EBA REC 2014 02 (Recommendation to the BNB and BDIF).pdf
EBA REC 2014 02 (Recommendation to the BNB and BDIF)
EBA REC 2014 02 (Recommendation to the BNB and BDIF)
BSG response to Consultation Paper (EBA/CP/2014/07) -19 August 2014
Opinion on the use and benefits from Central Banks' funding support measures
The EBA publishes today an Opinion on the macroprudential tools laid down in the Capital Requirement Regulation (CRR) and Directive (CRDIV). The Opinion assesses whether the current rules are effective, efficient and transparent as well as the possible degrees of overlap across different macroprudential tools and the consistency of the EU framework with global standards. The Opinion also includes policy recommendations that the EU Commission should consider in its review of the macroprudential toolkit.
EBA opinion on macroprudential rules in CRR-CRD
The European Banking Authority (EBA) published today an Opinion following the notification by the National Bank of Belgium (NBB) of its intention to modify capital requirements in order to address an increase in macroprudential or systemic risk that could have a severe impact on the financial system and the Belgian real economy. Based on the evidence submitted by the NBB, the EBA does not object the adoption of the proposed measures, which are in line with Article 458 of the Capital Requirements Regulation (CRR).
Annex IX - Market Templates
The European Banking Authority (EBA) launched today a consultation on draft Implementing Technical Standards (ITS) and Regulatory Technical Standards (RTS) aimed at specifying the EU framework for the conduct of annual supervisory benchmarking of internal approaches for calculating own funds requirements for credit and market risk exposures (RWAs). The consultation runs until 19 August 2014.
Annex VI - Internal models applied to the Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Consultation Paper on RTS and ITS on benchmarking portfolios
Annex IV - Results Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Annex I - Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex V - Internal models applied to the Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex VII.b - TBG type Market risk portfolios
Annex II - Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Annex III - Results Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex VIII - Market Risk Template instructions