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2016-11-28 Koziol Wo do borrowers borrow from.pptx
Berg, Brinkmann, Koziol, 2016, Who do borrowers borrow from Evidence from multi-bank relationships.pdf
Deutsche Bundesbank discussion paper analysing determinants of bank lending decisions in multi-bank relationships, focusing on diversification, internal probability of default estimates, and relationship scope using German credit registry data.
EBA calls for improvements to decision-making framework for supervisory reporting requirements
The European Banking Authority (EBA) issued today an Opinion to the European Parliament, Council and Commission proposing that the decision-making framework for adopting supervisory reporting requirements be made more efficient and fit-for-purpose by replacing the Commission’s Implementing Technical Standards (ITS) with decisions adopted directly by the EBA.
EBA publishes final guidelines on LCR disclosure
The European Banking Authority (EBA) published today its final Guidelines on liquidity coverage ratio (LCR) disclosure. These Guidelines provide harmonised disclosure templates and tables for LCR disclosure and aim at improving transparency and comparability of LCR and other liquidity risk management related information.
Opinion on improving decision-making for supervisory reporting (EBA-Op-2017-03).pdf
Opinion on improving decision-making for supervisory reporting (EBA-Op-2017-03)
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01).pdf
Guidelines on LCR disclosure to complement the disclosure of liquidity risk management (EBA-GL-2017-01)
Mapping template LCR disclosure vs LCR supervisory reporting.xlsx
Mapping template LCR disclosure vs LCR supervisory reporting
SMSG-Advice on suitability and KFH.pdf
Securities and Markets Stakeholder Group (SMSG) advice to ESMA and EBA on draft guidelines for assessing suitability of management body members and key function holders under CRD IV and MiFID II, addressing proportionality, collective suitability, and alignment with national laws and governance models.
Consultation on Guidelines on major incidents reporting under PSD2
Vienna Initiative: New Working Group on Capital Markets Union for CESEE region
The Vienna Initiative has agreed to establish a Working Group on Capital Markets Union. This follows the European Union’s push to strengthen Capital Markets which will have a major impact on financing of investment and sustaining growth in the Central, Eastern and South-Eastern Europe region (CESEE). “Strengthening and diversifying sources of finance is crucial in the region today, as the regional catching up process advances and a new model for growth emerges”, commented Werner Hoyer, the President of the European Investment Bank (EIB), which is hosting this year’s Vienna Initiative 2 Full Forum at its headquarters in Luxembourg.
EBA publishes its regular assessment of EU banks internal model outcomes
The European Banking Authority (EBA) published today two reports on the consistency of RWAs, and for the first time, across all EU institutions authorised to use internal approaches for the calculation of capital requirements. The reports cover residential mortgage, SME and other corporate portfolios (collectively referred to as "high default portfolios" - HDP), as well as market risk. The results confirm previous findings and establish these annual benchmarking exercises as a fundamental supervisory tool to restoring trust in internal models.
EBA Opinion on transitional arrangements and credit risk adjustments due to the introduction of IFRS 9 (EBA-Op-2017-02).pdf
EBA Opinion on transitional arrangements and credit risk adjustments due to the introduction of IFRS 9 (EBA-Op-2017-02)
EBA provides transparent and harmonised information on asset encumbrance across the EU
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the disclosure of encumbered and unencumbered assets for the provision of transparent and harmonised information on this topic, as laid down in the Capital Requirements Regulation (CRR). Through the disclosure of asset encumbrance based on a consistent definition and formats, these standards will enable market participants to assess the information provided by institutions in a clear and consistent manner.
EBA Report results from the 2016 high default portfolio exercise - March 2017.pdf
EBA Report results from the 2016 high default portfolio exercise - March 2017.pdf
EBA Report results from the 2016 market risk benchmarking exercise - March 2017.pdf
EBA Report results from the 2016 market risk benchmarking exercise - March 2017.pdf
EBA_2014_00050000_SV.pdf
EBA recommendations on asset quality reviews for EU banks to standardize risk assessment, credit portfolio evaluation, and capital provisions, ensuring consistent practices across national authorities and supporting the Single Supervisory Mechanism.
Final draft RTS on Encumbered and Unencumbered Assets (EBA-RTS-2017-03).pdf
Final draft RTS on Encumbered and Unencumbered Assets (EBA-RTS-2017-03)
Annex (Disclosure on Asset Encumbrance).xlsx
Annex (Disclosure on Asset Encumbrance)
EBA_2014_00050000_HR.pdf
EBA recommendations on asset quality reviews (AQR) to standardize high-risk asset evaluations in EU banks, ensuring consistent risk classification, capital adequacy, and supervisory coordination under existing frameworks like the Single Supervisory Mechanism (SSM).