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ESAs share initial views on consumer-friendly Key Information Documents on investment products across the EU

... in the EU, currently, essential information about the risks, rewards and costs of investment products can be ... including on what they might gain if they invest, the risks they are taking, and all the costs they will have to ... A more technical Discussion Paper will be tabled in the spring of next year, followed, after the summer, by a ...

EBA consults on significant credit risk transfer for securitisation transactions

... and competent authorities when assessing significant risk transfer (SRT) for securitisation transactions. These ... Rulebook in the banking sector and will ensure harmonised assessment and treatment of significant risk transfer across all EU Member States. The public ...

ESAs highlight risks in phasing out of crisis measures and call on financial institutions to adapt to increasing cyber risks

... EIOPA and ESMA - ESAs) issued today their second joint risk assessment report for 2021. The report highlights the ... the financial sector, the rise seen in terms of cyber risk and the materialisation of event-driven risks. The ...

ESAs consult to amend technical standards on the mapping of ECAIs’ credit assessments

... amend the Implementing Regulations on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for credit risk. The Implementing Regulations are part of the EU Single ... External Credit Assessment Institutions (ECAIs) for credit risk. The Implementing Regulations are part of the EU Single ...

EBA issues Opinion on measures to address macroprudential risk following notification by De Nederlandsche Bank

... intention to extend a macroprudential measure introduced in 2020 and activated on 1 January 2022. The measure imposes a minimum average risk weight on Dutch housing loan portfolios for credit ... on 1 January 2022. The measure imposes a minimum average risk weight on Dutch housing loan portfolios for credit ...

Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs

These Guidelines on Credit Risk Mitigation (CRM) in the context of the advanced ... approach (F-IRB). Documents Guidelines on Credit Risk Mitigation for institutions applying the IRB approach ... Links Public hearing Model validation Guidelines on Credit Risk Mitigation for institutions applying the IRB approach ...

ESAs see recovery stalling amid existing and new risks

... (EBA, EIOPA and ESMA - ESAs) issued today their first joint risk assessment report for 2022. The report highlights the ... sector as well as the rise of environmental and cyber risks.   The three European Supervisory Authorities (EBA, ...

ESAs publish the revised Joint Guidelines on the Prudential Assessment of Acquisitions and Increases of Qualifying Holdings in the Financial Sector

... today the revised Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying ... today the revised Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying ... ESAs publish the revised Joint Guidelines on the Prudential Assessment of Acquisitions and Increases of Qualifying ...

ITS package for 2019 benchmarking exercise

... portfolios and reporting requirements in view of the 2020 EBA benchmarking exercise. The changes aim at simplifying the portfolio's structure for the credit risk part of the exercise, and getting more insight into the ... regulatory technical standards for benchmarking portfolio assessment standards and assessment-sharing procedures ITS ...

EBA issues Opinion on measures to address macroprudential risk following notification by Finansinspektionen

... Approach. The extension will be applied from 31 December 2020 until 30 December 2021.   The European Banking ... the IRB approach would be subject to a minimum level of 25% risk weight on Swedish retail loans secured by real estate. This risk weight floor will act as a backstop to ensure that ...

Implementing Technical Standards on the mapping of ECAIs Credit Assessments for securitisation positions

... steps that shall determine the allocation of appropriate risk weights to credit ratings issued by ECAIs on ... steps that shall determine the allocation of appropriate risk weights to credit ratings issued by ECAIs on ... Regulation (EU) 2016/1801 on the mapping of ECAIs’ credit assessments for securitisation Links Amending Implementing ...

CEBS draft guidelines on concentration risk

... guidelines on aspects of the management of concentration risk under the supervisory review process. The consultation ... guidelines on aspects of the management of concentration risk under the supervisory review process. The consultation ... on technical aspects of the management of concentration risk under the supervisory review process published on 14 ...

EBA consults on guidance to assess breaches of the large exposure limits

... exceptional case. To support competent authorities in their assessment and harmonise the approach across the Single ... the event when it had applied a proper and effective risk management; and whether it was caused by reasons beyond ...

EBA publishes risk dashboard for EU banking sector

... European Banking Authority (EBA) published today the first risk dashboard for 2014 summarising the main risks and vulnerabilities in the banking sector in the ... further, highlighting the importance of thorough assessment of asset quality, accompanied by consistent ...

EBA launches 2016 CVA risk monitoring exercise

... put on hold its draft Guidelines on the treatment of CVA risk under SREP until further notice, due to continued developments in the CVA risk framework at international level. However, monitoring ... will use the outcome of the EBA monitoring in their assessments of institutions' CVA risk performed in ...

EBA publishes peer review on the implementation of credit concentration risk guidelines

... of its guidelines on the management of concentration risk under the supervisory review process (SREP). The report ... the assessed guidelines (GL31) and credit concentration risk forms an integral part of NCAs’ risk assessment system. The European Banking Authority (EBA) ...

Decision on the Use of Unsolicited Credit Assessments

This Decision confirms the use of unsolicited credit assessments assigned by certain External Credit Assessment Institutions' (ECAIs) for calculating ... given ECAI, or that an ECAI has used an unsolicited credit assessments to put pressure on the rated entity to place an ...

Head of Unit - Economic Analysis and Impact Assessment

... for the analytical activities in the area of ex-ante assessment of regulatory and supervisory measures including ... for advice, preparing thematic reports and formal impact assessments accompanying EBA regulatory products, as well as the production of regular reviews and ex-post assessments of economic impact spanning across the full ...

Head of Unit - Economic Analysis and Impact Assessment

... for the analytical activities in the area of ex-ante assessment of regulatory and supervisory measures including ... calls for advice, thematic reports and formal impact assessments accompanying EBA regulatory products, as well as the production of regular reviews and ex-post assessments across the full scope of the EBA's mandate. EAS ...

Regulatory Technical Standards on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP)

... the European Supervisory Authorities (ESAs) will define the risk mitigation techniques to be put in place for OTC ... the European Supervisory Authorities (ESAs) will define the risk mitigation techniques to be put in place for OTC ... joint RTS amending Delegated Regulation (EU) 2016/2251 on risk-mitigation techniques for OTC derivative contracts not ...