CP on draft RTS on calculation of exposure value of SES.pdf
Consultation Paper on draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
Consultation Paper on draft RTS on the determination by originator institutions of the exposure value of SES in securitisations
The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) on the determination by originator institutions of the exposure value of synthetic excess spread (SES) in securitisations. The Capital Markets Recovery Package (CMRP) amended the Capital Requirements Regulation (CRR) in several aspects, including a preferential treatment for senior tranches of simple, transparent and standardised (STS) on-balance-sheet securitisations. It also introduced a provision on how to determine the exposure value of SES in synthetic securitisations. The proposals set out in this Consultation Paper will contribute to a more risk sensitive prudential framework in the area of synthetic securitisation. The consultation runs until 14 October 2022.
The European Banking Authority (EBA) today published 2021 extended data related to two key concepts and indicators in the Deposit Guarantee Schemes Directive (DGSD), namely available financial means (AFMs) and covered deposits. The EBA publishes these data on a yearly basis to enhance the transparency and public accountability of DGSs across the EEA to the benefit of depositors, markets, policymakers, DGSs and Members States.
Aggregated DGS data 2015-2021
Filing Rules v5.2
The European Banking Authority (EBA) published today an updated version of its 5.2 filing rules document for supervisory reporting. In particular, the update modifies rule 3.6 to redefine the condition to apply the new reporting subject and to explicitly instruct the usage of entity types to indicate aggregate levels in the reporting subject of an aggregate reporting document.