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Report on 2015 CVA risk monitoring exercise
Report on 2015 CVA risk monitoring exercise
ESAs review - Joint BSG IRSG OPSG and SMSG letter to EC.pdf
Joint ESAs’ Stakeholder Groups letter sent to EC in response to the EC’s review of the ESAs
Andrea Enria - Lecture on FinTech - Utrecht University.pdf
EBA Chair Andrea Enria’s 2017 lecture at Utrecht University examines FinTech’s regulatory challenges, including risks to financial stability, unlevel playing fields, and EU market fragmentation, with case studies on virtual currencies, robo-advice, and PSD2 payment services.
Amending RTS to RTS on proxy spread (EBA-RTS-2017-07).pdf
Amending RTS to RTS on proxy spread (EBA-RTS-2017-07)
Instructions - 2016 CVA risk monitoring exercise.pdf
EBA instructions for the 2016 CVA risk monitoring exercise outlining reporting requirements, scope, and templates for EU banks to assess credit valuation adjustment risks under CRR, supporting supervisory review and international Basel standards alignment.
Guidelines on LCR disclosure (EBA-GL-2017-01)_EN.pdf
EBA guidelines establishing a harmonised framework for credit institutions to disclose liquidity coverage ratio (LCR) information under Article 435 of Regulation (EU) No 575/2013, complementing liquidity risk management disclosures as per Delegated Regulation (EU) 2015/61.
Regulatory Technical Standards amending RTS on CVA proxy spread
EBA launches 2016 CVA risk monitoring exercise
The European Banking Authority (EBA) announced today it has put on hold its draft Guidelines on the treatment of CVA risk under SREP until further notice, due to continued developments in the CVA risk framework at international level. However, monitoring work continues with the EBAs 2016 credit valuation adjustment (CVA) risk monitoring exercise, which was launched today. The exercise fits into the EBA mandate to monitor the own funds requirements for CVA risk and follows on from policy recommendation No 4 of the CVA Report. The EBA expects institutions to complete the exercise by 14 September 2017.
EBA publishes draft amending technical standards on CVA proxy spread
The European Banking Authority (EBA) published today its draft amending Regulatory Technical Standards (RTS) on credit valuation adjustment (CVA) proxy spread. These RTS propose limited amendments to the Commission Delegated Regulation (EU) No 526/2014 for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk, based on two policy recommendations contained in the EBA’s CVA report, published on 25 February 2015. Through the proposed amendments the EBA expects to ensure a more adequate calculation of own funds requirements for CVA risk.
Public hearing on the draft RTS on the criteria for applying simplified obligations
Guidelines on the LCR disclosure
EBA introductory statement at the Committee on Economic and Monetary Affairs (ECON) of the European Parliament on the EBA Opinion on the RTS on scheme separation under the IFR
Public hearing on Guidelines on security measures for operational and security risks under the PSD2
Eligibility grid.docx
ECON hearing 200617 - EBA Introductory Statement by Dirk Haubrich.pdf
EBA statement to the European Parliament’s ECON Committee on its Opinion regarding Regulatory Technical Standards (RTS) under the Interchange Fee Regulation (IFR), addressing disagreements with EU Commission amendments on scheme separation, staff sharing, and remuneration rules to balance competition and proportionality in card payments.
Vacancy notice.pdf
European Banking Authority (EBA) vacancy for a Seconded National Expert in retail payments to support PSD2 implementation, consumer protection, and financial innovation monitoring under EU regulatory frameworks.
Public hearing on recommendations on outsourcing to cloud service providers
2017 06 20 (Public hearing on EBA Recommendations on Cloud Outsourcing).pdf
Presentation
EBA DC 190 MB Opinion on the EBA 2016 Annual Accounts.pdf
European Banking Authority (EBA) Management Board opinion confirming the reliability and accuracy of the EBA’s 2016 annual accounts and budget implementation, following audit by the European Court of Auditors and an independent external auditor.