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EBA-Op-2013-04 (Final Opinion on CVA).pdf
Opinion of the European Banking Authority - Opinion on Credit Valuation Adjustment risk for the determination of a proxy spread (EBA/Op/2013/04)
EBA-CP-2013-48 (Disclosure of asset encumbrance).pdf
European Banking Authority Consultation Paper - Consultation Paper on draft guidelines on disclosure of encumbered and unencumbered assets (EBA/CP/2013/48)
EBA January 2014 Risk Assessment Report.pdf
Risk Assessment Report - January 2014
Annex 1 – Guidelines on funding plan templates.xlsx
European Banking Authority Consultation Paper related material - Annex I: Guidelines on funding plan templates (EBA/CP/2013/47)
EBA 2013.9333 Risk Assesment Report.epub
Risk Assessment Report - January 2014 (ePub)
EBA-CP-2013-47 (on GL on Funding Plan Templates).pdf
European Banking Authority Consultation Paper - Consultation Paper on draft Guidelines on harmonised definitions and templates for funding plans of credit institutions (EBA/CP/2013/47)
Annex I (AE disclosure templates).xlsx
European Banking Authority Consultation Paper related material - Annex I: AE disclosure templates (EBA/CP/2013/48)
EBA BS 2013 413 Report on definition of HQLA.pdf
European Banking Authority Report - Report on appropriate uniform definitions of extremely
high quality liquid assets (extremely HQLA) and high quality liquid assets (HQLA) and on operational requirements for liquid assets under Article 509(3) and (5) CRR (20 December 2013)
EBA BS 2013 415 Report regarding LCR impact.pdf
European Banking Authority Report - Report on impact assessment for liquidity measures under Article 509(1) of the CRR (20 December 2013)
EBA-GL-2013-02 (Guidelines on capital measures for FX lending).pdf
European Banking Authority Guidelines - Guidelines on capital measures for foreign currency lending to unhedged borrowers under the supervisory review and evaluation process (SREP) (EBA/GL/2013/02)
EBA-RTS-2013-16 (Final draft RTS on the Definition of market).pdf
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the definition of market (EBA/RTS/2013/16)
EBA-RTS-2013-15 (RTS to identify geographical location of credit exposures).pdf
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit
exposures (EBA/RTS/2013/15)
EBA-RTS-2013-17 (Final draft RTS on CVA).pdf
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the
specification of a limited number of smaller portfolios (EBA/RTS/2013/17)
EBA publishes draft final technical standards for the identification of the geographical location of credit exposures
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit exposures. These RTS ensure a consistent EU wide implementation of the countercyclical buffer (CCB) to protect against excess credit growth.
EBA publishes report on risks and vulnerabilities of the EU banking sector
The European Banking Authority (EBA) published today its fourth semi-annual report on risks and vulnerabilities of the EU banking sector. The report identifies improvements in market confidence, funding and capital positions. However, it cautions about ongoing uncertainties on asset valuations and future profitability in a fragile economic environment. The report also draws attention to the risks of detrimental business practices and puts forward possible measures for addressing such vulnerabilities through coordinated policy and supervisory actions.
EBA publishes technical advice on possible treatments of unrealised gains
The European Banking Authority (EBA) published today its technical advice on possible treatments of unrealised gains measured at fair value. The advice provides specific recommendations that will inform the European Commission (EC) as to whether changes to legislation should be introduced in order to sterilise the effect of unrealised gains on regulatory capital (so-called “prudential filters”).
EBA publishes final draft Technical Standards on supervisory disclosure
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.
Consultation on draft Guidelines on capital measures for foreign currency lending
The European Banking Authority (EBA) launches today a consultation on draft Guidelines on capital measures for foreign currency lending (FX lending) aimed at providing guidance to national competent authorities on how to deal with the specific risk of FX lending to unhedged borrowers as part of the Supervisory Review and Evaluation Process (SREP). The consultation runs until 23 August 2013.
EBA publishes final draft Technical Standards on the Reporting of the Hypothetical Capital of a Central Counterparty (CCP)
The European Banking Authority (EBA) published today its final draft Implementing Technical Standards (ITS) on the reporting of the hypothetical capital of a central counterparty (CCP). These final draft ITS specify calculations and reporting frequencies and templates for the information relating to hypothetical capital that a CCP has to deliver to all the credit institutions and investment firms that are clearing members for the purpose of calculating their own capital requirements. The same information has to be reported to the competent authorities.