Search
The EBA advises the European Commission on Credit Valuation Adjustment (CVA) risk
The European Banking Authority (EBA) published today an Opinion addressed to the European Commission on several aspects related to the calculation of own funds requirements for Credit Valuation Adjustment (CVA) risk. The sixteen policy recommendations in the Opinion build on an extensive technical analysis conducted by the EBA, which is also published today in the form of a Report and a Review. Based on the findings of the Report, the Commission may adopt a delegated act.
BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015.pdf
BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015
Discussion Paper on the future of the IRB Approach
EBA puts forward preliminary proposals to improve the IRB regulatory framework
The European Banking Authority (EBA) launched today a discussion paper on the regulatory measures needed to ensure a robust and clear framework for Internal Ratings Based (IRB) models. The discussion paper seeks stakeholders’ feedback on both how to implement the necessary measures in a consistent way and how to bring forward future changes to the current approach. In addition, an overview of the regulatory measures that are under way is provided. The consultation runs until 5 May 2015.
EBA-DP-2015-01 DP on the future of IRB approach.pdf
EBA-DP-2015-01 DP on the future of IRB approach
EBA-Op-2015-04 Technical Advice on benchmarking pursuant to Art 78(9).pdf
Technical Advice on benchmarking pursuant to Art 78(9) (EBA-Op-2015-04)