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The European Banking Authority (EBA) today published its 2024 Reports on the annual market and credit risk benchmarking exercises. For the first time, the EBA also released a specific Report on the fundamental review of the trading book Alternative Standardised Approach (FRTB ASA). These exercises aim at monitoring the consistency of risk weighted assets (RWAs) across all EU institutions authorised to use internal approaches for the calculation of capital requirements.

The European Banking Authority (EBA) today launched a public consultation on draft Regulatory Technical Standards (RTS) on the threshold of activity at which Central Securities Depositories (CSDs) providing ‘banking-type ancillary services’, need to meet certain prudential risk management requirements set out in the Central Securities Depositories Regulation (CSDR). The aim of this work is to allow CSDs to do more settlement of foreign currency in commercial bank money without increasing the risk in CSDs or the overall financial system. This consultation runs until 16 June 2025. A public hearing will be held on 13 May.

The European Banking Authority (EBA) today published its final draft Regulatory Technical Standards (RTS) on the conditions for determining whether an instrument attracting residual risk acts as a hedge. These RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk.

The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) clarifying and enhancing the conditions for assessing material model changes (MMC) and extensions following a review of the related Delegated Regulation. This review aimed to align the existing RTS with the amendments brought in by the Capital Requirements Regulation (CRR 3), and to introduce amendments to enhance the supervisory effectiveness of the approval process for model changes. The consultation runs until 10 March 2025.

The European Banking Authority (EBA) today published its final draft Regulatory Technical Standards (RTS) on the method for identifying the main risk driver and determining whether a transaction represents a long or a short position. These RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk.

The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) on structural foreign exchange (FX), under the Capital Requirements Regulation (CRR). These standards will contribute to provide further clarity and consistency to the structural FX provision across the EU. The consultation runs until 7 February 2025.