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Consultation on Regulatory Technical Standards on profit and loss attribution requirements, risk factor modellability assessment, and the treatment of FX and commodity risk in the banking book
The EBA consults on draft technical standards on market and counterparty credit risk as part of its roadmap for the implementation of the Banking Package in the EU
The European Banking Authority (EBA) today launched for consultation amendments to its Regulatory Technical Standards (RTS) on the fundamental review of the trading book (FRTB), and to its RTS on the standardised approach for counterparty credit risk (SA-CCR). Both RTS are part of the roadmap on the Banking Package and aim to align the existing RTS with the Capital Requirements Regulation (CRR3). The consultation runs until 14 March 2024.
Consultation on Regulatory Technical Standards on the standardised approach for counterparty credit risk
The EBA publishes roadmap on the implementation of the EU Banking Package
The European Banking Authority (EBA) today published its roadmap on the Banking Package, which implements the final Basel III reforms in the EU. The EBA roadmap aims at strengthening the prudential framework as well as ensuring an international level playing field. It also aims at providing clarity to the industry on how it will develop the mandates implementing the legislation, and how it expects to finalise the most significant components ahead of the application date, on 1 January 2025.