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EBA Report results from the 2024 Market Risk Benchmarking Exercise - ASA
Consultation paper on draft RTS on CSDR threshold
Final Draft Regulatory Technical Standards on the exemption from the residual risk add-on own funds requirements for certain type of hedges
Consultation Paper on draft RTS on material model change
Final report RTS on long and short positions for the thresholds calculation in market and counterparty credit risk
Consultation paper on draft Technical Standards on Structural FX
Consultation Paper on draft RTS on CVA risk of SFTs
Draft Regulatory Technical Standards on on extraordinary circumstances
Draft amending Regulatory Technical Standards on standardised approach for counterparty credit risk
Draft RTS on the materiality of extensions and changes to the use of FRTB IMA and changes to the subset of MRF
Presentation - public hearing on amending RTS on FRTB and SA-CCR
EBA Report results from the 2023 Market Risk benchmarking exercise
Consultation paper on draft RTS on RRAO exemption
Consultation paper on draft RTS on Extraordinary Circumstances.pdf
Consultation paper on draft RTS on extraordinary circumstances for continuing the use of an internal model
EBA Report on standardised approaches under counterparty credit risk.pdf
Report on standardised approaches under counterparty credit risk
Consultation paper on draft RTS on assessment methodology.pdf
Consultation Paper on draft RTS on the assessment methodology under which competent authorities verify an institution’s compliance with the internal model approach
EBA Report results from the 2022 Market Risk Benchmarking Exercise.pdf
Report results from the 2022 market risk benchmarking exercise
(EBA-OP-2023-02 ) Opinion on the application of the new boundary provisions.pdf
Opinion on the application of the provisions relating to the boundary between trading book and banking book
ANNEX ITS on diversified indices 2022.pdf
Annex on diversified indices