JC 2014 004 (Final Report Mechanistic References to Credit Ratings).pdf
Final Report on mechanistic references to credit ratings in the ESAs’ guidelines and recommendations (JC 2014 004)
Final Report on mechanistic references to credit ratings in the ESAs’ guidelines and recommendations (JC 2014 004)
Data related to credit risk - 2012
Opinion of the European Banking Authority - Opinion on Credit Valuation Adjustment risk for the determination of a proxy spread (EBA/Op/2013/04)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit
exposures (EBA/RTS/2013/15)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the
specification of a limited number of smaller portfolios (EBA/RTS/2013/17)
European Banking Authority Report - Summary report on comparability and pro-cyclicality of the IRB Approach (17 December 2013)
European Banking Authority Report - Third interim report on the consistency of risk-weighted assets - SME and residential mortgages (17 December 2013)
European Banking Authority Report - Report on the comparability of supervisory rules and practices (17 December 2013)
European Banking Authority Report - Report on the pro-cyclicality of capital requirements under the IRB Approach (17 December 2013)
European Banking Authority Report - Report on variability of Market RWA (EBA BS 2012 037)
Decision of the European Banking Authority - Decision of the Board of Supervisors establishing the EBA Credit Institution Register (EBA BS 2013 432)
Joint Committee Consultation Paper - Joint Consultation Paper on Mechanistic references to credit ratings in the ESAs’ guidelines and recommendations (JC CP 2013 02)
European Banking Authority Recommendation - Recommendations on asset quality reviews (EBA 2013 04)
European Banking Authority Consultation Paper related material - Response from Deutsche Bank (EBA/CP/2013/24)
European Banking Authority Report - Interim results update of the EBA review of the consistency of risk-weighted assets (5 August 2013)
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the specification of a limited number of smaller portfolios (EBA/CP/2013/24)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Industry response (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Cover Letter (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Federation of Building Societies (EBA/CP/2013/02)