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EBA launches a consultation on draft RTS on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk under the FRTB framework
Regulatory Technical Standards on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk
EBA-2019-Op-15 - Policy Advice on the Basel III reforms on credit valuation adjustment (CVA) and market risk.pdf
Policy advice on the Basel III reforms: credit valuation adjustment and market risk
EBA launches consultation on guidelines on the application of the structural FX provision
The European Banking Authority (EBA) launched today a consultation on draft Guidelines on the application of the Structural FX provision. These Guidelines aim at setting a regulatory framework on Structural FX to address the observed diversity in its application across the EU. In particular, the guidelines identify criteria to assist Competent Authorities in their assessment of the structural nature of a foreign-exchange position and whether such position has been deliberately taken for hedging the capital ratio. The consultation runs until 17 January 2020.
Guidelines on the treatment of structural FX under Article 352(2) of the CRR
Policy Advice on Basel III reforms - SFTs.pdf
Policy Advice on Basel III reforms - SFTs