EBA_CP_2013_28.pdf
European Banking Authority Consultation Paper - Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on prudent valuation (EBA/CP/2013/28)
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)
European Banking Authority Consultation Paper related material - Response from HSBC (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Federation of Building Societies (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Association of Co-operative Banks (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Dutch Banking Association (NVB) (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Austrian Federal Economic Chamber (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from International Swaps and Derivatives Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Czech Banking Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Swedish Banking Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from European Savings Banks Groups (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from British Bankers' Association (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from French Banking Federation (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from EBA Banking Stakeholder Group (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from Rating Focus (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from German Banking Industry Committee (EBA/CP/2013/02)
European Banking Authority Consultation Paper related material - Response from BBVA (EBA/CP/2013/02)