EBA Executive Director François-Louis Michaud’s May 2023 public meeting register detailing discussions with Banca Monte dei Paschi di Siena and Oliver Wyman on stress test methodologies and regulatory frameworks.
EBA Public Meeting Register for April 2023 detailing meetings held by Executive Director François-Louis Michaud with financial institutions, regulators, and stakeholders on Basel III finalisation, stress tests, regulatory priorities, sustainability, and digital finance.
EBA Chairperson Jose Manuel Campa’s April 2023 public meeting register detailing discussions with banks and stakeholders on EU banking sector regulatory priorities, Basel III finalisation, sustainability, financial stability, and digital finance.
The European Banking Authority (EBA) published today the 2023 update of the list of closely correlated currencies, originally published in December 2013. The list is part of the implementing technical standards (ITS) that were drafted for calculating the capital requirements for foreign-exchange risk according to the standardised rules. The list was updated according to the procedure and methodology laid down in the ITS and submitted to the European Commission for endorsement.
Presentation
Factsheet on EuReCA
Annexes (zip)
ITS amending Commission Implementing Regulation on benchmarking of internal models
The European Banking Authority (EBA) published today its final draft Implementing Technical Standards (ITS) on the benchmarking of credit risk, market risk and IFRS9 models for the 2024 exercise. The most significant change, compared to the data collection of 2023, is the roll out for the benchmarking of accounting metrics (IFRS9) to high default portfolios (HDP). For market risk, new templates are added for the collection of additional information, notably the Default Risk Charge (DRC) and the Residual Risk Add-On (RRAO). For credit risk, only minor changes have been made.