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Speeches 2009

... a System of European Supervisory Authorities" 25/09/2009   RiskCapital 2009, Brussels The presentation of Mrs. Kerstin ... on the "Future Shape of Regulation" 01/06/2009   IACPM Spring General Meeting 2009, Brussels The presentation of ... of Financial Regulation and Supervision" 15/05/2009   OpRisk Europe Event, London The presentation of Mr. Arnoud ...

The EBA at a glance: key achievements in 2020 and future priorities

...             The EBA at a glance: key achievements in 2020 and future priorities ...

Guidelines on creditworthiness assessment

... Final report on the Guidelines on creditworthiness assessment  Compliance table  (Updated 9 June 2021) ... Slovenščina sv svenska   Guidelines on creditworthiness assessment ...

EBA concludes its Luanda leaks investigation and points to significant differences in competent authorities’ responses to emerging money laundering and terrorist financing risks

... Banking Authority (EBA) published today the findings of its assessment of competent authorities’ responses to the 2020 Luanda leaks. The EBA found that competent authorities ... tackling money laundering (ML) and terrorist financing (TF) risks highlighted by the leaks. These approaches varied ...

EBA sees significant improvement in the work of supervisory colleges in 2018 but efforts are still needed to enhance the risk assessment reports and the joint decisions

... efforts are needed, in particular to ensure that the group risk/liquidity risk assessment reports form a real joint assessment of the ...

EBA explains how it will use its new power to carry out risk assessments in the fight against money laundering and terrorist financing

... (EBA) published today the methodology for carrying out risk assessments under Article 9a of the revised EBA Regulation. These risk assessments are part of the EBA’s new role to lead, ...

EBA publishes final draft technical standards specifying how to identify the appropriate risk weights and conditions when assessing minimum LGD values for exposures secured by immovable property

... types of factors and conditions to be considered for the assessment of the appropriateness of risk weights and of minimum loss given default (LGD) values. ... be considered for the assessment of the appropriateness of risk weights and of minimum loss given default (LGD) values. ...

EBA consults on draft technical standards specifying how to identify the appropriate risk weights and conditions when assessing minimum LGD values for exposures secured by immovable property

... specifying the types of factors to be considered for the assessment of appropriateness of risk weights and the conditions to be taken into account for ... to be considered for the assessment of appropriateness of risk weights and the conditions to be taken into account for ...

EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for market risk

... changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official ... risk. In this respect, the proposed RTS harmonise the assessment of the materiality of extensions and changes to ...

EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for credit and operational risk

... changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at ... changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at ... In this respect, the proposed RTS aim at harmonising the assessment of the materiality of extensions, and changes to ...

EBA consults on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk

... own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at ... own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at ... In this respect, the proposed RTS aim at harmonising the assessment of the materiality of extensions and changes to ...

The EBA reminds financial institutions of the need for readiness in view of the Brexit transition period ending on 31 December 2020

... before the end of the transition period on 31 December 2020. The EBA also reminds institutions to ensure adequate ... that associated management capacity, including appropriate risk management capabilities, is effectively in place in the ... magnitude, scope and complexity of their activities and the risks they generate in their EU operations. Financial ...

EBA publishes the results of its 2021 EU-wide stress test

... depletion of EUR 265bn, and in an increase of the total risk exposure amount (REA) of EUR 868bn at the end of the ... However, it provides an important input for the Pillar 2 assessment of banks by their supervisors. The results of the ... the EBA has released two Transparency exercises (in late Spring and Autumn), to inform the public on the conditions ...

Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk

These Regulatory Technical Standards aim at harmonising the assessment of the materiality of extensions and changes to ... Internal Rating Based approach (IRB approach) for credit risk; the Advanced Measurement Approach (AMA) for operational risk and the Internal Models Approach (IMA) for market risk. ...

EBA updates list of risk indicators and analysis tools

... (EBA) published today an updated list of indicators for risk assessment and risk analysis tools, together with the accompanying ...

EBA consults on draft technical standards on default probabilities and loss given default for default risk model under the internal approach for market risk

... (PDs) and losses given default (LGDs) for default risk model for institutions using the new Internal Model ... in the roadmap for the new market and counterparty credit risk approaches published on 27 June 2019. The consultation runs until 22 October 2020. The European Banking Authority (EBA) launched a ...

Discussion paper on proportionality assessment methodology

The Discussion paper on proportionality assessment methodology aims at gathering some preliminary input on how to standardise the proportionality assessment methodology for credit institutions and investment firms. The proportionality assessment methodology entails two separate steps: (a) the ...

EBA issues Opinion to the European Commission on the proposed amendments to the EBA final draft RTS on IRB assessment methodology

... as regards the EBA final draft RTS specifying the assessment methodology competent authorities are to follow ... of internal models, approaches towards grade assignment and risk parameter estimation as well as any governance and ... be stressed, that the EBA work on the comparability of risk weighted exposures (RWAs) have in the past demonstrated ...

Guidelines on the pragmatic 2020 supervisory review and evaluation process in light of the COVID-19 crisis

... review and evaluation process (SREP) for the year 2020. In particular, they identify how flexibility and ... COVID-19 pandemic. Documents Guidelines on the pragmatic 2020 SREP Compliance table (Updated 9 June 2021) ... sl Slovenščina sv svenska Guidelines on the pragmatic 2020 supervisory review and evaluation process in light of ...

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 ...