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Guidelines on WAM.pdf
Final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Draft benchmarking package for 2021 exercise (end 2020) - upd.zip
jc_2020_16_-_esg_disclosures_cp_-_annex_1.docx
Joint ESA consultation on ESG disclosures - Annex 1
Notification from the Bank of Italy in relation to the use of deposit guarantee scheme’s available financial means to prevent the failure of Banca del Fucino.pdf
Notification from the Polish Bank Guarantee Fund in relation to the determination of the unavailability of deposits at Bank Spółdzielczy w Grębowie (Grębów Cooperation Bank).pdf
Notification from the Latvian Financial and Capital Market Commission in relation to the determination of the unavailability of deposits at JSC PNB Banka.pdf
Draft benchmarking package for 2021 exercise (end 2020) - Updated.zip
Final report on draft ITS on specific reporting requirements for market risk.pdf
Joint RTS on amendments to the bilateral margin requirements under EMIR in response to the COVID-19 outbreak.pdf
ESAs' joint statement on publication of bilateral margin RTS amendments in response to Covid-19.pdf
Joint statement on publication of bilateral margin RTS amendments in response to Covid-19
EBA publishes final Guidelines on the methodology to determine the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
The European Banking Authority (EBA) publishes today its final Guidelines on the determination of the weighted average maturity (WAM) of the contractual payments due under the tranche of a securitisation transaction, as laid down in the Capital Requirements Regulation (CRR). These Guidelines aim at ensuring that the methodology applicable for the determination of the WAM for regulatory purposes is sufficiently transparent and harmonised in order to increase consistency and comparability in the own funds held by institutions.
EBA publishes final draft technical standards on specific reporting requirements for market risk
The European Banking Authority (EBA) published today its final draft Implementing Technical Standards (ITS) on specific reporting requirements for market risk. These ITS introduce the first elements of the Fundamental Review of the Trading Book (FRTB) into the EU prudential framework by means of a reporting requirement. The ITS are expected to apply from September 2021.