EBA-Rec-2013-04 Recommendations on asset quality reviews.pdf
European Banking Authority Recommendation - Recommendations on asset quality reviews (EBA 2013 04)
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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)
International Swaps and Derivatives Association (Cover Letter)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Cover Letter (EBA/CP/2013/02)
HSBC
European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/02)
European Federation of Building Societies
European Banking Authority Consultation Paper related material - Response from European Federation of Building Societies (EBA/CP/2013/02)
European Association of Co-operative Banks
European Banking Authority Consultation Paper related material - Response from European Association of Co-operative Banks (EBA/CP/2013/02)
Dutch Banking Association (NVB)
European Banking Authority Consultation Paper related material - Response from Dutch Banking Association (NVB) (EBA/CP/2013/02)
Austrian Federal Economic Chamber
European Banking Authority Consultation Paper related material - Response from Austrian Federal Economic Chamber (EBA/CP/2013/02)
International Swaps and Derivatives Association (response)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association (EBA/CP/2013/02)
Czech Banking Association
European Banking Authority Consultation Paper related material - Response from Czech Banking Association (EBA/CP/2013/02)
Swedish Banking Association
European Banking Authority Consultation Paper related material - Response from Swedish Banking Association (EBA/CP/2013/02)
European Savings Banks Group
European Banking Authority Consultation Paper related material - Response from European Savings Banks Groups (EBA/CP/2013/02)