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The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the procedures for excluding transactions with non-financial counterparties (NFCs) established in a third country from the capital requirement for credit valuation adjustment (CVA) risk. The proposed RTS aim at harmonising the treatment of NFCs established in a third country across EU Member States.

These RTS aim at developing methods to determine additional collateral outflows stemming from the impact of an adverse market scenario on an institution’s derivatives positions, financing transactions and other contracts, if material.

A call for expression of interest by the European Commission in the appointment of members of the ESAs' Board of Appeal for the financial s​ervices sector​.