European Commission amended regulatory technical standards (RTS) under Directive 2013/36/EU to define supervisory shock scenarios, modeling assumptions, and large decline criteria for interest rate risk in non-trading book activities, aligning with EBA guidelines and Basel standards.
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. These RTS are part of the phase 4 deliverables of the EBA roadmap for the new market and counterparty credit risk approaches. The consultation runs until 26 June 2023.
Consultation Paper on draft RTS on the assessment methodology under which competent authorities verify an institution’s compliance with the internal model approach
EBA decision amending reporting requirements for payment fraud data under PSD2, establishing streamlined submission via EUCLID or ECB, setting data quality standards, binding deadlines, and transitional provisions for competent authorities.
Amending decision on reporting of payment fraud data under the revised Payment Services Directive
European Banking Authority (EBA) vacancy for a Supervision Officer (Crypto-Assets/MiCA) to support the implementation of the Markets in Crypto-Assets Regulation (MiCA), including developing supervision frameworks, policies, and IT needs for crypto-asset oversight in Paris.
European Banking Authority (EBA) eligibility criteria for Temporary Agent (AD 7) roles – outlines citizenship, education, professional experience, language skills, and integrity requirements for applicants under EU staff regulations.
Annex IV (MOV instructions) (DOCX)
Consultation Paper on amendments to the ITS on specific reporting requirements for market risk
Annex I (templates) (XLSX)
Annex II (Instructions) (DOCX)
Annex III (MOV template and example) (XLSX)
José Manuel Campa exchange of Views on SVB failure at the ECON hearing
The European Banking Authority (EBA) launched today a public consultation on its draft Implementing Technical Standards (ITS) amending the ITS on specific reporting requirements on market risks (FRTB reporting), aiming at providing supervisors with the necessary tools to monitor these risks. The consultation runs until 21 June 2023.