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Article 500
Transitional provisions — Basel I floorArticle 437
Own fundsArticle 32
Securitised assetsArticle 54
Write down or conversion of Additional Tier 1 instrumentsArticle 26
Common Equity Tier 1 itemsArticle 63
Tier 2 instrumentsArticle 28
Common Equity Tier 1 instrumentsArticle 478
Applicable percentages for deduction from Common Equity Tier 1, Additional Tier 1 and Tier 2 itemsArticle 467
Unrealised losses measured at fair valueArticle 486
Limits for grandfathering of items within Common Equity Tier 1, Additional Tier 1 and Tier 2 itemsArticle 470
Exemption from deduction from Common Equity Tier 1 itemsArticle 59
Deduction of holdings of Additional Tier 1 instruments of financial sector entitiesArticle 92
Own funds requirementsArticle 78
Supervisory permission for reducing own fundsArticle 141
Restrictions on distributionsEBA updates on monitoring of Additional Tier 1 instruments
The European Banking Authority (EBA) published today its updated Report on the monitoring of Additional Tier 1 (AT1) instruments and proposed standardised templates for AT1 instruments.
EBA updates guidelines on interest rate risk arising from non-trading activities
The European Banking Authority (EBA) published today an updated version of the CEBS guidelines on technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process, published on 3 October 2006. The guidance provided in these updated guidelines applies to the interest rate risk arising from non-trading activities (IRRBB), one of the Pillar 2 risks specified in the Capital Requirements Directive (CRDIV).
Guidelines on instruments referred to in Article 57(a) of the CRD
EBA publishes final guidance to strengthen the Pillar 2 framework
The European Banking Authority (EBA), in accordance with its Pillar 2 Roadmap, published today its final revised Guidelines aimed at further enhancing institutions’ risk management and supervisory convergence in the supervisory review and examination process (SREP). The three reviewed Guidelines focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB).