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2nd Annual EBA Policy Research Workshop - agenda.pdf
EBA BSG 2016 022 (Final minutes - 18042016).pdf
Minutes
Final report on Guidelines on corrections to modified duration for debt instruments (EBA-GL-2016-09).pdf
Final report on Guidelines on corrections to modified duration for debt instruments (EBA-GL-2016-09)
EBA publishes final guidelines on corrections to modified duration for debt instruments
The European Banking Authority (EBA) published today its final Guidelines on corrections to modified duration for debt instruments. The objective of these Guidelines is to establish what type of adjustments to the modified duration (MD) - as defined according to the formulas in the Capital Requirements Regulation (CRR) - have to be performed in order to appropriately reflect the effect of the prepayment risk. The Guidelines will contribute towards the successful implementation of the Commission's securitisation package under the Capital Markets Union reform, giving clarity on the matter to credit institutions.
Final AT1 standard templates .pdf
EBA Final AT1 standard templates
AT1 Report October 2016.pdf
EBA AT1 Report October 2016
Public hearing on EBA CP on draft guidelines on supervisor-auditor commu....pdf
Presentation
Consultation Paper on Guidelines on ICT Risk Assessment under the SREP.pdf
Consultation Paper on Guidelines on ICT Risk Assessment under the SREP (EBA-CP-2016-14)
EBA consults on ICT risk
The European Banking Authority (EBA) launched today a consultation on its draft Guidelines on the assessment of the Information and Communication Technology (ICT) risk in the context of the Supervisory Review and Evaluation Process (SREP). These draft Guidelines are addressed to competent authorities and aim at promoting common procedures and methodologies for the assessment of ICT risk.
2016 10 03 Public hearing on EBA CP on draft guidelines on ECL.pdf
Presentation
Andrea Enria's speech at the 7th FMA Supervisory Conference - 05 October 2016.pdf
Andrea Enria's speech at the 7th FMA Supervisory Conference 051016
Vacancy notice.pdf
Eligibility criteria grid.docx
Andrea Enria's speech at the 7th FMA Supervisory Conference
Public Hearing on Guidelines on credit risk management practices and accounting for expected credit losses
Final report on Guidelines on implicit support for securitisation transactions (EBA-GL-2016-08).pdf
Final report on Guidelines on implicit support for securitisation transactions (EBA-GL-2016-08)
Data Collection Q&As
Data Collection Q&As
EBA publishes final Guidelines on implicit support for securitisation transactions
The European Banking Authority (EBA) published today its final Guidelines on implicit support for securitisation transactions. The objective of these Guidelines is to clarify what constitutes arm’s length conditions and to specify when a transaction is not structured to provide support for securitisations. The Guidelines will contribute towards the successful implementation of the Commission’s securitisation package under the Capital Markets Union reform, giving clarity on the matter to credit institutions.
EBA launches data collection to support the new prudential framework for investment firms
The European Banking Authority (EBA) launched today a data collection aimed at supporting the response to the European Commission's Call for Advice on a new prudential framework for MifiD (Markets in Financial Instruments Directive) investment firms, which should be less complex, more risk sensitive and more proportionate than the current regime.