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Consultation Paper on draft RTS on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of MRF
EBA consults on draft Regulatory Technical Standards under CRR to define materiality assessment criteria for changes to FRTB Internal Models Approach (IMA) and modellable risk factors, aiming to ensure consistent application of market risk capital requirements.
EBA consults on standards for assessing the materiality of extensions and changes to the new market risk internal models under the Fundamental Review of the Trading Book
The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes to the use of internal models as well as to the subset of the modellable risk factors applicable under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the Phase 4 deliverables of the EBA roadmap for the new market and counterparty credit risk approaches. The consultation runs until 29 February 2023.
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
Consultation on draft RTS on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of MRF
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The EBA's supervisory role under MiCA
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Guidelines on risk-based supervision - consolidated version
EBA guidelines outlining risk-based supervision requirements for anti-money laundering and counter-terrorist financing (AML/CFT) under Directive (EU) 2015/849, specifying steps for competent authorities to implement risk-sensitive supervision models and compliance reporting obligations.
Corrigendum to the Guidelines on risk-based supervision
EBA corrigendum updating guidelines on risk-based anti-money laundering and terrorist financing supervision under Directive (EU) 2015/849, clarifying cooperation measures, sectoral risk assessment, and supervisory procedures for competent authorities.