AFME.pdf
European Banking Authority Consultation Paper related material - Response from AFME (EBA/CP/2013/15)
European Banking Authority Consultation Paper related material - Response from AFME (EBA/CP/2013/15)
European Banking Authority Consultation Paper related material - Response from Federation Bancaire Francaise (FBF) (EBA/CP/2013/15)
European Banking Authority Consultation Paper related material - Response from LSEG (EBA/CP/2013/22)
European Banking Authority Consultation Paper related material - FAQ (EBA/CP/2013/28)
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) assessing the minimum materiality needed to implement internal approaches for calculating own fund requirements related to risks associated with debts instruments in the trading book. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in the EU banking sector. The consultation runs until 15 October 2013.
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on the definition of materiality thresholds for specific risk in the trading book (EBA/CP/2013/33)
European Banking Authority Consultation Paper related material - QIS template prudent evaluation (EBA/CP/2013/28)
Following the publication of the Consultation Paper on draft RTS on prudent valuation, the EBA launched today a Quantitative Impact Study (QIS) to assess the capital impact of the proposals for the calculation of additional value adjustments (AVAs). This QIS, which will be carried out in co-ordination with the National Supervisory Authorities, will also be used to calibrate the thresholds and underlying assumptions of AVAs.
European Banking Authority Consultation Paper - Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on prudent valuation (EBA/CP/2013/28)
The European Banking Authority (EBA) launches today a public consultation on draft Regulatory Technical Standards (RTS) setting out the requirements related to prudent valuation adjustments of fair valued positions. The objective of these draft RTS is to determine prudent values that can achieve an appropriate degree of certainty while taking into account the dynamic nature of trading book positions. The consultation runs until 8 October 2013.
The European Banking Authority publishes today two consultation papers on draft Implementing Technical Standards (ITS) to identify (i) a list of relevant closely correlated currencies for the purposes of calculating the capital requirements for foreign-exchange risk; and (ii) a list of relevant appropriately diversified indices for the purposes of calculating the capital requirements for equity risk. The consultations of both draft ITS run until 8 September 2013.
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Industry response (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association: Cover Letter (EBA/CP/2013/02)