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Second_template.xlsx
Second template
EBA QAs on CVA data collection.xlsx
EBA QAs on CVA data collection
EBA publishes Q&As and additional template for CVA data collection exercise
The European Banking Authority (EBA) published today a list of Q&As on the Credit Valuation Adjustment (CVA) data collection exercise, which was launched on 30 April 2014 with the aim of advising the European Commission on appropriate amendments to the CVA framework at EU level and inform discussions on the CVA risk charge in Basel.
Article 124(2) of the Regulation (EU) 575 2013.xlsx
Article 124(2) of the Regulation (EU) 575 2013
Consultation Paper on draft RTS on the treatment of equity exposures under the IRB Approach
EBA-RTS-2014-10 (Final draft RTS on mkt risk model extensions and changes).pdf
Final draft RTS on market risk model extensions and changes
EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for market risk
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and 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 Journal on 20 May 2014.
Article 164(5) of Regulation (EU) 575 2013.xlsx
Article 164(5) of Regulation (EU) 575 2013
Article 115(2) of Regulation (EU) 575 2013.xlsx
Article 115(2) of Regulation (EU) 575 2013
Article 150(1) the Regulation (EU) 575 2013.xlsx
Article 150(1) the Regulation (EU) 575 2013