Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24).pdf
Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24)
Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24)
EBA Decision EU-wide stress test in 2017 (EBA-2016-D-1062)
EBA report on liquidity measures and the review of the phase-in of the liquidity coverage requirement (EBA-Op-2016-22)
Minutes
Consultation Paper on Guidelines on supervision of significant branches (EBA-CP-2016-24)
EBA Report on Covered Bonds (EBA-Op-2016-23)
Final Report on good Supervisory Practices for reducing mechanistic reliance on credit ratings (JC 2016 71)
EBA guidelines for commodity derivatives firms on data submission under the prudential framework review for investment firms, covering financial information, solvency, liquidity, and large exposures as required by CRR Articles 493, 498, and 508.
EBA December 2016 instructions for banks using IRB models to complete a qualitative survey assessing current modeling practices for PD and LGD under upcoming guidelines and regulatory technical standards (RTS) on credit risk.
Slides - Sorry we are closed by Diana Bonfim
Paper - Sorry we are closed by Diana Bonfim
Slides - Discussant - Matteo Aquilina
Paper - Session 3. Olena Havrylchyk