Regulatory activity Under consultation Regulatory Technical Standards on the threshold for Central Securities Depositories (CSDs) providing 'banking type ancillary services'
Regulatory activity Under consultation Regulatory Technical Standards on CVA risk of securities financing transactions
Regulatory activity Under consultation Regulatory Technical Standards on the method for identifying the main risk driver of a position and for determining whether a transaction represents a long or a short position
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on the exemption from the residual risk add-on own funds requirements for certain type of hedges
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on profit and loss attribution requirements, risk factor modellability assessment, and the treatment of FX and commodity risk in the banking book
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on the standardised approach for counterparty credit risk
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of modellable risk factors
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on extraordinary circumstances for continuing the use of an internal model
Regulatory activity Under development Regulatory Technical Standards on the assessment methodology to verify an institution’s compliance with the internal model approach
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on emerging markets and advanced economies
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on residual risk add-on
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on gross jump-to-default amounts
Regulatory activity Final and translated into the EU official languages Guidelines on criteria for the use of data inputs in the expected shortfall risk measure under the IMA
Regulatory activity Final draft RTS/ITS adopted by the EBA and submitted to the European Commission Regulatory Technical Standards on default probabilities and losses given default for default risk model under the Fundamental Review of the Trading Book
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on the capitalisation of non-modellable risk factors under the FRTB
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk
Regulatory activity Final and translated into the EU official languages Guidelines on the treatment of structural FX under Article 352(2) of the CRR
Regulatory activity Adopted and published in the Official Journal of the EU Technical Standards on the IMA under the FRTB
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on exclusion from CVA of non-EU non-financial counterparties
