Regulatory Technical Standards on methodology to estimate P2 and CBR for setting MREL requirements

  • Status: Adopted and published in the Official Journal of the EU

These draft Regulatory Technical Standards (RTS) specify the methodology to be used by resolution authorities to estimate the Pillar 2 (P2) and combined buffer requirements (CBR)  at consolidated level for the purpose of setting the minimum requirement for own funds and eligible liabilities requirement (MREL) under the Bank Recovery and Resolution Directive (BRRD). The estimation of P2 and CBR is necessary for setting MREL when the resolution group perimeter differs significantly from the prudential perimeter at the level of which own fund requirements have been set by the competent authority. 

 

Summary of document history

Previous versions Current version Ongoing versions

Consultation paper on draft Regulatory Technical Standards (RTS) methodology to estimate P2 and CBR for setting MREL requirements

  • Status: Closed
  • Deadline: 24 OCTOBER 2020
Documents
Consultation paper on draft RTS methodology to estimate P2 and CBR for setting MREL requirements

(1.18 MB - PDF) Last update 24 July 2020

BSG response to EBA Consultation Paper on draft Regulatory Technical Standards (RTS) methodology to estimate P2 and CBR for setting MREL requirements

(127.98 KB - PDF) Last update 6 November 2020

Responses

The form is now closed.

Public hearings

Public Hearing - Draft RTS draft ITS on estimation of P2/CBR for setting MREL (art 45c(4) BRRD)

Presentation

(1.73 MB - PDF) Last update 1 October 2020

Press contacts

Franca Rosa Congiu