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EBA calls for evidence on SME lending and the SME supporting factor
The European Banking Authority (EBA) launched today a call for evidence on small and medium enterprises (SMEs) and the SME supporting factor (SF). Through this paper, which is the basis for a preliminary discussion, the EBA is inviting its stakeholders to provide their input and evidence aimed at supporting the ongoing analysis on bank lending to SMEs and the impact of the SME SF. The final document, which will inform the European Commission’s own report on the impact of own funds requirements on lending to SMEs, is expected to be published in the first quarter of 2016. The consultation runs until 1 October 2015.
EBA results from the 2014 Low Default portfolio (LDP) exercise.pdf
EBA results from the 2014 Low Default portfolio (LDP) exercise
EBA report on CCR benchmarking 2014
EBA report on CCR benchmarking 2014
Second Joint Consultation on draft RTS on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP
Regulatory Technical Standards on conditions for capital requirements for mortgage exposures
EBA-CP-2015-12 CP on RTS on RWs and LGD Values.pdf
EBA-CP-2015-12 CP on RTS on RWs and LGD Values
EBA consults on conditions for capital requirements for mortgage exposures
The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on the conditions that Competent Authorities have to take into account when tightening capital requirements for mortgage exposures. The proposed RTS illustrate the conditions, as well as financial stability considerations, that would ensure a harmonised approach in setting higher risk weights and higher minimum loss given default (LGD) values. The consultation runs until 6 October 2015.
EBA publishes lists for the calculation of capital requirements for credit risk
The European Banking Authority (EBA) published today a series of lists in the field of credit risk, in accordance with the EU Capital Requirements Regulation (CRR). These lists will assist EU institutions in the determination of their capital requirements for credit risk.
Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
Regulatory Technical Standards on the method for the identification of the geographical location of the relevant credit exposures
EBA-CP-2015-09 CP on Assigning RWs to Specialised Lending Exposures.pdf
EBA-CP-2015-09 CP on Assigning RWs to Specialised Lending Exposures
EBA consults on technical standards on specialised lending exposures
The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on specialised lending exposures. The proposed RTS aim to specify how institutions should take into account several factors when assigning risk weights to specialised lending exposures and how they should treat these factors. The consultation runs until 11 August 2015.
BSG response to Discussion Paper (EBA-DP-2015-01)- 5 May 2015.pdf
BSG response to Discussion Paper (EBA-DP-2015-01)- 5 May 2015
Discussion Paper on the future of the IRB Approach
Consultation on Regulatory Technical Standards on assessment methodology for IRB approach
The EBA advises the European Commission on Credit Valuation Adjustment (CVA) risk
The European Banking Authority (EBA) published today an Opinion addressed to the European Commission on several aspects related to the calculation of own funds requirements for Credit Valuation Adjustment (CVA) risk. The sixteen policy recommendations in the Opinion build on an extensive technical analysis conducted by the EBA, which is also published today in the form of a Report and a Review. Based on the findings of the Report, the Commission may adopt a delegated act.
BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015.pdf
BSG response to Consultation Paper (EBA- CP - 2014 -36) - 9 March 2015
Discussion Paper on the future of the IRB Approach
EBA puts forward preliminary proposals to improve the IRB regulatory framework
The European Banking Authority (EBA) launched today a discussion paper on the regulatory measures needed to ensure a robust and clear framework for Internal Ratings Based (IRB) models. The discussion paper seeks stakeholders’ feedback on both how to implement the necessary measures in a consistent way and how to bring forward future changes to the current approach. In addition, an overview of the regulatory measures that are under way is provided. The consultation runs until 5 May 2015.