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The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on the conditions that Competent Authorities have to take into account when tightening capital requirements for mortgage exposures. The proposed RTS illustrate the conditions, as well as financial stability considerations, that would ensure a harmonised approach in setting higher risk weights and higher minimum loss given default (LGD) values. The consultation runs until 6 October 2015.

The European Banking Authority (EBA) published today a series of lists in the field of credit risk, in accordance with the EU Capital Requirements Regulation (CRR). These lists will assist EU institutions in the determination of their capital requirements for credit risk.

The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on specialised lending exposures. The proposed RTS aim to specify how institutions should take into account several factors when assigning risk weights to specialised lending exposures and how they should treat these factors. The consultation runs until 11 August 2015.

The European Banking Authority (EBA) published today an Opinion addressed to the European Commission on several aspects related to the calculation of own funds requirements for Credit Valuation Adjustment (CVA) risk. The sixteen policy recommendations in the Opinion build on an extensive technical analysis conducted by the EBA, which is also published today in the form of a Report and a Review. Based on the findings of the Report, the Commission may adopt a delegated act.

The European Banking Authority (EBA) launched today a discussion paper on the regulatory measures needed to ensure a robust and clear framework for Internal Ratings Based (IRB) models. The discussion paper seeks stakeholders’ feedback on both how to implement the necessary measures in a consistent way and how to bring forward future changes to the current approach. In addition, an overview of the regulatory measures that are under way is provided. The consultation runs until 5 May 2015.