EBA BS 2017 17 (Opinion on the use of 180 DPD).pdf
EBA BS 2017 17 (Opinion on the use of 180 DPD)
EBA BS 2017 17 (Opinion on the use of 180 DPD)
EBA Op 2017 17 (Annex to the EBA Opinion on 180 DPD)
The European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs) published today their jointly developed draft Regulatory Technical Standards (RTS) amending the framework of the European Market Infrastructure Regulation (EMIR) with regard to physically settled foreign exchange (FX) forwards. These amendments aim at aligning the treatment of variation margin for physically-settled FX forwards with the supervisory guidance applicable in other key jurisdictions.
The European Banking Authority (EBA) published today a Discussion Paper on the implementation in the European Union (EU) of the revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR). This paper discusses some of the most important technical and operational challenges to implement the FRTB and SA-CCR in the EU. The paper aims at providing some preliminary views on how these implementation issues could be addressed and, at the same time, seeks early feedback from the stakeholders on the proposals. The paper also puts forward a roadmap for the development of the regulatory deliverables on the FRTB and SA-CCR included in the CRR2 proposal. The consultation runs until 15 March 2018.
Discussion Paper on EU implementation of MKR and CCR revised standards (EBA-DP-2017-04)