20131217 Report on the pro-cyclicality of capital requirements under the IRB Approach.pdf
European Banking Authority Report - Report on the pro-cyclicality of capital requirements under the IRB Approach (17 December 2013)
European Banking Authority Report - Report on the pro-cyclicality of capital requirements under the IRB Approach (17 December 2013)
European Banking Authority Report - Report on variability of Market RWA (EBA BS 2012 037)
In the context of its ongoing work on comparability of RWAs, the European Banking Authority (EBA) published today three reports: (i) an interim report on the consistency of RWAs in SMEs and residential mortgages portfolios; (ii) a report on the comparability of supervisory rules and practices; and (iii) a report on variability of RWAs for market risk portfolios. Furthermore, the EBA also released its report on the pro-cyclicality of banks’ capital requirements, which supplements the work on comparability, together with a summary report that compiles all the work on comparability of RWAs for IRB models.
The European Banking Authority (EBA) published today final draft Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) related to market risk. In particular, the EBA published (i) RTS on the definition of materiality thresholds for specific risk in the trading book; (ii) ITS on closely correlated currencies; (iii) RTS on non-delta risk of options in the standardised market risk approach; and (iv) ITS on appropriately diversified indices. The standards will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in the European Union (EU).
The European Banking Authority (EBA) launched today a public consultation on draft Guidelines providing guidance to both originator institutions and competent authorities when assessing significant risk transfer (SRT) for securitisation transactions. These Guidelines will be part of the EU Single Rulebook in the banking sector and will ensure harmonised assessment and treatment of significant risk transfer across all EU Member States. The public consultation runs until 17 March 2014.
The European Banking Authority published today its final draft Regulatory Technical Standards (RTS) on securitisation retention rules and related requirements, as well as its final draft Implementing Technical Standards (ITS) on the convergence of supervisory practices related to the implementation of additional risk weights in the case of non-compliance with the retention rules.
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the definition of materiality thresholds for specific risk in the trading book (EBA/RTS/2013/14)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the retention of net economic interest and other requirements relating to
exposures to transferred credit risk (EBA/RTS/2013/12) and Final draft Implementing Technical Standards (ITS) relating to the convergence of supervisory practices with regard to the implementation of additional risk weights (EBA/ITS/2013/08)
European Banking Authority Consultation Paper - Consultation Paper on draft Guidelines on Significant Credit Risk Transfer relating to Article 243 and Article 244 of Regulation 575/2013 (EBA/CP/2013/45)
European Banking Authority Technical Standards - Final draft Implementing Technical Standards (ITS) on appropriately diversified indices (EBA/ITS/2013/10)
Committee of European Banking Supervisors report - Results of the comprehensive quantitative impact study (16 December 2010)
Public Hearing on Consultation Paper on draft Regulatory Technical Standards on own funds part four - Presentation
European Banking Authority Technical Standards - Final draft Implementing Technical Standards (ITS) on closely correlated currencies (EBA/ITS/2013/09)
Public Hearing on disclosure for the Leverage Ratio under Article 451(2) of Regulation (EU) No 575/2013 (CRR) - Presentation
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on non-delta risk of options in the standardised market risk approach (EBA/RTS/2013/13 )
The European Banking Authority launches today a consultation paper on (i) draft Regulatory Technical Standards (RTS) to specify the securitisation retention rules and related requirements and (ii) draft Implementing Technical Standards (ITS) to clarify the measures to be taken in the case of non-compliance with such obligations. The consultation runs until 22 August 2013.