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Credit Risk_NPE_Forborne by Country 2017.xlsb
DE_529900HNOAA1KXQJUQ27_TR_2017.pdf
ES_549300OLBL49CW8CT155_TR_2017.pdf
Credit Risk_Individual Banks 2017.xlsb
Variation margin exchange for physically-settled FX forwards under EMIR
The European Supervisory Authorities (ESAs) have been made aware of challenges for certain counterparties to exchange variation margin for physically-settled FX forwards by 3 January 2018. Based on the material presented to the ESAs, the implementation appears to mainly pose a challenge regarding transactions with certain end-users.
EBA sees a more resilient EU banking sector but challenges in NPLs, IT security and long-term profitability remain
The European Banking Authority (EBA) published today its tenth report on risks and vulnerabilities in the EU banking sector. The report is accompanied by the 2017 EU-wide transparency exercise, which provides key data in a comparable and accessible format for 132 banks across the EU. The data shows further resilience in the EU banking sector amid a benign macroeconomic and financial environment, with an additional strengthening of the capital position, an improvement of asset quality and a slight increase of profitability. However, further progress on NPLs is needed whilst the long-term sustainability of prevailing business models remains a challenge. The importance of robust data management and IT and operational resilience is also a priority.
EBA observes good progress in implementation of SREP Guidelines but challenges remain in convergence of capital adequacy assessments and determination of Pillar 2 requirements
The European Banking Authority (EBA) published today its third annual Report on the convergence of supervisory practices across the EU. The Report reviews consistency in the application of the Supervisory Review and Evaluation Process (SREP) in order to promote comparable supervisory approaches and consistency in supervisory outcomes across the single market. This is necessary for a level playing field, effective supervision of cross border groups, and to identify supervisory best practices.
Public Hearing on the Draft amending ITS on Supervisory Disclosure 2017 11 17.pdf
Presentation
EBA Report on convergence of supervisory practices - 2017.pdf
EBA Report on convergence of supervisory practices - 2017
EBA welcomes Council decision on its relocation
The European Banking Authority (EBA) welcomes the Council’s decision on its relocation to Paris, in light of the UK’s intention to withdraw from the EU. This is an important decision for the Authority that guarantees a seamless continuation of its activities by reassuring its current and future staff over the new location and putting an end to a period of uncertainty. The EBA is confident that France will support the Authority to ensure a smooth transition, which is crucial to continue delivering on its mission objectives of maintaining financial stability in the EU and safeguarding the integrity, efficiency and orderly functioning of the banking sector.
EBA publishes final Guidelines on the estimation of risk parameters under the IRB Approach
The European Banking Authority (EBA) published today its final Guidelines on the estimation of risk parameters for non-defaulted exposures - namely of the probability of default (PD) and the loss given default (LGD), and on the treatment of defaulted exposures under the advanced IRB Approach, including estimation of parameters such as ELBE and LGD in-default. These Guidelines, which are part of the EBA’s regulatory review of the IRB approach, aim to restore market participants’ trust in internal models by reducing the unjustified variability in their outcomes, ensuring comparability of risk estimates while at the same time preserving risk sensitivity of capital requirements.
Guidelines on PD and LGD estimation (EBA-GL-2017-16).pdf
EBA Report on IRB modelling practices.pdf
EBA Report on IRB modelling practices
Regulatory Technical Standards on passporting under PSD2
These Regulatory Technical Standards (RTS) on the framework for cooperation and exchange of information between competent authorities for passporting will ensure that information about those payment institutions that carry out business in one or more EU Member States is exchanged consistently between the national authorities of the home and host Member States. They distinguish the notifications related to branch establishments, agent’s engagement and free provision of services.
Public hearing on ITS on Supervisory Disclosure
Public hearing on review of ITS on reporting for resolution plans 261117.pdf
Presentation
2018 EU-wide stress test - Methodological Note.pdf
2018 EU-wide stress test - Methodological Note
Presentation Public Hearing Significant Risk Transfer in Securitisation 2017 11 17.pdf
Presentation
Updated CET1 list Q4 2017.xlsx
Updated CET1 list Q4 2017