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European supervisors agree on the outcome of the informal joint assessment process of an external credit assessment institution

... applied for recognition as an eligible external credit assessment institution (ECAI) in the context of the Capital ... Furthermore they have considered which of the 'risk weights' should be attached to its ratings (the ... investment firms could use DBRS ratings for determining the risk weights of their exposures for the purpose of the ...

Publication date: 22/05/2013 (Last update: 01/11/2019)

European supervisors agree on the outcome of the informal joint assessment process of three external credit assessment institutions

... capital purposes and on the mapping of their credit assessments. Competent supervisory authorities across Europe ... Furthermore they have considered which of the 'risk weights' should be attached to their ratings (the ... the Securitisation Ratings Based Approach to determine the risk weights of their credit exposures. On the basis of the ...

Publication date: 21/05/2013 (Last update: 23/12/2019)

CEBS publishes questionnnaire on commodity firms and commodities business

... broad spectrum of firms of all sizes, CEBS has published a questionnaire on current industry practices and thinking in relation to the measurement and management of commodity risk. CEBS has received a call for advice from the European ... will undertake a fundamental analysis of the prudential risks that arise from the conduct of commodities firms and ...

Publication date: 07/06/2013 (Last update: 08/07/2019)

Regulatory Technical Standards and Implementing Technical Standards 2016 on benchmarking portfolio assessment standards and assessment sharing procedures

... to address possible inconsistencies in the calculation of risk-weighted assets (RWAs) across the EU Single Market and ... to address possible inconsistencies in the calculation of risk-weighted assets (RWAs) across the EU Single Market and ... regulatory technical standards for benchmarking portfolio assessment standards and assessment-sharing procedures EBA ...

Publication date: 13/03/2019 (Last update: 23/03/2021)

EBA found that extensive use of central bank facilities drove asset encumbrance ratios up in 2020

... went up from 25% in December 2019 to 27.8% by the end of 2020. More than half of central bank eligible assets and ... ratio Encumbrance ratio of central bank eligible assets Q4 2020 27.8% 50.3% Q4 2019 25.0% 44.1% The outbreak of the ... Increasing encumbrance ratios might pose prudential risks . Although banks exhibit comfortable liquidity ...

Publication date: 21/07/2021 (Last update: 30/07/2021)

The EBA takes steps to address ‘de-risking’ practices

... this month three regulatory instruments to address de-risking practices based on evidence gathered in its call for ... on consumers and competition in the single market. In May 2020, the EBA therefore launched a Call for Input to the ... jurisdiction and address de-risking in their ML/TF risk assessments. The proposed Guidelines also require competent ...

Publication date: 22/03/2021 (Last update: 22/03/2021)

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

... a measure originally introduced in 2018 and extended in 2020. The measure entails a credit institution-specific minimum level of 25% for the average risk weight on Swedish housing loans applicable to credit ... to undertake a comprehensive and thorough assessment also in respect of the underlying causes and ...

Publication date: 28/10/2021 (Last update: 28/10/2021)

EBA consults on technical standards on assessment methodologies for the use of advanced measurement approaches for operational risk

... for calculating their capital requirements for operational risk. These RTS will be part of the Single Rulebook aimed at ... for calculating their capital requirements for operational risk . These RTS will be part of the Single Rulebook aimed ... runs until 12 September 2014. These draft RTS detail the assessment methodology to be used by competent authorities ...

Publication date: 12/06/2014 (Last update: 08/07/2019)

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 ...

Publication date: 30/07/2021 (Last update: 19/10/2021)

EBA consults on ICT risk

... today a consultation on its draft Guidelines on the assessment of the Information and Communication Technology (ICT) risk in the context of the Supervisory Review and Evaluation ... procedures and methodologies for the assessment of ICT risk. The European Banking Authority (EBA) launched today a ...

Publication date: 06/10/2016 (Last update: 15/11/2019)

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 ...

Publication date: 22/02/2022 (Last update: 22/02/2022)

EBA consults on assessment methodology for IRB approach

... on its draft Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) ... ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the ... ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the ...

Publication date: 12/11/2014 (Last update: 17/10/2019)

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 ...

Publication date: 19/08/2015 (Last update: 09/06/2021)

EBA updates its work programme for 2020 in light of the COVID-19 pandemic

... (EBA) published today its updated annual work programme for 2020 to reflect all the changes brought in by the COVID-19 ... (EBA) published today its updated annual work programme for 2020 to reflect all the changes brought in by the COVID-19 ... outbreak of COVID-19 and its global spread since February 2020, resulting in contained delays mainly to allow banks to ...

Publication date: 14/08/2020 (Last update: 02/08/2022)

EBA saw that NPL ratios remained stable in Q2-2020 although early signals of asset quality deterioration in banks’ balance sheets start to appear

... Banking Authority (EBA) published today its quarterly Risk Dashboard covering Q2 2020 data and summarising the main risks and vulnerabilities in the EU banking sector. Whereas ...

Publication date: 05/10/2020 (Last update: 21/10/2020)

EBA consults on Guidelines on the appropriate subsets of exposures in the application of the systemic risk buffer

... competent or designated authorities may apply a systemic risk buffer (SyRB) in accordance with the Capital ... throughout the EU. The consultation runs until 12 May 2020. The European Banking Authority (EBA) launched today a ... relevance according to a qualitative and quantitative assessment conducted by the relevant authority. The ...

Publication date: 12/02/2020 (Last update: 02/08/2022)

EBA publishes its assessment of European Secured Notes

... published today a report presenting the outcome of its assessment to the European Commission’s call for advice on ... structured as a dual recourse instrument. Due to the high-risk profile of SME exposures, the EBA suggests a more ... to covered bonds) is granted. However, a differentiated risk-weight treatment compared to unsecured notes could be ...

Publication date: 25/07/2018 (Last update: 15/11/2019)

EBA and ESMA launch consultation to revise joint guidelines for assessing the suitability of members of the management body and key function holders

... public consultation on its revised joint Guidelines on the assessment of the suitability of members of the management ... the management body. The consultation runs until 31 October 2020. The European Banking Authority (EBA) and the European ... and mitigating money laundering and financing of terrorism risks. These draft joint Guidelines also clarify that being ...

Publication date: 31/07/2020 (Last update: 02/08/2022)

EBA amends Decision on the quality of unsolicited credit assessments of certain ECAIs for the assignment of risk weights

... Decision confirming the quality of unsolicited credit assessments assigned by certain External Credit Assessment Institutions (ECAIs) for calculating ... credit assessments of certain ECAIs for the assignment of risk weights ...

Publication date: 18/07/2017 (Last update: 15/11/2019)

CEBS consults on an assessment of the risks arising from commodities business and from firms carrying out commodities business

... (CEBS) today publishes a consultation paper on the risks arising from commodities business and from firms ... 2006 in which CEBS was invited to assess the prudential risks arising from the conduct of commodities business. CEBS ... all interested parties to discuss the findings of the risk assessment in an open discussion on 9 July 2007 ...

Publication date: 07/06/2013 (Last update: 08/07/2019)