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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) |
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Implementing Technical Standards on specific reporting requirements for market risk ... (ITS) on supervisory reporting requirements for market risk are the first elements of the Fundamental Review of the ... books and the volume of their business subject to market risk, and a summary template, reflecting the own funds ... the ‘Alternative Standardised Approach’ for market risk (MKR-ASA). The reporting requirements on the new market ... Publication date: 21/11/2019 (Last update: 25/05/2023) |
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Policy Expert in Investment firms and Operational risk ... 8/2021 Policy Expert in Investment firms and Operational risk ... Publication date: 06/12/2021 (Last update: 16/01/2023) |
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... to allow for public consultation and to conduct an impact assessment on its proposals. However, industry input was ... of other unfunded credit protection for dilution risk, as these discretions were highlighted as being of ... on the national discretions on the treatment of high-risk items and on the recognition of other physical ... Publication date: 17/05/2013 (Last update: 23/12/2019) |
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EBA publishes guidelines on ICT and security risk management ... published today its final Guidelines on ICT and security risk management. These Guidelines establish requirements for ... information and communication technology (ICT) and security risks and aim to ensure a consistent and robust approach ... market. These Guidelines will enter into force on 30 June 2020. The increasing digitalisation in the financial ... Publication date: 28/11/2019 (Last update: 02/08/2022) |
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Guidelines on the recognition of External Credit Assessment Institutions ... for a common approach to the recognition of External Credit Assessment Institutions (ECAIs) under the Capital ... for a common approach to the recognition of External Credit Assessment Institutions (ECAIs) under the Capital ... to use external credit ratings to determine the risk weights of their credit exposures. ECAIs must be ... Publication date: 21/05/2013 (Last update: 01/11/2019) |
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... practices in EU banks for the financial years 2019 and 2020 and high earners data (EU27/EEA) for 2020. The number ... relatively stable, a visible reduction can be observed for risk takers (identified staff). The European Banking ... relatively stable, a visible reduction can be observed for risk takers (identified staff). The weighted average ratio ... Publication date: 21/07/2022 (Last update: 10/10/2022) |
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... should calculate the own funds requirements for market risk for their non-trading book positions that are subject to foreign-exchange risk or commodity risk under the FRTB standardised and ... risk or commodity risk Links Market risk EBA-CP-2020-01 Regulatory Technical Standards on the treatment of ... Publication date: 13/01/2020 (Last update: 02/08/2022) |
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EBA publishes its regular assessment of EU banks internal model outcomes ... to as "high default portfolios" - HDP), as well as market risk. The results confirm previous findings and establish ... to as "high default portfolios" - HDP), as well as market risk. The results confirm previous findings and establish ... concerns, such as the report specifying the methodology assessment that competent authorities shall follow when ... Publication date: 06/03/2017 (Last update: 15/11/2019) |
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... will guide supervisory approaches in relation to market risk, the Supervisory Review and Evaluation Process (SREP), ... 66% aggregation factor to be applied until the 31 December 2020 under the so-called core approach. Furthermore, ... also recognises the need for a pragmatic approach to SREP assessments in 2020, focusing on the most material risks and ... Publication date: 22/04/2020 (Last update: 02/08/2022) |
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Report on the assessment of SME proposals for CRD IV/CRR ... European Commission, analyses the appropriateness of the Risk Weights (RWs) for Retail SME lending proposed in the ... European Commission, analyses the appropriateness of the Risk Weights (RWs) for Retail SME lending proposed in the ... data and Balance Sheet Central Banks data, the EBA's assessment concludes that a great caution should be ... Publication date: 31/07/2015 (Last update: 08/07/2019) |
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... today its Report on convergence of supervisory practices in 2020. Notwithstanding a refocusing of supervisory practices ... in 2020, increased supervisory attention was given to the assessment of profitability and the business model (closely ... to asset quality), as well as to selected areas of ICT risk and operational resilience, while the loan origination ... Publication date: 12/05/2021 (Last update: 12/05/2021) |
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... 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 ... Publication date: 06/11/2020 (Last update: 20/11/2020) |
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... 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 ... Publication date: 18/06/2013 (Last update: 08/07/2019) |
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EBA publishes full impact assessment of Basel reforms on EU banks Following up on the cumulative assessment published on 7 December 2017, the European ... reflects all the revisions to the credit and operational risk approaches, as well as to the process for the ... package on banks' minimum required capital, capital ratios (risk-based and non-risk-based) and capital shortfalls; The ... Publication date: 20/12/2017 (Last update: 15/11/2019) |
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... in a third country from credit valuation adjustment (CVA) risk. The Review found that the competent authorities targeted in this review assessed CVA risk sufficiently although some elements of such an assessment were missing. The EBA, therefore, has set out a ... Publication date: 30/05/2023 (Last update: 30/05/2023) |
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... the resilience of systemic institutions from excessive risk-taking and to prevent the build-up of future ... the resilience of systemic institutions from excessive risk-taking and to prevent the build-up of future ... In its Opinions issued on 13 March 2018 and 20 May 2020 , the EBA did not object to the initial adoption and ... Publication date: 03/06/2021 (Last update: 03/06/2021) |
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... should calculate the own funds requirements for market risk for their non-trading book positions that are subject to foreign-exchange risk or commodity risk under the FRTB standardised and ... model approaches. The consultation runs until 10 June 2020. The draft standards specify the value of non-trading ... Publication date: 13/01/2020 (Last update: 02/08/2022) |
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... 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 ... Publication date: 23/07/2020 (Last update: 02/08/2022) |
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Crypto-assets: ESAs remind consumers about risks ... ESAs remind consumers that some crypto-assets are highly risky and speculative and, as stated in the ESAs’ February ... 2018 joint warning , consumers must be alert to the high risks of buying and/or holding these instruments, including ... associated with regulated financial services. In September 2020, the European Commission presented a legislative ... Publication date: 16/03/2021 (Last update: 17/03/2021) |