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EBA Validation Rules 2023-12-11
Consultation paper on draft amending RTS on SA-CCR
EBA consults on draft amendments to Regulatory Technical Standards for the Standardised Approach for Counterparty Credit Risk (SA-CCR), covering risk category mapping, supervisory delta formulas for interest rate and commodity options, and position determination under CRR.
Regulatory Technical Standards on profit and loss attribution requirements, risk factor modellability assessment, and the treatment of FX and commodity risk in the banking book
Consultation on Regulatory Technical Standards on profit and loss attribution requirements, risk factor modellability assessment, and the treatment of FX and commodity risk in the banking book
Consultation paper on amendments to the FRTB RTS
EBA consults on draft Regulatory Technical Standards amending FRTB rules for profit and loss attribution, risk factor modellability, and treatment of FX and commodity risks in the banking book, with feedback deadline 14 March 2024.
Discussion paper on Pillar 3 data hub
European Banking Authority (EBA) discussion paper on Pillar 3 Data Hub (P3DH) processes, outlining disclosure procedures for institutions, data handling, validation, and dissemination, while consulting on practical implications, synergies with other projects, and policy mandates under the Capital Requirements Regulation (CRR).
Reporting Annexes - Clean.zip
Annexes Reporting - track changes
Consultation Paper on amendments to the ITS on Supervisory reporting
EBA consults on draft Implementing Technical Standards amending supervisory reporting under CRR 3, covering output floor, credit risk, market risk, leverage ratio, and trading book boundaries, with proposed changes to reporting frameworks and timelines.
Annexes P3 ITS -clean versions
Annexes P3 ITS- tracked versions_1
CP on Pillar 3 disclosure ITS - CRR3 step 1
EBA consultation on draft Implementing Technical Standards amending Pillar 3 disclosure requirements under CRR3, covering credit risk, market risk, output floor, CVA risk, and supervisory reporting alignment for EU banks.
annex_vii_annex_xxi_-cr-irb_p3_its_clean.xlsx
mapping_tool_for_crr_3-step1.xlsx
The EBA consults on draft technical standards on market and counterparty credit risk as part of its roadmap for the implementation of the Banking Package in the EU
The European Banking Authority (EBA) today launched for consultation amendments to its Regulatory Technical Standards (RTS) on the fundamental review of the trading book (FRTB), and to its RTS on the standardised approach for counterparty credit risk (SA-CCR). Both RTS are part of the roadmap on the Banking Package and aim to align the existing RTS with the Capital Requirements Regulation (CRR3). The consultation runs until 14 March 2024.
Consultation on Regulatory Technical Standards on the standardised approach for counterparty credit risk
The EBA publishes roadmap on the implementation of the EU Banking Package
The European Banking Authority (EBA) today published its roadmap on the Banking Package, which implements the final Basel III reforms in the EU. The EBA roadmap aims at strengthening the prudential framework as well as ensuring an international level playing field. It also aims at providing clarity to the industry on how it will develop the mandates implementing the legislation, and how it expects to finalise the most significant components ahead of the application date, on 1 January 2025.