Enhancing proportionality in liquidity reporting.pdf
Presentation
Presentation
IFR further instruments and funds list (Q2 2021)
The European Banking Authority (EBA), jointly with the European Securities and Markets Authority (ESMA), published today a provisional list of additional instruments and funds that competent authorities may allow to use as own funds for some of the smallest investment firms. The latter include only non-legal persons or joint‐stock companies, or those which meet the conditions for qualifying as small and non‐interconnected investment firms as defined in the Investment Firm Regulation (IFR). The list is provisional and intended to provide guidance to investment firms and competent authorities ahead of the application of the IFR requirements, as of 26 June 2021.
The European Banking Authority (EBA) launched today a public consultation on draft implementing technical standards (ITS) on Pillar 3 disclosures regarding exposures to interest rate risk on positions not held in the trading book (IRRBB). The draft ITS put forward comparable disclosures that would allow stakeholders to assess institutions’ IRRBB risk management framework as well as the sensitivity of institutions’ economic value of equity and net interest income to changes in interest rates. The proposed standards will amend the comprehensive ITS on institutions’ public disclosures, in line with the strategic objective of developing a single and comprehensive Pillar 3 package that should facilitate implementation by institutions and further promote market discipline.
The European Banking Authority (EBA) published today its second quantitative Report on minimum requirements for own funds and eligible liabilities (MREL) under the new methodology. The Report shows that as of December 2019, the largest institutions have made good progress in reducing MREL shortfalls and that smaller institutions tend to lag behind.
Annex I - Templates for interest rate risk of non-trading book activities disclosure
Annex II - Instructions for interest rate risk of non-trading book activities disclosure templates
Report on the application of early intervention measures in the EU
Thematic note on differences in provisioning practice in the United States and the European Union
Consultation paper on draft Guidelines on AML-CFT cooperation
Consultation Paper on draft ITS on IRRBB disclosure
Quantitative MREL report (as of 31 December 2019)
The European Banking Authority (EBA) launched today a public consultation on its new Guidelines that set out how prudential supervisors, AML/CFT supervisors and financial intelligence units (FIUs) should cooperate and exchange information in relation to AML/CFT, in line with provisions laid down in the Capital Requirements Directive (CRD). Cooperation and information exchange is key to ensuring the prudential soundness and viability of institutions, to protecting the EU’s financial system from financial crime and to safeguarding its stability and integrity. This consultation runs until 27 August 2021.
The European Banking Authority (EBA) published today a thematic note comparing provisioning practices in the US and the EU during the peak of the COVID-19 pandemic. The note looks into the differences in the macroeconomic impact of the pandemic, in banks’ loan portfolios, and in accounting rules that might explain why the CoR of US banks was much higher compared to their EU peers in the first half of 2020 and fell at a faster pace afterwards.