EBA-CP-on-RTS-on-the-definition-of-market.pdf
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on the definition of market (EBA/CP/2013/15)
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EBA consultation papers on guidelines to the Incremental Default and Migration Risk Charge (IRC) and on guidelines to Stressed VaR
EBA consultation papers on guidelines to the Stressed Value At Risk (Stressed VaR)
EBA Discussion Paper on Draft Regulatory Standards on Prudent Valuation
The European Banking Authority (EBA) published today a discussion paper presenting its preliminary views on the application of prudent valuation requirements to all positions that are measured at fair value, as provided for under Articles 31 and 100 of the draft Capital Requirements Regulation (CRR). It also sets the EBA’s preliminary view on how valuation adjustments could in practice be applied by institutions in a consistent manner.
registration-form-public-hearing-13-May-2013.docx
PH on draft RTS on the conditions for assessing the materiality of extensions and changes - Registration form
Guidelines on the Incremental Default and Migration Risk Charge (IRC)
Guidelines on Stressed Value-At-Risk (Stressed VaR)
EBA-CP-2013-02-CP-on-RTS-on-materiality-of-model-extensions-and-changes.pdf
European Banking Authority Consultation Paper - Consultation Paper on draft Regulatory Technical Standards (RTS) on the conditions for assessing the materiality of extensions and changes of internal approaches when calculating own funds requirements for credit, market and
operational risk (EBA/CP/2013/02)
EBA-s-Banking-Stakeholders-Group.pdf
BSG response to Discussion Paper (EBA/DP/2012/03)-14 January 2013
Discussion Paper on draft Regulatory Standards on Prudent Valuation
Bank-of-America-Merrill-Lynch.pdf
Response to European Banking Authority Discussion Paper - Bank of America Merrill Lynch response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Polish-Bank-Association.pdf
Response to European Banking Authority Discussion Paper - Polish Bank Association response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Ernst---Young.pdf
Response to European Banking Authority Discussion Paper - Ernst & Young response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
JP-Morgan.pdf
Response to European Banking Authority Discussion Paper - JP Morgan response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Morgan-Stanley.pdf
Response to European Banking Authority Discussion Paper - Morgan Stanley response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
European-Savings-Banks-Group.pdf
Response to European Banking Authority Discussion Paper - European Savings Banks Group response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
ISDA---AFME---BBA----Response-Letter.pdf
Response to European Banking Authority Discussion Paper - ISDA - AFME - BBA - response letter to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
European-Banking-Federation.pdf
Response to European Banking Authority Discussion Paper - European Banking Federation response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Swedish-Bankers--Association.pdf
Response to European Banking Authority Discussion Paper - Swedish Bankers' Association response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Credit-Suisse.pdf
Response to European Banking Authority Discussion Paper - Credit Suisse response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)
Standardbank.pdf
Response to European Banking Authority Discussion Paper - Standardbank response to Discussion Paper relating to draft Regulatory Technical Standards on prudent valuation under Article 100 of the draft Capital Requirements Regulation (EBA DP 2012 03)