Decision on institutions IRRBB data ad-hoc collection.pdf
Decision on institutions IRRBB data ad-hoc collection
Decision on institutions IRRBB data ad-hoc collection
Supervisory handbook on the validation of IRB rating systems
The European Banking Authority (EBA) today published its Decision to run an ad-hoc data collection of institutions’ IRRBB data. This data collection will provide competent authorities and the EBA with timely and necessary data and tools to monitor risks arising from interest rate changes and the implementation of the IRRBB scrutiny plan. The ad-hoc collection follows a proportionate approach, as it will apply only to those institutions that are already providing IRRBB data in the context of the QIS exercise and include the same templates that these institutions will have to report once the final ITS on IRRBB reporting starts applying.
Follow-up report on the use of machine learning for internal ratings-based models
Décision de l'Autorité bancaire européenne concernant le règlement d'un différend sur le transfert de contributions entre systèmes de garantie des dépôts
Decision de la Autoridad Bancaria Europea relativa a la solucion de un desacuerdo sobre la transferencia de aportaciones entre sistemas de garantia
Decision concerning the settlement of a disagreement on the transfer of contributions between deposit guarantee schemes
The European Banking Authority (EBA) published today a follow-up Report presenting the feedback received during the consultation on machine learning (ML) used in the context of internal ratings-based (IRB) models. This follow-up Report summarises the main conclusions from the consultation and provides an overview of the current use cases of ML techniques for IRB models.
The European Banking Authority (EBA) publishes today a binding mediation decision between two deposit guarantee schemes (DGSs), the Spanish Deposit Guarantee Fund for Credit Institutions and the Belgian Deposit Guarantee Fund for Financial Services. The decision stipulates that the Belgian DGS should transfer to the Spanish DGS the last contribution it has received from a credit institution that had changed its DGS affiliation.
The European Banking Authority (EBA) today launched a public consultation on draft Regulatory Technical Standards (RTS) to identify extraordinary circumstances of market disruption, permitting to waive certain requirements for the calculation of own funds requirements for market risk on the basis of internal models. The consultation runs until 3 November 2023.
Resolution Convergence Report 2023 - EREP
Board of Appeal Decision on Euroins VS EIOPA
Board of Appeal Decision in the appeal
Board of Appeal order for redaction
Consultation paper on draft RTS on extraordinary circumstances for continuing the use of an internal model
The Joint Board of Appeal (“The Board”) of the European Supervisory Authorities (ESAs) unanimously decided that the appeal brought by Euroins Insurance Group AD (“Euroins”) against the European Insurance and Occupational Pensions Authority (EIOPA) is inadmissible. The appeal was brought in relation to an EIOPA Report assessing the valuation of Euroins’ technical provisions.