EBA issues revised list of ITS validation rules
EBA issues revised list of ITS validation rules
EBA issues revised list of ITS validation rules
The European Banking Authority (EBA) launched today a public consultation on draft Regulatory Technical Standards (RTS) specifying the requirements for originators, sponsors, original lenders and servicers related to risk retention, in line with the Securitisation Regulation. The RTS aim to clarify requirements relating to risk retention, thus reducing the risk of moral hazard and aligning interests. The RTS also provide clarity on new topics, including risk retention in traditional securitisation of non-performing exposures (NPE). The consultation runs until 30 September 2021.
Presentation
Validation rules (updated 30 June 2021)
Risk parameters annex (pdf)
Risk parameters annex (xls)
Risk Assessment questionnaire - Spring 2021
Risk dashboard
Interactive Tool
Consultation paper on draft RTS specifying the requirements for originators, sponsors, original lenders and servicers relating to risk retention
The European Banking Authority (EBA) published today its quarterly Risk Dashboard together with the results of the spring edition of the Risk Assessment Questionnaire (RAQ). The Q1 data shows that the CET1 ratio increased slightly on a fully loaded basis. The NPL ratio improved further, except for some sectors that may have been more affected by the pandemic. Banks’ profitability improved significantly.