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EBA puts forward preliminary proposals to improve the IRB regulatory framework
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.pdf
EBA-DP-2015-01 DP on the future of IRB approach
EBA-Op-2015-04 Technical Advice on benchmarking pursuant to Art 78(9).pdf
Technical Advice on benchmarking pursuant to Art 78(9) (EBA-Op-2015-04)
EBA Report on CVA.pdf
EBA Report on CVA
EBA-Op-2015-02 (EBA Opinion on CVA risk).pdf
EBA-Op-2015-02 (EBA Opinion on CVA risk)
Public hearing Draft RTS on materiality threshold for past due exposures.pdf
Public hearing Draft RTS on materiality threshold for past due exposures
Assessment methodology of the IRB approach.pdf
Assessment methodology of the IRB approach
Public hearing on CP on RTS on assessment methodology for IRB Approach
EBA RTS 2014 17 (Final Draft RTS on CCB Disclosure).pdf
EBA RTS 2014 17 (Final Draft RTS on CCB Disclosure)
EBA published final draft technical standards on countercyclical buffer 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.
Regulatory Technical Standards in relation to credit valuation adjustment risk
EBA-CP-2014-36 (CP on RTS on Assessment Methodology for IRB Approach).pdf
CP on RTS on Assessment Methodology for IRB Approach
EBA consults on assessment methodology for IRB approach
The European Banking Authority (EBA) launched today a consultation on its draft Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) approach. These draft RTS are a key component of the EBA’s work to ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the supervisory assessment methodology across all EU Member States.. The consultation runs until 12 March 2015.
EBA consults on materiality threshold of credit obligation past due
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.
EBA-CP-2014-32 (CP on RTS on Past Due Materiality Threshold).pdf
Consultation Paper on draft Regulatory Technical Standards on materiality threshold of credit obligation past due
Consultation on draft regulatory technical standards on disclosure of information in relation to the compliance of institutions with the requirement for a countercyclical capital buffer
2014-09-25 BSG Opinion on EBA CP 2014 10.pdf
BSG response to Consultation Paper (EBA/CP/2014/10) -26 September 2014
2014-09-25 BSG Opinion EBA CP 2014 11.pdf
BSG response to Consultation Paper (EBA/CP/2014/11)- 26 September 2014