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Guidelines on IRRBB and CSRBB
Regulatory Technical Standards on IRRBB standardised approach
Regulatory Technical Standards on Pillar 2 add-ons for investment firms
Guidelines on common procedures and methodologies for the supervisory review and evaluation process (SREP)
Regulatory Technical Standards on methodology to estimate P2 and CBR for setting MREL requirements
Guidelines on the pragmatic 2020 supervisory review and evaluation process in light of the COVID-19 crisis
CEBS Guidelines on Liquidity Buffers
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines on liquidity buffers following a four-month public consultation period and a public hearing. These guidelines, which build on CEBS's Recommendations on Liquidity Risk Management, elaborate upon the appropriate size and composition of liquidity buffers to enable banks to withstand a liquidity stress for a period of at least one month without changing their business models.
Guidelines on Technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process
These Guidelines set out high-level guidance, addressed to both credit institutions and investment firms, related to interest rate risk arising from non-trading activities (IRRBB). The paper sets out supervisory expectations regarding the measurement, management and governance arrangements of IRRBB and its reflection in the ICAAP. The guidelines also define the supervisory outlier test requirements for the assessment of institutions’ resilience to interest rate changes.
Guidelines on stress testing
Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing
Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body
Guidelines on supervision of significant branches
Guidelines on ICT Risk Assessment under the SREP
Guidelines on the Application of the Supervisory Review Process under Pillar 2
Guidelines on capital measures for foreign currency lending
Guidelines on the management of concentration risk under the supervisory review process
Guidelines on ICAAP and ILAAP information
Guidelines for the joint assessment and joint decision regarding the capital adequacy of cross-border groups
The Capital Requirements Directive (CRD) requires that the consolidating supervisor and supervisors of subsidiaries involved in the supervision of an EEA cross-border banking group do everything within their power to reach a joint decision on the application of the Pillar 2 provisions related to the Internal Capital Adequacy Assessment Process (ICAAP) and to the Supervisory Review and Evaluation Process (SREP). These Guidelines provide concrete guidance on how to cooperate in the risk assessment process and on how to apply the CRD provisions regarding ICAAP, SREP and the prudential measures subject to the joint decision process. Their ultimate aim is to ensure closer convergence of supervisory practices with regard to the joint decision process, while providing some necessary flexibility for individual colleges.