EBA Validation Rules
EBA Validation Rules
EBA Validation Rules
The three European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs), published today their Opinion addressed to the European Commission expressing disagreement with its proposed amendments to the final draft Regulatory Technical Standards (RTS) on risk mitigation techniques for OTC derivatives not cleared by a central counterparty, which were originally submitted for endorsement on 8 March 2016.
Presentation
EBA Report on Core Funding Ratio (EBA-2016-Op-15)
Updated CET1 list Q4 2016
EBA-2016-D-876 Letter to Mr Guersent, DG FISMA re EBA report on the core funds ratio
The European Banking Authority (EBA) published today a Report analysing the core funding ratio across the EU. The Report is in response to a request from the European Commission to explore the possibilities of the core stable funding ratio (CFR) as a potential alternative metrics for the assessment of EU banks’ funding risk, taking into account proportionality. The Report concludes that, overall, it would be misleading to rely only on the CFR to assess banks’ funding needs because, unlike the Net Stable Funding Ratio (NSFR), the CFR does not look at the whole balance sheet of a bank and, therefore, cannot fully assess a potential funding gap. This Report is based on the same QIS data used for the NSFR Report published in December 2015.
The European Banking Authority (EBA) published today its third updated list of capital instruments that Competent Supervisory Authorities (CAs) across the European Union (EU) have classified as Common Equity Tier 1 (CET1). Since the publication of the previous update in October 2015, some new CET1 instruments have been assessed and evaluated as compliant with the Capital Requirements Regulation (CRR). The list will be maintained and updated on a regular basis.
The Joint Committee of the European Supervisory Authorities (ESAs) published today its September 2016 Report on Risks and Vulnerabilities in the EU Financial System.
Joint Committee Risk Report - Autumn 2016
Presentation
EBA Guideline 2015 20-Compliance Table-GLs on limits on exposures to shadow banking entities
BSG response to Discussion Paper (EBA-DP-2016- 01) 04 August 2016