REG CREMOP TA 23 2014 Policy Expert (market risk and market infrastructure) - Eligibility grid.docx
REG CREMOP TA 23 2014 Policy Expert (market risk and market infrastructure) - Eligibility grid
REG CREMOP TA 23 2014 Policy Expert (market risk and market infrastructure) - Eligibility grid
Management Minutes - 9 April 2014
REG CREMOP TA 23 2014 PE (MR)
EBA Opinion on Virtual Currencies EBA/Op/2014/08
Final draft RTS on market risk model extensions and changes
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.
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the minimum margin periods of risk (MPOR) that institutions acting as clearing members may use for the calculation of their capital requirements for exposures to clients. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
The European Banking Authority (EBA) published today an Opinion addressed to the EU Council, European Commission and European Parliament setting out the requirements that would be needed to regulate ‘virtual currencies’. The Opinion is also addressed to national supervisory authorities and advises to discourage financial institutions from buying, holding or selling virtual currencies while no regulatory regime is in place.
EBA-CP-2014-13 (CP on draft ITS on JD on Prudential Requirements)
EBA-CP-2014-12 Annex I (Mapping template)
EBA-CP-2014-12 Annex II (Template on written coordination and cooperation arrangements)
EBA-CP-2014-12 (CP on draft RTS and ITS on Colleges of Supervisors)
The European Banking Authority (EBA) published today its technical advice to the European Commission on the use of a prudential filter for gains and losses arising from banks’ own credit risk of derivatives. The Authority considers as appropriate not to deviate from the current prudential approach applied at the international level under the Basel III rules, i.e. full deduction of institutions’ own credit risk of derivatives. The work of the EBA will inform the work of the EU Commission on the topic.
Article 164(5) of Regulation (EU) 575 2013
PAC SEC 11 2014 Policy coordination expert_eligibility-grid
PAC SEC 11 2014 Policy Coordination Expert final
Article 115(2) of Regulation (EU) 575 2013
EBA/Op/2014/05 Technical advice on the prudential filter for fair value gains and losses arising from the institution’s own credit risk related to derivative liabilities
Article 150(1) the Regulation (EU) 575 2013
The European Banking Authority (EBA) launches today a consultation on draft Regulatory Technical Standards (RTS) aimed at specifying the minimum margin periods of risk (MPOR) that institutions acting as clearing members may use for the calculation of their capital requirements for exposures to clients. 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 9 May 2014.