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EBA publishes final Guidelines on Credit Risk Mitigation for institutions applying the IRB approach with own estimates of LGDs
The European Banking Authority (EBA) published today its final Guidelines on credit risk mitigation (CRM) in the context of the advanced internal ratings-based (A-IRB) approach. These Guidelines, which are part of the EBA's regulatory review of the IRB approach, aim to eliminate the remaining significant differences in approaches in the area of CRM, which are due to either different supervisory practices or bank-specific choices. These Guidelines complement the EBA Report on CRM, which focuses on the standardised approach (SA) and the foundation-IRB approach (F-IRB).
Public hearing on draft revised ML/TF Risk Factors Guidelines
15 May 2020 from 14:00 to 16:00 CET, via conference call (dial-in details provided in due course)2020 05 04 Letter to COM - ABLV Swedbank BUL closure.pdf
EBA letter to John Berrigan, DG FISMA, on the requests to investigate a possible breaches of Union law under Article 17 of Regulation (EU) No 1093/2010
2019 04 03 Request from COM (DG JUST).pdf
Letter from Tiina Astola, DG JUST, on the request to investigate a possible breach of Union law under Article 17 of Regulation (EU) No 1093/2010 – 03/04/2019
Final report on updated GL Funding Plans.pdf
Updated Guidelines on harmonised definitions and templates for funding plans of credit institutions
EBA launches additional EU-wide transparency exercise
The European Banking Authority (EBA) launched today an additional EU-wide transparency exercise to provide market participants with updated information on the financial conditions of EU banks as of 31 December 2019, prior to the start of the COVID-19 pandemic. The EBA expects to publish the results of this exercise at the beginning of June.
EBA updated ITS package for 2021 benchmarking exercise includes IFRS9 template
The European Banking Authority (EBA) published today an update to its Implementing Technical Standards (ITS) on benchmarking of internal approaches. The updated ITS include all benchmarking portfolios that will be used for the 2021 exercise. The main novelty is the inclusion of the IFRS9 template. The benchmarking exercise is an essential supervisory tool to enhance the quality of internal models, which is particularly important in a stressed economic situation.
Joint RTS on amendments to the bilateral margin requirements under EMIR in response to the COVID-19 outbreak
Annex I.xlsx
Guidelines on WAM.pdf
Final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Draft benchmarking package for 2021 exercise (end 2020) - upd.zip
jc_2020_16_-_esg_disclosures_cp_-_annex_1.docx
Joint ESA consultation on ESG disclosures - Annex 1
Notification from the Latvian Financial and Capital Market Commission in relation to the determination of the unavailability of deposits at JSC PNB Banka.pdf
Draft benchmarking package for 2021 exercise (end 2020) - Updated.zip
ESAs' joint statement on publication of bilateral margin RTS amendments in response to Covid-19.pdf
Joint statement on publication of bilateral margin RTS amendments in response to Covid-19
Annex III.pdf
European Banking Authority annex outlining the Single Data Point Model and validation rules for uniform IT reporting systems – defining structured data representation, business concepts, technical specifications, and data quality checks under supervisory reporting frameworks.
Annex II.pdf
EBA Annex II outlines specific reporting requirements for market risk under CRR, detailing templates and instructions for trading book thresholds, market risk calculations under the Alternative Standardised Approach, and monthly data submissions on on- and off-balance sheet exposures.
Final report on draft ITS on specific reporting requirements for market risk.pdf
EBA final report on draft implementing technical standards for market risk reporting under CRR, introducing FRTB framework elements and gradual reporting requirements for trading book size and own funds calculations under standardised and internal model approaches, effective September 2021.
Joint RTS on amendments to the bilateral margin requirements under EMIR in response to the COVID-19 outbreak.pdf
European Supervisory Authorities finalize Regulatory Technical Standards amending EMIR bilateral margin requirements for OTC derivatives, introducing COVID-19-related exemptions, phase-in extensions, and clarifications for intragroup transactions, FX forwards, and equity options.