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News 22 July 2013

EBA launches QIS exercise on prudent valuation

Following the publication of the Consultation Paper on draft RTS on prudent valuation, the EBA launched today a Quantitative Impact Study (QIS) to assess the capital impact of the proposals for the calculation of additional value adjustments (AVAs). This QIS, which will be carried out in co-ordination with the National Supervisory Authorities, will also be used to calibrate the thresholds and underlying assumptions of AVAs.

Press Release 22 July 2013

The EBA publishes a Recommendation on the preservation of capital

The European Banking Authority (EBA) published today a Recommendation on capital preservation addressed to supervisory authorities in all EU Member States. The Recommendation aims to preserve the enhanced capital base that banks built by 30 June 2012, in response to the EBA’s 2011 recapitalisation Recommendation.

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19 July 2013

Santander.pdf

European Banking Authority Consultation Paper related material - Response from Santander (EBA/CP/2013/17)

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19 July 2013

HSBC.pdf

European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/17)

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19 July 2013

EBA-CP-2013-31 CP on draft RTS on close correspondence.pdf

European Banking Authority Consultation Paper - Consultation Paper on Draft Regulatory Technical Standards (RTS) on close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets relating to the institution’s own credit risk (EBA/CP/2013/31)

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