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EBA-CP-2014-36 (CP on RTS on Assessment Methodology for IRB Approach).pdf
CP on RTS on Assessment Methodology for IRB Approach
EBA consults on assessment methodology for IRB approach
The European Banking Authority (EBA) launched today a consultation on its draft Regulatory Technical Standards (RTS) on assessment methodology for internal ratings-based (IRB) approach. These draft RTS are a key component of the EBA’s work to ensure consistency in models outputs and comparability of risk-weighted exposures and will contribute to harmonise the supervisory assessment methodology across all EU Member States.. The consultation runs until 12 March 2015.
EBA consults on materiality threshold of credit obligation past due
The European Banking Authority (EBA) launches today a public consultation on its draft Regulatory Technical Standards (RTS) on materiality threshold of past due credit obligations. The EBA proposes a series of new conditions against which National Supervisory Authorities (NSAs) should set a materiality threshold for past due credit obligations. The consultation runs until 31 January 2015.
EBA-CP-2014-32 (CP on RTS on Past Due Materiality Threshold).pdf
Consultation Paper on draft Regulatory Technical Standards on materiality threshold of credit obligation past due
Consultation on draft regulatory technical standards on disclosure of information in relation to the compliance of institutions with the requirement for a countercyclical capital buffer
2014-09-25 BSG Opinion on EBA CP 2014 10.pdf
BSG response to Consultation Paper (EBA/CP/2014/10) -26 September 2014
2014-09-25 BSG Opinion EBA CP 2014 11.pdf
BSG response to Consultation Paper (EBA/CP/2014/11)- 26 September 2014
Consultation paper on draft regulatory technical standards on the permanent and temporary uses of the IRB approach
Public hearing on draft regulatory technical standards on disclosure of information in relation to the compliance of institutions with the requirement for a countercyclical capital buffer
Public hearing on consultation paper on draft technical standards on permanent partial use and roll out conditions
EBA RTS 2014 13 (Final draft RTS on the IRB equity exemption).pdf
EBA RTS 2014 13 (Final draft RTS on the IRB equity exemption)
EBA publishes final technical standards on the treatment of equity exposures under the IRB approach
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the treatment of equity exposures under the internal ratings-based (IRB) approach. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union.
Joint Consultation on draft RTS on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP
EBA QAs on CVA data collection.xlsx
EBA QAs on CVA data collection
Second_template.xlsx
Second template
EBA publishes Q&As and additional template for CVA data collection exercise
The European Banking Authority (EBA) published today a list of Q&As on the Credit Valuation Adjustment (CVA) data collection exercise, which was launched on 30 April 2014 with the aim of advising the European Commission on appropriate amendments to the CVA framework at EU level and inform discussions on the CVA risk charge in Basel.
Article 124(2) of the Regulation (EU) 575 2013.xlsx
Article 124(2) of the Regulation (EU) 575 2013
Consultation Paper on draft RTS on the treatment of equity exposures under the IRB Approach
EBA-RTS-2014-10 (Final draft RTS on mkt risk model extensions and changes).pdf
Final draft RTS on market risk model extensions and changes