EBA-CP-2015-26 (CP on GL on ICAAP and ILAAP Information).docx
CP on GL on ICAAP and ILAAP information
CP on GL on ICAAP and ILAAP information
The European Banking Authority (EBA) launched today a public consultation on Guidelines on the treatment of credit value adjustment (CVA) risk under the supervisory review and evaluation process (SREP), as well as a data collection exercise for the Quantitative Impact Study (QIS) to calibrate the threshold values. These Guidelines are based on a policy recommendation contained in the EBA’s CVA report and aim to provide a common European approach to the assessment of CVA risk under SREP, including adequacy of capital to cover for this risk, and the determination of any potential additional own funds requirements. The public consultation runs until 12 February 2016 and the data collection exercise should be completed on 28 January 2016.
Annex 1 (Instructions for QIS on CVA SREP GLs)
Annex 2- QIS Template
EBA-CP-2015-21 (CP on GL on Treatment of CVA Risk under SREP)
EBA-GL-2015-08_Guidelines on Technical aspects of the management of interest rate risk arising from non trading activities in the context of the supervisory review process
EBA-GL-2015-08 GL on the management of interest rate risk
The European Banking Authority (EBA) published today its final Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP). These Guidelines represent a major step forward in forging a consistent supervisory culture across the Single Market and provide a common framework for the work of supervisors in the assessment of risks to banks' business models, their solvency and liquidity. These Guidelines will be a key component of the EU Single Rulebook, which aims at improving the functioning of the internal market, including a sound, effective and consistent level of regulation and supervision in the banking sector.
EBA-GL-2014-13 (Guidelines on SREP methodologies and processes)
EBA GL 2013 02 - Updated Compliance table-FX Lending
2014 09 09 EBA SREP Guidelines for Public Hearing
The European Banking Authority (EBA) published today an opinion addressed to the European Commission on the appropriateness of the rules governing the levels of application of prudential requirements for credit and investment institutions (Pillar 1 and 2), in particular the exemption regime.
Opinion on CfA on art 108 and 109
BSG response to Consultation (EBA/CP/2014/14)- 18 October 2014
The European Banking Authority (EBA) launched today a consultation on its draft Guidelines for common procedures and methodologies for the supervisory review and evaluation process (SREP). These guidelines will be applied in the supervision of all institutions across the Union and represent a major step forward in forging a consistent supervisory culture across the single market. The guidelines provide a common framework for the work of supervisors in their assessment of risks to banks’ business models’, their solvency and liquidity. These guidelines will be a key component of the EU Single Rulebook aimed at improving the functioning of the internal market, including a sound, effective and consistent level of regulation and supervision in the banking sector. The consultation runs until 7 October 2014.
EBA Report on the peer review of the GLs on credit concentration risk