EBA draft instructions for using NPL transaction templates to standardize data disclosure in non-performing loan transactions, supporting financial due diligence and valuation by investors under EU regulatory frameworks like CRR and AnaCredit.
European Banking Authority draft templates for non-performing loans (NPLs) aim to standardize data disclosure, reduce information gaps between buyers and sellers, and support EU secondary NPL market development by enhancing transparency and comparability.
The European Banking Authority (EBA) acknowledged the adoption by the European Commission of the Implementing Act amending Regulation (EU) No 680/2014 (Implementing Technical Standards on Supervisory Reporting) with regard to amendments to COREP and Additional Monitoring Metrics for liquidity as well as other amendments. The Implementing Act, which is based on the final draft ITS on supervisory reporting submitted by the EBA in April 2017, was adopted by the Commission on 9 November 2017. Its publication in the EU Official Journal is still pending. The amended requirements will apply as of 1 March 2018 (reporting framework v2.7).
The European Banking Authority (EBA) published today a corrective update (2.7.0.1) to the XBRL taxonomy that Competent Authorities shall use for the remittance of data under the EBA Implementing Technical Standards (ITS) on supervisory reporting. The revised taxonomy will be used for the first report of Financial Reporting (FinRep) requirements compiled under IFRS 9.
The European Banking Authority (EBA) published today a Report on the peer review carried out to evaluate the implementation of its Guidelines on the criteria for the assessment and identification of other systemically important institutions (O-SIIs) across the EU. Overall, the peer review concluded that the majority of the authorities are compliant with the EBA Guidelines, although some of its requirements have not been fully applied in all jurisdictions.
Final Guidelines on connected clients (EBA-GL-2017-15)
EBA report presenting results of the 2017 Low Default Portfolios (LDP) credit risk benchmarking exercise, analysing IRB parameter variability, portfolio composition, and risk-weight deviations across participating banks under CRR/CRD IV frameworks.
European Banking Authority report presenting results of the 2017 market risk benchmarking exercise, analysing VaR, stressed VaR, IRC, and APR metrics across participating banks to assess risk measurement consistency and supervisory practices under EU regulatory frameworks.
The European Banking Authority (EBA) published today two reports on the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements. The reports cover credit risk for large corporate, institutions, and sovereign portfolios (collectively referred to as "low default portfolios" - LDP), as well as market risk. The results confirm previous findings, with the majority of risk-weights (RWs) variability explained by fundamentals. These benchmarking exercises, conducted by the EBA on an annual basis are a fundamental supervisory and convergence tool to address unwarranted inconsistencies and restoring trust in internal models.
The European Banking Authority (EBA) published today its final Guidelines on the treatment of connected clients as defined in the Capital Requirements Regulation (CRR), aiming at supporting institutions in identifying all possible connections among their clients, in particular when control relationships or economic dependency should lead to the grouping of clients because they constitute a single risk. The guidelines apply to all areas of the CRR where the concept of ‘group of connected client’ is used, including the EBA technical standards and the EBA guidelines that refer to that concept.
2017 Final Agenda 6th EBA Research Workshop
EBA Call for advice_NPLs_prudential backstops
European Commission requests EBA technical advice on introducing statutory prudential backstops under the Capital Requirements Regulation (CRR) to address under-provisioning of newly originated non-performing loans (NPLs) and assess impact on EU banks.
EBA 2017 Research Workshop agenda focusing on the future of quantitative models in financial regulation, covering credit risk, early warning systems, IFRS 9 accounting, capital and liquidity requirements, and systemic risks with expert presentations and panel discussions.
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) specifying the different methods of prudential consolidation, which can be applied when certain conditions and criteria are met. The aim of these draft RTS is to ensure that the appropriate method of prudential consolidation is applied for the calculation of the Capital Requirements Regulation (CRR) requirements on a consolidated basis. The con-sultation runs until 09 February 2018.
Minutes
Minutes