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Regulatory Technical Standards on the method for identifying the main risk driver of a position and for determining whether a transaction represents a long or a short position
Regulatory Technical Standards on the allocation of off-balance sheet items and UCC considerations
Technical standards on the new Business Indicator framework for operational risk
Implementing Technical Standards on NPL transaction data templates
Regulatory Technical Standards on the calculation of risk-weighted exposure amounts of collective investment undertakings (CIUs)
Guidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis
Guidelines on loan origination and monitoring
The Guidelines specify the internal governance arrangements for granting and monitoring of credit facilities throughout their lifecycle. They introduce requirements for borrowers’ creditworthiness assessment and bring together the EBA’s prudential and consumer protection objectives. The guidelines aim to ensure that institutions have robust and prudent standards for credit risk taking, management and monitoring, and that newly originated loans are of high credit quality. The Guidelines also aim to ensure that the institutions’ practices are aligned with consumer protection rules and AML requirements.
Guidelines on management of non-performing and forborne exposures
Guidelines on specification of types of exposures to be associated with high risk
Regulatory Technical Standards on exclusion from CVA of non-EU non-financial counterparties
Guidelines on the revised large exposures regime
Regulatory Technical Standards on materiality threshold of credit obligation past due
Regulatory technical standards on the permanent and temporary use of IRB approach
These Regulatory technical standards (RTS) specify the conditions for the permanent and temporary uses of the Standardised Approach (SA) by institutions that have received permission to use the IRB Approach (the so-called IRB institutions). These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
Guidelines on the application of the definition of default
Regulatory Technical Standards on risk mitigation techniques for OTC derivatives not cleared by a central counterparty (CCP)
These Regulatory Technical Standards (RTS) are to be developed by the Joint Committee of the European Supervisory Authorities (ESAs) will define the risk mitigation techniques to be put in place for OTC derivatives not cleared by a central counterparty (CCP). In particular, it will elaborate on the level of capital and collateral counterparties to derivatives transactions need to maintain, the type of collateral and segregation arrangements as well as on the procedures to apply an intragroup exemption.