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Article 312
Permission and notificationRegulatory Technical Standards on assessment methodologies for the use of AMAs for operational risk
EBA consults on standards specifying information requirements for the authorisation of credit institutions
The European Banking Authority (EBA) launched today a consultation on (i) regulatory technical standards (RTS) on the information to be provided to Competent Authorities for the authorisation of credit institutions and (ii) implementing technical standards (ITS) on the templates and procedures for the provision of such information. These standards aim at harmonising the information requirements in the authorisation process across the EU, thus facilitating the application process and ensuring a level playing field.
Consultation Paper on RTS and ITS on the authorisation of credit institutions (EBA-CP-2016-19).pdf
Consultation Paper on RTS and ITS on the authorisation of credit institutions (EBA-CP-2016-19)
Regulatory Technical Standards on the conditions for assessing the materiality of extensions and changes of internal approaches for credit, market and operational risk
EBA-RTS-2015-02 RTS on AMA assesment.pdf
EBA-RTS-2015-02 RTS on AMA assesment
EBA publishes final draft standards on assessment methodologies to use Advanced Measurement Approaches for operational risk
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS), which specify the criteria that Competent Authorities need to take into account before granting institutions permission to use advanced measurement approaches (AMA) for calculating their capital requirements for operational risk. These RTS are part of the overall review of internal models undertaken by the EBA and are part of the Authority’s efforts to harmonise practices for the approval of internal models in the area of credit, market and operational risk models across the EU banking sector. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector across the European Union.
Guidelines on the management of operational risk in market-related activities
The Committee of European Banking Supervisors (CEBS) has published today its guidelines on the management of operational risk in market-related activities.
2014-09-11 BSG Opinion on EBA CP 2014 08.pdf
BSG response to Consultation Paper (EBA/CP/2014/08) -12 September 2014
Consultation on draft Regulatory Technical Standards on assessment methodologies for the Advanced Measurement Approaches for operational risk
EBA CP on Draft RTS on AMA (Public Hearing 15 Jul 14).pdf
EBA CP on Draft RTS on AMA (Public Hearing 15 Jul 14)
Public hearing on the CP on assessment methodologies for the use of advanced measurement approaches (AMA) for operational risk
EBA-RTS-2014-10 (Final draft RTS on mkt risk model extensions and changes).pdf
Final draft RTS on market risk model extensions and changes
EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for market risk
The European Banking Authority (EBA) published today its final Regulatory Technical Standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of the Internal Models Approach (IMA) for market risk. These RTS complement and amend the standards on the rules for credit and operational risk which were adopted and published in the EU Official Journal on 20 May 2014.
EBA-CP-2014-08 CP on draft RTS on AMA assesment.pdf
EBA-CP-2014-08 CP on draft RTS on AMA assesment
EBA consults on technical standards on assessment methodologies for the use of advanced measurement approaches for operational risk
The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) assessing the criteria that competent authorities need to consider before granting institutions permission to use advanced measurement approaches (AMA) for calculating their capital requirements for operational risk. These RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union. The consultation runs until 12 September 2014.
Data_related_to_operational_risk-2012.xls
Data related to operational risk - 2012
EBA publishes final draft technical standards on conditions for assessing materiality of extensions and changes of internal approaches for credit and operational risk
The European Banking Authority (EBA) published today its final regulatory technical standards (RTS) specifying the conditions for assessing the materiality of extensions and changes of internal approaches for credit and operational risk. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in Europe.
Guidelines on the implementation, validation and assessment of Advanced Measurement (AMA) and Internal Ratings Based (IRB) Approaches
CEBS has published its guidelines on the implementation, validation and assessment of the risk management and risk measurement systems used by credit institutions and investment firms applying to move to an advanced approach to calculate their capital requirements.