Slides - Session 2 - Nicola Gabarino.pdf
EBA Research Workshop presentation analysing mortgage risk specialisation under Basel II, focusing on residential mortgage market risks, capital requirement heterogeneity, and post-crisis regulatory impacts.
Search
26964 results
Slides - Session 3 - Discussant - Nicola Gabarino.pdf
EBA Research Workshop presentation by Bank of England’s Nicola Garbarino analysing EU banks’ interconnectedness with shadow banking entities using new EU-wide exposure data to assess systemic risks.
Slides - Session 2 - Lea Zicchino (Prometeia).pdf
EBA workshop presentation by Prometeia analysing the sustainability of European banks' business models, covering regulatory frameworks, data methodology, performance analysis, and peer group identification under 21st-century challenges.
Slides - Discussant - Klaus Duellmann, ECB.pdf
ECB discussant Klaus Düllmann presents findings on mortgage risk specialization under Basel II, analyzing how IRB models influence bank pricing, loan portfolio shifts, and regulatory cost pass-through at the 2016 EBA Policy Research Workshop.
Slides - Session 3 - Discussant - Massimiliano Rimarchi EBA.pdf
EBA Research Workshop 2016 presentation by Massimiliano Rimarchi analysing key drivers of peer-to-peer lending expansion in US counties, including bank weakness, market structure, and socio-economic factors, based on Prosper and Lending Club data.
Paper - Session 2 - Nicola Gabarino.pdf
Study analysing how Basel II’s internal models vs. standardised approach for mortgage risk weights led to risk specialisation and systemic concentration of high-risk mortgages in UK lenders with less sophisticated risk management, impacting capital framework design.
Slides - Session 2 - Oivind A. Nilsen (Norwegian School of Economics).pdf
EBA workshop presentation analysing how competition among Norwegian banks influences loan portfolio risk-taking over 23 years, assessing stability impacts and franchise value effects under the competition-fragility hypothesis.
Consultation on Guidelines on ICT Risk Assessment under the SREP
Public hearing on Guidelines on Internal Governance and Joint Guidelines on the assessment of the suitability of members of the Management Body and KFH
Guidelines on corrections to modified duration (EBA-GL-2016-09)_EN.pdf
EBA guidelines specifying corrections to modified duration calculations for debt instruments under Regulation (EU) 575/2013 to account for prepayment risk, applicable to competent authorities and financial institutions for own funds requirements under the standardized approach.
Guidelines on corrections to modified duration for debt instruments
Letter to O Guersent, re Request for revised deadlines in the CRR for the delivery of draft technical standards.pdf
Letter to O Guersent, re Request for revised deadlines in the CRR for the delivery of draft technical standards
Consultation on amending ITS on additional monitoring metrics for liquidity
EBA public holiday
European Supervisory Authorities respond to European Commission on amendments to PRIIPs rules
The European Supervisory Authorities (ESAs) have published their response to the European Commission on the amendments the Commission proposes to make to the draft regulatory technical standards (RTS) on key information documents (KIDs) for packaged retail and insurance-based investment products (PRIIPS).
Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24).pdf
Report on the Cyclicality of Capital Requirements (EBA-Op-2016-24)
EBA recommends retaining risk-sensitive framework for banks regulatory capital
The European Banking Authority (EBA) published today its Report on cyclicality of banks’ capital requirements aiming at clarifying whether risk-sensitive bank capital requirements as laid down in the Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD) create unintended pro-cyclical effects by reinforcing the endogenous relationships between the financial system and the real economy. This report, which has been drafted in close cooperation with the European Systemic Risk Board (ESRB) and the European Central Bank (ECB) is in response to a request by the European Commission to understand whether CRDIV/CRR requirements exert significant effects on the economic cycle and, if so, whether any remedial measures are justified. In addition, this Report may inform the European Commission’s currently ongoing reviews of the EU micro- and macro-prudential frameworks and could serve as a valuable complementary contribution to the global discussions about the bank capital regulatory framework.
Consultation on Technical Standards on standardised terminology and disclosure documents under the PAD
EBA launches data collection addressed to commodity derivatives firms to review the prudential framework for investment firms
The European Banking Authority (EBA) launched today a data collection for commodity derivatives firms that will support the European Commission in the calibration of the new prudential regime for investment firms. This exercise follows up on the consultation the EBA launched on 4 November 2016 in response to the European Commission's call for technical advice on the design of a new prudential regime for investment firms, including the extent to which the new regime would also be suitable for or adaptable to specialised commodity derivatives firms.
EBA Decision EU-wide stress test in 2017 (EBA-2016-D-1062).pdf
EBA Decision EU-wide stress test in 2017 (EBA-2016-D-1062)