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Guidelines on the pragmatic 2020 supervisory review and evaluation process in light of the COVID-19 crisis
EBA publishes Guidelines on a pragmatic and flexible approach to the 2020 supervisory review and evaluation process in light of the COVID-19 pandemic
Following the publication of its statement on additional supervisory measures in relation to the COVID-19 pandemic, the European Banking Authority (EBA) published today Guidelines that make available to competent authorities a special procedure for the supervisory review and evaluation process (SREP) for the year 2020. The new Guidelines identify how flexibility and pragmatism could be exercised in relation to the SREP framework in the context of this pandemic.
EBA-GL-2020-10 Guidelines on the pragmatic 2020 SREP.pdf
Guidelines on the pragmatic 2020 SREP
Article 84
Interest risk arising from non-trading book activitiesEBA publishes its roadmap on the risk reduction measures package
Opinion on Communication of ML TF risks to supervised entities.pdf
Opinion on Communication of ML TF risks to supervised entities
Article 79
Credit and counterparty riskArticle 97
Supervisory review and evaluationCEBS Guidelines on Liquidity Buffers
The Committee of European Banking Supervisors (CEBS) today publishes its guidelines on liquidity buffers following a four-month public consultation period and a public hearing. These guidelines, which build on CEBS's Recommendations on Liquidity Risk Management, elaborate upon the appropriate size and composition of liquidity buffers to enable banks to withstand a liquidity stress for a period of at least one month without changing their business models.
Consultation on guidelines on technical aspects of the management of interest rate risk arising from non trading activities (IRRBB)
The European Banking Authority (EBA) launches today a consultation on amendments and additions to CEBS Guidelines on interest rate risk from non-trading activities (IRRBB) published on 3 October 2006. The proposed changes are aimed at improving the management of IRRBB risks by institutions, and to promote the convergence of supervisory practices in reviewing and evaluating institutions under the Pillar 2 assessment process. The consultation runs until 27 September 2013.
Guidelines on Technical aspects of the management of interest rate risk arising from non-trading activities under the supervisory review process
These Guidelines set out high-level guidance, addressed to both credit institutions and investment firms, related to interest rate risk arising from non-trading activities (IRRBB). The paper sets out supervisory expectations regarding the measurement, management and governance arrangements of IRRBB and its reflection in the ICAAP. The guidelines also define the supervisory outlier test requirements for the assessment of institutions’ resilience to interest rate changes.
Guidelines on stress testing
Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP) and supervisory stress testing
Joint ESMA and EBA Guidelines on the assessment of the suitability of members of the management body
Amended Recommendation on equivalence_EN.pdf
Guidelines on supervision of significant branches
BSG response to EBA CP on GLs on institution’s stress testing (EBA CP 2017 17)_30 Jan 2018.pdf
BSG response to EBA CP on GLs on institution’s stress testing (EBA CP 2017 17)_30 Jan 2018