PH on DP on Implementation in the EU of the revised MR and CCR frame 20180502.pdf
Presentation
Presentation
EBA guidelines (EBA/GL/2017/16) on estimating probability of default (PD), loss given default (LGD), and treatment of defaulted exposures under the IRB Approach in Regulation (EU) No 575/2013, outlining compliance, reporting, and supervisory requirements for financial institutions and authorities.
EBA guidelines (EBA/GL/2017/16) on estimating probability of default (PD), loss given default (LGD), and treatment of defaulted exposures under the IRB Approach in Regulation (EU) No 575/2013, outlining compliance, reporting, and supervisory requirements for financial institutions and competent authorities.
2018 01 22 Valdis Dombrovkis letter to Andrea Enria on the EBA templates
Minutes
European Banking Authority (EBA) response to the European Commission outlining voluntary NPL transaction templates to standardize data reporting, reduce information asymmetries in secondary markets, and support the EU Council’s action plan to tackle non-performing loans.
EBA Press Newsletter for Q1 2018 outlining upcoming publications on PSD2 mandates, FinTech, NPL management, fraud reporting, Basel III implementation, and regulatory technical standards for consumer protection, market risk, and payments.
The European Banking Authority (EBA) launched today its 2018 EU-wide stress test and released the macroeconomic scenarios. The adverse scenario implies a deviation of EU GDP from its baseline level by 8.3% in 2020, resulting in the most severe scenario to date. The EBA expects to publish the results of the exercise by 2 November 2018.
Minutes
Minutes
BSG response to EBA CP on GLs on institution’s stress testing (EBA CP 2017 17)_30 Jan 2018
BSG response to EBA CP_GLs on Interest Rate Risk Management (EBA CP 2017 19)_31 Jan 2018