Lloyds Banking Group’s 2014 Global Systemically Important Institution (G-SII) disclosure under EBA guidelines – reporting key metrics on size, interconnectedness, substitutability, cross-jurisdictional activity, and complexity indicators as of December 31, 2014.
Erste Group Bank AG – 2014 disclosure report on Global Systemically Important Institution (G-SII) indicators, covering total exposures, interconnectedness, substitutability, cross-jurisdictional activity, and complexity metrics under EBA guidelines.
DZ Bank’s 2013 disclosure under the EBA’s Global Systemically Important Institutions (G-SII) framework – reporting key financial indicators including total exposures, interconnectedness, substitutability, complexity, and cross-jurisdictional activity under IFRS standards.
NordLB – 2013 disclosure of systemic importance indicators under EBA’s G-SII framework, covering total exposures, interconnectedness, substitutability, complexity, and cross-jurisdictional activity for regulatory assessment.
Swedbank’s 2014 Global Systemically Important Institution (G-SII) disclosure report – details size, interconnectedness, substitutability, and cross-jurisdictional indicators under EBA guidelines, including exposures, derivatives, custody assets, and payment activities.
Rabobank – 2014 disclosure of Global Systemically Important Bank (G-SIB) indicators covering size, interconnectedness, substitutability, cross-jurisdictional activity, and complexity under EBA guidelines.
Intesa Sanpaolo’s 2014 Global Systemically Important Institution (G-SII) disclosure report – details financial exposures, interconnectedness, substitutability, cross-jurisdictional activity, and complexity indicators under EBA guidelines for systemic risk assessment.
EBA report on RBS’s 2014 Global Systemically Important Bank (G-SIB) disclosure – detailing total exposures, interconnectedness, substitutability, cross-jurisdictional activity, and complexity indicators under IFRS accounting standards.
Societe Generale – 2014 disclosure report under the EBA’s G-SII framework, detailing financial exposures, intra-financial system assets/liabilities, payments activity, OTC derivatives, and cross-jurisdictional indicators for global systemically important bank (G-SIB) assessment.
The European Banking Authority (EBA) published today the key metrics used to identify global systemically important institutions (G-SIIs) in the EU, with information on size, interconnectedness, substitutability, complexity and cross-jurisdictional activity. The EBA’s regulatory package on G-SIIs identification and data disclosure are in line with the internationally agreed framework developed by the Financial Stability Board (FSB) and by the Basel Committee on Banking Supervision (BCBS). To promote a level playing field in the EU regarding the disclosure requirements and to increase transparency, the EBA goes beyond the minimum standards required by the BCBS, both in terms of granularity of the disclosed information and applicable scope of institutions. Therefore, some of the group-specific values published today include institutions that did not contribute directly to the BCBS's G-SIB exercise. This year’s disclosure exercise covers 37 EU institutions whose leverage ratio exposure measure exceeded 200 billion Euro in 2014.
The European Banking Authority (EBA) issued today amendments to the adopted Regulatory Technical Standards (RTS) on the criteria to identify categories of staff whose professional activities have a material impact on an institution’s risk profile. These RTS were published by the European Commission as Delegated Act on 6 June 2014.
EBA results from the 2014 Low Default portfolio (LDP) exercise
EBA Report on the peer review of the Guidelines on the assessment of the suitability of members of the management body and key function holders (EBA/GL/2012/06)
EBA report on CCR benchmarking 2014
The European Banking Authority (EBA), following requests from stakeholders, published today an update on the application date of its final draft Implementing Technical Standards (ITS) on additional liquidity monitoring metrics.
The European Banking Authority (EBA) published today its peer review report on the assessment of the suitability of members of the management body and key function holders. The report shows that National Competent Authorities (NCAs) largely comply with the EBA guidelines. The EBA analysis identified best practices carried out by some NCAs, but also highlighted significant differences remaining between NCAs’ supervisory approaches. The EBA concluded that the existing EBA guidelines have not led to sufficient convergence in supervisory practices, and proposed the incorporation in its forthcoming review of the guidelines of a number of specific best practices observed. The EBA also intends to send an opinion to the European Commission suggesting a change in the underlying Capital Requirements Directive (CRD) framework.
EBA report on the range of practices regarding macroprudential policy measures
The European Banking Authority (EBA) published today a report on macroprudential policy measures across the EU. The objective of this report is to take stock of the range of practices applied by EU Member States in relation to the provisions for macroprudential policies set out in the Capital Requirements Regulation and Directive (CRR/CRD IV), focusing on the interaction of macroprudential and microprudential objectives and tools. The report will contribute to the ongoing discussions regarding the implementation of macroprudential measures and will provide additional input for the regulatory work carried out by the European Commission, the EBA and the European Systemic Risk Board (ESRB) regarding macroprudential tools.
Final draft RTS correcting Delegated Regulation (EU) 604\2014