CP on draft RTS on calculation of exposure value of SES.pdf
Consultation Paper on draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
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EBA consults on technical standards to help originator institutions determine the exposure value of synthetic excess spread in securitisations
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the determination by originator institutions of the exposure value of synthetic excess spread (SES) in securitisations. The Capital Markets Recovery Package (CMRP) amended the Capital Requirements Regulation (CRR) in several aspects, including a preferential treatment for senior tranches of simple, transparent and standardised (STS) on-balance-sheet securitisations. It also introduced a provision on how to determine the exposure value of SES in synthetic securitisations. The proposals set out in this Consultation Paper will contribute to a more risk sensitive prudential framework in the area of synthetic securitisation. The consultation runs until 14 October 2022.
Regulatory Technical Standards on the determination by originator institutions of the exposure value of synthetic excess spread in securitisations
EBA updates data on deposit guarantee schemes across the European Economic Area
The European Banking Authority (EBA) today published 2021 extended data related to two key concepts and indicators in the Deposit Guarantee Schemes Directive (DGSD), namely available financial means (AFMs) and covered deposits. The EBA publishes these data on a yearly basis to enhance the transparency and public accountability of DGSs across the EEA to the benefit of depositors, markets, policymakers, DGSs and Members States.
BSG response to Discussion Paper on the role of environmental risk in the prudential framework
Banking Stakeholder Group (BSG) response to EBA’s discussion paper on integrating environmental risks into the EU prudential framework, supporting a risk-based approach, addressing measurement challenges, and emphasizing consistency with global standards and EU climate goals like the Taxonomy Regulation and Net Zero 2050.
Aggregated DGSD data 2015-2021.xlsx
Aggregated DGS data 2015-2021
Eligibility criteria grid - Seconded National Expert.pdf
European Banking Authority eligibility criteria for Seconded National Experts – outlines requirements including EU/EFTA nationality, language proficiency, employment by ESFS members or approved entities, education, professional experience, and submission of CV and employer statement.
DART RT SEC 5-2022 - Policy Expert (Reporting).pdf
EBA vacancy notice for a Seconded National Expert (Policy Expert) in Paris to support integrated banking reporting initiatives, including roadmap development, data dictionary, and stakeholder coordination under the EU supervisory data strategy (deadline: 15 September 2022).
Discussion paper on the role of environmental risk in the prudential framework
EBA Filing Rules v5.2.pdf
Filing Rules v5.2
2022 07 31 PMR Francois-Louis Michaud.pdf
EBA Executive Director François-Louis Michaud’s July 2022 public meeting register detailing discussions with Oliver Wyman on economic scenarios and their potential impact on banks.
2022 07 31 PMR -2022 Jose Manuel Campa.pdf
European Banking Authority (EBA) public meeting register for July 2022 reporting no disclosed meetings with Chairperson José Manuel Campa during 16–31 July.
EBA updates version 5.2 of its filing rules for supervisory reporting
The European Banking Authority (EBA) published today an updated version of its 5.2 filing rules document for supervisory reporting. In particular, the update modifies rule 3.6 to redefine the condition to apply the new reporting subject and to explicitly instruct the usage of entity types to indicate aggregate levels in the reporting subject of an aggregate reporting document.