EBA publishes new answers to questions on the Single Rulebook
The European Banking Authority (EBA) published on its website the answers to questions 76 and 94 on the Single Rulebook.
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EBA publishes new answers to questions on the Single Rulebook
The European Banking Authority (EBA) published on its website the answers to questions 27 and 67 on the Single Rulebook.
Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.
EBA consults on draft technical standards in relation to credit valuation adjustment risk
The European Banking Authority (EBA) launches today a second consultation on Draft Regulatory Technical Standards (RTS) for credit valuation adjustment risk (CVA) to further specify how a proxy spread should be determined for the calculation of own funds requirements and to provide additional details on a limited number of smaller portfolios. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 25 September 2013.
EBA consults on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
The European Banking Authority (EBA) launches today a consultation on draft technical standards (RTS) aimed at specifying the conditions for assessing the materiality of extensions and changes to internal approaches when calculating own funds requirements for credit, market and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 11 June 2013.
EBA consults on technical standards on the calculation of credit risk adjustments
The European Banking Authority (EBA) launches today a consultation on Draft Regulatory Technical Standards (RTS) on the specification of the calculation of specific and general credit risk adjustments. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 30 September.
Guidelines on common reporting of large exposures
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines in relation to the common reporting of large exposures.
Guidelines on the revised large exposures regime
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines in relation to two specific aspects of the revised large exposures regime that has been included in the amended Capital Requirements Directive (CRD). The amendments will have to be transposed into Member States’ national law by 31 October 2010 and will be applied from 31 December 2010.
Implementation Guidelines on large exposures exemptions for money transmission, correspondent banking, clearing and settlement and custody services
The Committee of European Banking Supervisors (CEBS) today publishes its implementation guidelines on Article 106(2) (c) and (d) of Directive 2006/48/EC (Capital Requirements Directive) as amended by Directive 2009/111/EC.
EBA consults on technical standards in relation with credit valuation adjustment risk
The European Banking Authority (EBA) launches today a consultation on Draft Regulatory Technical Standards (RTS) for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller portfolios. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe. The consultation runs until 15 September.