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Implementing Technical Standards on institutions’ public disclosures of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013
Article 429a
Exposures excluded from the total exposure measureArticle 429b
Calculation of the exposure value of assetsArticle 429a
Exposure value of derivativesArticle 429
Calculation of the leverage ratioImplementing Technical Standards on supervisory reporting changes related to CRR2 and Backstop Regulation
Article 9
Individual consolidation methodArticle 451
LeverageEBA-Op-2016-13 (Leverage ratio report).pdf
EBA Leverage ratio report (EBA-Op-2016-13)
EBA recommends introducing the Leverage Ratio in the EU
The European Banking Authority (EBA) published today its report on the impact assessment and calibration of the Leverage Ratio (LR), recommending the introduction of a LR minimum requirement in the EU to mitigate the risk of excessive leverage. The analysis suggests that the potential impact of introducing a LR requirement of 3% on the provision of financing by credit institutions would be relatively moderate, while, overall, it should lead to more stable credit institutions. The report will inform the work of the European Commission on potential legislative proposals on LR.
Implementing Technical Standards amending Commission Implementing Regulation (EU) No 680/2014 (ITS on supervisory reporting) with regard to the Leverage Ratio (LR)
Following the Commission’s adoption on 10 October 2014 of a Delegated Act amending the definition of the LR in the Capital Requirements Regulation, the EBA now has developed amendments to the current ITS on reporting. The proposed amendments to the LR reporting instructions and templates are, however, limited and mainly reflect an alignment with the standard on LR published by the Basel Committee on Banking Supervision (BCBS).
EBA amends historical look-back approach (HLBA) method for calculating additional collateral outflows
The European Banking Authority (EBA) issued today an Opinion to the European Commission supporting its proposed amendment to the draft Regulatory Technical Standards (RTS) on additional collateral outflows with regard to the historical look-back approach (HLBA) calculation method. The amendment follows the European Commission’s request to amend the draft RTS using the specifications provided by the Basel Committee on Banking Supervision (BCBS).
Implementing Technical Standards on disclosure for leverage ratio
Letter from Jonathan Faull to Andrea Enria re Call for Advice NSFR LR.PDF
Letter Jonathan Faull to Andrea Enria re Call for Advice NSFR LR
150813 Letter to Jonathan Faull re call for advice on NSFR and LR.pdf
Letter to Jonathan Faull re call for advice on NSFR and LR
Call for advice.pdf
Call for advice
EBA publishes final draft technical standards on disclosure for the leverage ratio
The European Banking Authority (EBA) published today its final draft Implementing Technical Standards (ITS) on disclosure for the leverage ratio. These standards will be part of the EU Single Rulebook in the banking sector and aim at harmonising disclosure of the leverage ratio across the EU by providing institutions with uniform templates and instructions.
Annex 2 - ITS on disclosure for the LR instructions.docx
Annex 2 - EBA/ITS/2014/04/rev1 ITS on disclosure for the LR instructions
Annex 1 -ITS on reporting for the LR templates.xlsx
Annex 1 - EBA/ITS/2015/03 ITS on reporting for the LR templates