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Policy Advice on Basel III reforms - SFTs.pdf
Policy Advice on Basel III reforms - SFTs
CP on EBA launches consultation on technical standards on the standardised approach for counterparty credit risk
Article 325
Allowances for consolidated requirementsArticle 344
Stock indicesArticle 358
Particular instrumentsArticle 329
Options and warrantsArticle 359
Maturity ladder approachArticle 340
Duration-based calculation of general riskArticle 352
Calculation of the overall net foreign exchange positionArticle 363
Permission to use internal modelsArticle 341
Net positions in equity instrumentsArticle 355
Choice of method for commodities riskArticle 351
De minimis and weighting for foreign exchange riskArticle 357
Positions in commoditiesArticle 399
Eligible credit mitigation techniquesArticle 327
NettingEBA roadmap for the new market and counterparty credit risk approaches.pdf
EBA roadmap for the new market and counterparty credit risk approaches
Technical Standards on the IMA under the FRTB
EBA updates list of diversified indices
The European Banking Authority (EBA) updated today the list of diversified indices, which was originally published in December 2013. The list is part of the implementing technical standards (ITS) drafted to calculate the capital requirements for position risk in equities according to the standardised rules. The list was updated according to the procedure and methodology laid down in the ITS and submitted to the European Commission for endorsement.