Supervisory Authorities (ESAs) launched today a consultation on draft Regulatory Technical Standards (‘RTS’) outlining the framework of the European Market Infrastructure Regulation (EMIR). These RTS cover the risk management procedures for counterparties in non-centrally cleared OTC derivatives, the criteria concerning intragroup exemptions and the definitions of practical and legal impediments. The consultation will allow gathering public views on how to ensure a proportionate implementation of the requirements, as well as any other specific aspects that need discussion. The consultation runs until 14 July 2014.
The Joint Committee of the three European Supervisory Authorities (EBA, ESMA and EIOPA - ESAs) published today its final Report on mechanistic references to credit ratings in the ESAs’ guidelines and recommendations and on the definition of “sole and mechanistic reliance” on such ratings.
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the definition of market and its final draft RTS on Credit Valuation Adjustment risk (CVA risk). The latter is supplemented by an Opinion on CVA risk which further elaborates on the approach taken by the EBA in determining a proxy spread. The standards will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU).
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit exposures. These RTS ensure a consistent EU wide implementation of the countercyclical buffer (CCB) to protect against excess credit growth.
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) setting out criteria for identifying the geographical location of all relevant credit exposures, namely credit risk, trading book and securitisation exposures. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU). The consultation runs until 1 November 2013.
In the context of its ongoing work on comparability of RWAs, the European Banking Authority (EBA) published today three reports: (i) an interim report on the consistency of RWAs in SMEs and residential mortgages portfolios; (ii) a report on the comparability of supervisory rules and practices; and (iii) a report on variability of RWAs for market risk portfolios. Furthermore, the EBA also released its report on the pro-cyclicality of banks’ capital requirements, which supplements the work on comparability, together with a summary report that compiles all the work on comparability of RWAs for IRB models.
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
The European Banking Authority (EBA) published on its website the answers to questions 76 and 94 on the Single Rulebook.
The European Banking Authority (EBA) published on its website the answers to questions 27 and 67 on the Single Rulebook.
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.
The European Banking Authority (EBA) launches today a second consultation on Draft Regulatory Technical Standards (RTS) for credit valuation adjustment risk (CVA) to further specify how a proxy spread should be determined for the calculation of own funds requirements and to provide additional details on a limited number of smaller portfolios. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 25 September 2013.
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.
The European Banking Authority (EBA) launches today a consultation on Draft Regulatory Technical Standards (RTS) on the specification of the calculation of specific and general credit risk adjustments. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 30 September.