pillar1_credit_risk-2008.xls
Data related to credit risk - 2008
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Pillar-1_Credit-risk-data_Securitisation-2009.xls
Data related to credit risk - 2009
EBA consults on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
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.
Consultation on draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
EBA consults on technical standards on the calculation of credit risk adjustments
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.
Guidelines on common reporting of large exposures
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines in relation to the common reporting of large exposures.
Guidelines on the revised large exposures regime
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines in relation to two specific aspects of the revised large exposures regime that has been included in the amended Capital Requirements Directive (CRD). The amendments will have to be transposed into Member States’ national law by 31 October 2010 and will be applied from 31 December 2010.
Implementation Guidelines on large exposures exemptions for money transmission, correspondent banking, clearing and settlement and custody services
The Committee of European Banking Supervisors (CEBS) today publishes its implementation guidelines on Article 106(2) (c) and (d) of Directive 2006/48/EC (Capital Requirements Directive) as amended by Directive 2009/111/EC.
registration-form-public-hearing-13-May-2013.docx
PH on draft RTS on the conditions for assessing the materiality of extensions and changes - Registration form
EBA consults on technical standards in relation with credit valuation adjustment risk
The European Banking Authority (EBA) launches today a consultation on Draft Regulatory Technical Standards (RTS) for credit valuation adjustment risk on the determination of a proxy spread and the specification of 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 15 September.
Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches
Implementation Guidelines on large exposures exemptions for money transmission, correspondent banking, clearing and settlement and custody services
EBA-CP-2013-02-CP-on-RTS-on-materiality-of-model-extensions-and-changes.pdf
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal approaches when calculating own funds requirements for credit, market and
operational risk (EBA/CP/2013/02)
Interim-results-EBA-review-consistency-RWAs_1.pdf
European Banking Authority publication - Interim results of the EBA review of the consistency of risk-weighted assets (26 February 2013)
EBA-SME-Report.pdf
European Banking Authority Report - Assessment of SME proposals for CRD IV/CRR (September 2012)
EBA consults on technical standards on the calculation of credit risk adjustments
EBA consults on technical standards in relation with credit valuation adjustment risk
Public hearing on CP on draft RTS in relation to credit valuation adjustment risk
Deutscher-Sparkassen--und-Giroverband_15062012_response-to-EBA_DP_2012_2.pdf
Response to European Banking Authority Discussion Paper - Deutscher Sparkassen- und Giroverband e. V. (DSGV) response to Discussion Paper on a template for recovery plans (EBA DP 2012 2)
European-Banking-Federation_18062012_response-to-EBA_DP_2012_2.pdf
Response to European Banking Authority Discussion Paper - European Banking Federation (EBF) response to Discussion Paper on a template for recovery plans (EBA DP 2012 2)