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Public hearing on consultation paper on draft technical standards on permanent partial use and roll out conditions
EBA RTS 2014 13 (Final draft RTS on the IRB equity exemption).pdf
EBA RTS 2014 13 (Final draft RTS on the IRB equity exemption)
EBA publishes final technical standards on the treatment of equity exposures under the IRB approach
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the treatment of equity exposures under the internal ratings-based (IRB) approach. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
Joint Consultation on draft RTS on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP
EBA QAs on CVA data collection.xlsx
EBA QAs on CVA data collection
Second_template.xlsx
Second template
EBA publishes Q&As and additional template for CVA data collection exercise
The European Banking Authority (EBA) published today a list of Q&As on the Credit Valuation Adjustment (CVA) data collection exercise, which was launched on 30 April 2014 with the aim of advising the European Commission on appropriate amendments to the CVA framework at EU level and inform discussions on the CVA risk charge in Basel.
Article 124(2) of the Regulation (EU) 575 2013.xlsx
Article 124(2) of the Regulation (EU) 575 2013
Consultation Paper on draft RTS on the treatment of equity exposures under the IRB Approach
EBA-RTS-2014-10 (Final draft RTS on mkt risk model extensions and changes).pdf
Final draft RTS on market risk model extensions and changes
EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for market risk
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official Journal on 20 May 2014.
Article 164(5) of Regulation (EU) 575 2013.xlsx
Article 164(5) of Regulation (EU) 575 2013
Article 115(2) of Regulation (EU) 575 2013.xlsx
Article 115(2) of Regulation (EU) 575 2013
Article 150(1) the Regulation (EU) 575 2013.xlsx
Article 150(1) the Regulation (EU) 575 2013
EBA-CP-2014-11 (CP on RTS on CBB Disclosure Art 440 CRR).pdf
EBA-CP-2014-11 (CP on RTS on CBB Disclosure Art 440 CRR)
EBA consults on technical standards on countercyclical buffer disclosure
The European Banking Authority (EBA) launched today public consultation on its draft regulatory technical standards (RTS) on disclosure of information related to the countercyclical capital buffer. These RTS will be part of the EU Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector. The consultation runs until 27 September 2014.
EBA consults on technical standards on the permanent and temporary uses of the IRB approach
The European Banking Authority (EBA) launched today a consultation on its draft Regulatory Technical Standards (RTS) specifying the conditions for the permanent and temporary uses of the Standardised Approach (SA) by institutions that have received permission to use the Internal Ratings Based (IRB) Approach. The EBA has identified the use of the SA as a major driver in the comparability of credit risk capital requirements. These RTS will be part of the EU Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector. The consultation runs until 26 September 2014.