Deutsche Bank
European Banking Authority Consultation Paper related material - Response from Deutsche Bank (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Deutsche Bank (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Banking Federation (EBA/CP/2013/02)
European Banking Authority Consultation Paper - Consultation Paper on draft Implementing Technical Standards (ITS) on closely correlated currencies (EBA/CP/2013/21)
European Banking Authority Consultation Paper - Consultation Paper on draft Implementing Technical Standards (ITS) on appropriately diversified indices (EBA/CP/2013/22)
Data related to market risk - 2010
Data related to market risk - 2009
Data related to market risk - 2011
Data related to market risk - 2008
The European Banking Authority launches today two consultation papers on draft Regulatory Technical Standards (RTS) to define (i) the term market for the purpose of calculating the ‘general’ component of market risk for equities under the standardised rules; and (ii) a range of methods to reflect in the own funds requirements non-delta risks for options and warrants. The consultation of both draft RTS runs until 31 August 2013.
The European Banking Authority (EBA) launches today a consultation on draft technical standards (RTS) aimed at specifying the conditions for assessing the materiality of extensions and changes to internal approaches when calculating own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 11 June 2013.
EBA consultation papers on guidelines to the Incremental Default and Migration Risk Charge (IRC) and on guidelines to Stressed VaR