EBA-Op-2014-06 - EBA opinion on macroprudential rules in CRR-CRD.pdf
EBA opinion on macroprudential rules in CRR-CRD
EBA opinion on macroprudential rules in CRR-CRD
The European Banking Authority (EBA) published today an Opinion following the notification by the National Bank of Belgium (NBB) of its intention to modify capital requirements in order to address an increase in macroprudential or systemic risk that could have a severe impact on the financial system and the Belgian real economy. Based on the evidence submitted by the NBB, the EBA does not object the adoption of the proposed measures, which are in line with Article 458 of the Capital Requirements Regulation (CRR).
Annex IX - Market Templates
The European Banking Authority (EBA) launched today a consultation on draft Implementing Technical Standards (ITS) and Regulatory Technical Standards (RTS) aimed at specifying the EU framework for the conduct of annual supervisory benchmarking of internal approaches for calculating own funds requirements for credit and market risk exposures (RWAs). The consultation runs until 19 August 2014.
Annex VI - Internal models applied to the Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Consultation Paper on RTS and ITS on benchmarking portfolios
Annex IV - Results Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Annex I - Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex V - Internal models applied to the Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex VII.b - TBG type Market risk portfolios
Annex II - Supervisory Benchmarking Portfolios - Instructions for EBA-CP-2014-07
Annex III - Results Supervisory Benchmarking Portfolios for EBA-CP-2014-07
Annex VIII - Market Risk Template instructions
Annex VII.a - EBA Market benchmark portfolios
Opinion of the European Banking Authority on measures to address macroprudential or systemic risk
The European Securities and Markets Authority (ESMA) and the European Banking Authority (EBA) have today published the results of their joint work on Euribor and propose principles for benchmark rate-setting processes.
European Banking Authority and European Securities and Markets Authority Report - Review of the Implementation of EBA-ESMA Recommendations to Euribor-EBF (20 February 2014)
The European Banking Authority (EBA) published today final draft Implementing Technical Standards (ITS) which specify the format, structure, contents list and annual publication date of the supervisory information to be disclosed by competent authorities in the banking sector.