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Joint Regulatory Technical Standards on ESG disclosure standards for financial market participants
Guidelines on the equivalence of confidentiality and professional secrecy regimes of third-country authorities
Guidelines on legislative and non-legislative moratoria on loan repayments applied in the light of the COVID-19 crisis
Guidelines on the appropriate subsets of exposures in the application of the systemic risk buffer
Guidelines on ML/TF risk factors
Regulatory Technical Standards on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk
Revised Regulatory Technical Standards on identified staff for remuneration purposes
Implementing Technical Standards on disclosure and reporting of MREL and TLAC
Implementing Technical Standards on specific reporting requirements for market risk
Amended Regulatory Technical Standards and Implementing Technical Standards on passport notification
Implementing Technical Standards on supervisory reporting changes related to CRR2 and Backstop Regulation
Guidelines on the treatment of structural FX under Article 352(2) of the CRR
Regulatory Technical Standards and Guidelines on estimation and identification of an economic downturn in IRB modelling
Guidelines on the determination of the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Implementing Technical Standards on Supervisory Reporting amendments with regards to FINREP
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP LCR
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP securitisation
Technical Standards on the IMA under the FRTB
CEBS Guidelines on Liquidity Buffers
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines on liquidity buffers following a four-month public consultation period and a public hearing. These guidelines, which build on CEBS's Recommendations on Liquidity Risk Management, elaborate upon the appropriate size and composition of liquidity buffers to enable banks to withstand a liquidity stress for a period of at least one month without changing their business models.