EBA-CP-2014-08 CP on draft RTS on AMA assesment.pdf
EBA-CP-2014-08 CP on draft RTS on AMA assesment
EBA-CP-2014-08 CP on draft RTS on AMA assesment
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) assessing the criteria that competent authorities need to consider before granting institutions permission to use advanced measurement approaches (AMA) for calculating their capital requirements for operational risk. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union. The consultation runs until 12 September 2014.
Data related to operational risk - 2012
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 internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Industry response (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Cover Letter (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Federation of Building Societies (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Association of Co-operative Banks (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Dutch Banking Association (NVB) (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Austrian Federal Economic Chamber (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Czech Banking Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Swedish Banking Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Savings Banks Groups (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from British Bankers' Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from French Banking Federation (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from EBA Banking Stakeholder Group (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Rating Focus (EBA/CP/2013/02)