20131217 Report on the comparability of supervisory rules and practices.pdf
European Banking Authority Report - Report on the comparability of supervisory rules and practices (17 December 2013)
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20131217 Report on variability of Market RWA.pdf
European Banking Authority Report - Report on variability of Market RWA (EBA BS 2012 037)
20131217 Report on the pro-cyclicality of capital requirements under the IRB Approach.pdf
European Banking Authority Report - Report on the pro-cyclicality of capital requirements under the IRB Approach (17 December 2013)
EBA publishes reports on comparability of Risk Weighted Assets (RWAs) and pro-cyclicality
In the context of its ongoing work on comparability of RWAs, the European Banking Authority (EBA) published today three reports: (i) an interim report on the consistency of RWAs in SMEs and residential mortgages portfolios; (ii) a report on the comparability of supervisory rules and practices; and (iii) a report on variability of RWAs for market risk portfolios. Furthermore, the EBA also released its report on the pro-cyclicality of banks’ capital requirements, which supplements the work on comparability, together with a summary report that compiles all the work on comparability of RWAs for IRB models.
EBA BS 2013 432 (EBA Credit Institution Register BoS Decision).pdf
Decision of the European Banking Authority - Decision of the Board of Supervisors establishing the EBA Credit Institution Register (EBA BS 2013 432)
EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for credit and operational risk
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
Joint Consultation on mechanistic references to credit ratings in the ESAs’ guidelines and recommendations
Mechanistic references to credit ratings in the ESAs’ guidelines and recommendations
The Joint Committee of the European Supervisory Authorities (EBA, ESMA and EIOPA - ESAs) consults the public on the removal of mechanistic references to credit ratings in their guidelines and on the definition of sole and mechanistic reliance on such ratings.
JC-CP-2013-02 (Mechanistic References to Credit Ratings).pdf
Joint Committee Consultation Paper - Joint Consultation Paper on Mechanistic references to credit ratings in the ESAs’ guidelines and recommendations (JC CP 2013 02)
Consultation paper on draft regulatory technical standards on the method for the identification of the geographical location of the relevant credit exposures under Article 140(7) of the Capital Requirements Directive (CRD)
EBA-Rec-2013-04 Recommendations on asset quality reviews.pdf
European Banking Authority Recommendation - Recommendations on asset quality reviews (EBA 2013 04)
DB response to EBA consultation on CVA 2013_FINAL_20130925.pdf
European Banking Authority Consultation Paper related material - Response from Deutsche Bank (EBA/CP/2013/24)
Consultation on draft technical standards in relation to credit valuation adjustment risk
EBA publishes new answers to questions on the Single Rulebook
The European Banking Authority (EBA) published on its website the answers to questions 76 and 94 on the Single Rulebook.
EBA publishes new answers to questions on the Single Rulebook
The European Banking Authority (EBA) published on its website the answers to questions 27 and 67 on the Single Rulebook.
EBA Report - Interim results update of the EBA review of the consistency of risk weighted assets.pdf
European Banking Authority Report - Interim results update of the EBA review of the consistency of risk-weighted assets (5 August 2013)
Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.
EBA_CP_2013_24.pdf
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2013/24)
EBA consults on draft technical standards in relation to credit valuation adjustment risk
The European Banking Authority (EBA) launches today a second consultation on Draft Regulatory Technical Standards (RTS) for credit valuation adjustment risk (CVA) to further specify how a proxy spread should be determined for the calculation of own funds requirements and to provide additional details on a limited number of smaller portfolios. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 25 September 2013.
International Swaps and Derivatives Association (Industry response)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Industry response (EBA/CP/2013/02)