Data_related_to_credit_risk-2012.xls
Data related to credit risk - 2012
Data related to credit risk - 2012
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the definition of market and its final draft RTS on Credit Valuation Adjustment risk (CVA risk). The latter is supplemented by an Opinion on CVA risk which further elaborates on the approach taken by the EBA in determining a proxy spread. The standards will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU).
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)
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on the method for the identification of the geographical location of the relevant credit exposures. These RTS ensure a consistent EU wide implementation of the countercyclical buffer (CCB) to protect against excess credit growth.
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) setting out criteria for identifying the geographical location of all relevant credit exposures, namely credit risk, trading book and securitisation exposures. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU). The consultation runs until 1 November 2013.
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)
In the context of its ongoing work on comparability of RWAs, the European Banking Authority (EBA) published today three reports: (i) an interim report on the consistency of RWAs in SMEs and residential mortgages portfolios; (ii) a report on the comparability of supervisory rules and practices; and (iii) a report on variability of RWAs for market risk portfolios. Furthermore, the EBA also released its report on the pro-cyclicality of banks’ capital requirements, which supplements the work on comparability, together with a summary report that compiles all the work on comparability of RWAs for IRB models.
Decision of the European Banking Authority - Decision of the Board of Supervisors establishing the EBA Credit Institution Register (EBA BS 2013 432)
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
The Joint Committee of the European Supervisory Authorities (EBA, ESMA and EIOPA - ESAs) consults the public on the removal of mechanistic references to credit ratings in their guidelines and on the definition of sole and mechanistic reliance on such ratings.
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)