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EBA reports on the successful mitigation of possible infection risk stemming from legacy instruments ... any action taken by institutions to mitigate the infection risk related to such legacy instruments. Overall, the EBA ... any action taken by institutions to mitigate the infection risk related to such legacy instruments. Overall, the EBA ... Resolution Directive (BRRD) helped mitigating the infection risk, by ensuring all claims resulting from own funds items ... Publication date: 07/07/2022 (Last update: 07/07/2022) |
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EBA releases its annual assessment of the consistency of internal model outcomes ... (EBA) published today two reports on the consistency of risk weighted assets (RWAs) across all EU institutions ... of capital requirements. The reports cover credit risk for high and low default portfolios (LDPs and HDPs), as ... of institutions' exposures. For LDPs, the risk weight assessments of institutions on a set of common ... Publication date: 10/01/2019 (Last update: 03/05/2023) |
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EBA Basel assessment sees impact driven by large banks ... public hearing, the results of its Basel III implementation assessment, which includes a quantitative impact study (QIS) ... recommendations in the area of credit and operational risk, output floor and securities financing transactions. ... recommendations in the area of credit and operational risk, output floor and securities financing transactions. ... Publication date: 02/07/2019 (Last update: 17/10/2019) |
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EBA releases its annual assessment of the consistency of internal model outcomes ... (EBA) published today two reports on the consistency of risk weighted assets (RWAs) across all EU institutions ... of capital requirements. The reports cover credit risk for large corporate, institutions, and sovereign ... concerns, such as the report specifying the methodology assessment that competent authorities shall follow when ... Publication date: 14/11/2017 (Last update: 17/10/2019) |
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... Regulation (CRR) to safeguard institutions from excessive risk-taking and to prevent the build-up of future ... of the proposed measure, which will be applied from 1 July 2020 to 30 June 2021. The European Banking Authority ... Regulation (CRR) to safeguard institutions from excessive risk-taking and to prevent the build-up of future ... Publication date: 27/05/2020 (Last update: 02/08/2022) |
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... (EBA, EIOPA and ESMA - ESAs) have issued their first joint risk assessment Report of the financial sector since the outbreak ... (EBA, EIOPA and ESMA - ESAs) have issued their first joint risk assessment Report of the financial sector since the ... Publication date: 22/09/2020 (Last update: 05/10/2020) |
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Survey: Review of the European System of Financial Supervision ... study (Part 2) addresses the work of the European Systemic Risk Board (ESRB). These studies will inform the ... on the three ESAs. Please feel free to complete one or more questionnaires if relevant to your organisation. PLEASE READ ... https://www.surveymonkey.com/s/The_EBA_Stakeholder_Opinion_Questionnaire The deadline date for responses is 21 June ... Publication date: 31/05/2013 (Last update: 01/11/2019) |
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CEBS today publishes a report on industry practices on large exposures ... management of large exposures, including the use of credit risk mitigation (CRM) to manage large exposures. The report ... On the basis of information provided via an on-line questionnaire, CEBS reports on the methods of used by ... practices published in April 2006 should contribute to the assessment of whether revisions in the current rules are ... Publication date: 21/05/2013 (Last update: 01/11/2019) |
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EBA provides assessment of banks Pillar 3 reports for 2015 The European Banking Authority (EBA) released today its assessment of the annual Pillar 3 reports of a sample of ... disclosure indices and the presentation of information on risk model parameters in a tabular format. However, ... (IRB) models could be enhanced for the breakdown of IRB risk parameters by exposures and by geography. Finally, ... Publication date: 27/11/2015 (Last update: 17/10/2019) |
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Regulatory Technical Standards on Internal Model Approach for Assessment Methodology ... significance of positions included in the scope of market risk internal models, as well as the methodology that ... to use an Internal Model Approach (IMA) for market risk. They are a key component of the EBA's work to ensure ... exposures and will contribute to harmonise the supervisory assessment methodology across all EU Member States. ... Publication date: 22/11/2016 (Last update: 23/03/2021) |
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EBA consults on creditworthiness assessment under the MCD ... consultation paper on draft Guidelines on creditworthiness assessments under the Mortgage Credit Directive (MCD). These ... consultation paper on draft Guidelines on creditworthiness assessments under the Mortgage Credit Directive (MCD). These ... scenarios and for identifying groups of loans with higher risk profiles. These draft Guidelines are based on the ... Publication date: 12/12/2014 (Last update: 17/10/2019) |
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EBA consults on changes to its Guidelines on Risk-based AML/CFT supervision ... a public consultation on changes to its Guidelines on Risk-Based Supervision of credit and financial ... a public consultation on changes to its Guidelines on Risk-Based Supervision of credit and financial ... or Member States by providing greater detail on ML/TF risk assessments and by requiring to develop a ... Publication date: 17/03/2021 (Last update: 22/03/2021) |
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EBA publishes annual assessment of EU supervisory colleges for 2016 ... Banking Authority (EBA) published today its 2016 annual assessment of EU supervisory colleges, which are established ... of the discussions. The EBA staff observed that the group risk assessment reports, one of the key deliverables of colleges, provided a good overview of risk profiles, with all material risks being captured and a ... Publication date: 22/03/2017 (Last update: 15/11/2019) |
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EU-wide pilot exercise on climate risk The EU-wide pilot exercise on climate risk aims at mapping banks’ exposures to climate risk and at providing an insight into the green estimation ... from a climate perspective, in particular, on transition risk. Documents EU-wide pilot exercise on climate risk Data ... Publication date: 20/05/2021 (Last update: 22/06/2021) |
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... (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 ... Publication date: 22/07/2020 (Last update: 02/08/2022) |
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CEBS opens consultation on recognition of external credit assessment institutions ... for a common approach to the recognition of External Credit Assessment Institutions (ECAIs) under the proposed Capital ... which seeks to make prudential capital requirements more risk-sensitive. Specifically, the legislation will allow ... to use external credit ratings to determine the risk weights of their credit exposures, provided the ... Publication date: 21/05/2013 (Last update: 01/11/2019) |
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... 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 ... Publication date: 04/07/2014 (Last update: 17/10/2019) |
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... on its draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities ... the EBA roadmap for the new market and counterparty credit risk approaches. The consultation runs until 26 June 2023. ... EBA roadmap for the new market and counterparty credit risk approaches . The consultation runs until 26 June 2023. ... Publication date: 24/03/2023 (Last update: 24/03/2023) |
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... 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 ... Publication date: 14/12/2020 (Last update: 16/12/2020) |
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ESAs define risk weights for credit ratings in the EU ... two draft Implementing Technical Standards (ITS) on credit assessments by External Credit Assessment Institutions ... By determining an objective approach for attributing risk weights to the assessments of ECAIs, as well as a ... By determining an objective approach for attributing risk weights to the assessments of ECAIs, as well as a ... Publication date: 14/10/2016 (Last update: 15/11/2019) |