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Guidelines on ML/TF risk factors
Regulatory Technical Standards on the treatment of non-trading book positions subject to foreign-exchange risk or commodity risk
Revised Regulatory Technical Standards on identified staff for remuneration purposes
Implementing Technical Standards on disclosure and reporting of MREL and TLAC
Implementing Technical Standards on disclosure and reporting of MREL and TLAC
Implementing Technical Standards on specific reporting requirements for market risk
Amended Regulatory Technical Standards and Implementing Technical Standards on passport notification
Implementing Technical Standards on supervisory reporting changes related to CRR2 and Backstop Regulation
Guidelines on the treatment of structural FX under Article 352(2) of the CRR
Regulatory Technical Standards and Guidelines on estimation and identification of an economic downturn in IRB modelling
Guidelines on the determination of the weighted average maturity of contractual payments due under the tranche of a securitisation transaction
Implementing Technical Standards on Supervisory Reporting amendments with regards to FINREP
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP LCR
Implementing Technical Standards on Supervisory Reporting amendments with regards to COREP securitisation
Technical Standards on the IMA under the FRTB
This package of 11 draft technical standards specifies essential aspects of the Internal Model Approach (IMA) under the Fundamental Review of the Trading Book (FRTB) and represents an important contribution to a smooth and harmonised implementation of the FRTB in the EU. The package includes (i) the draft RTS on liquidity horizons for the IMA, which specify how institutions should map risk factors to risk factors categories and subcategories, the currencies that constitute the most liquid currencies for interest rate risk, the currency pairs that constitute the most liquid pairs for foreign exchange (FX) risk and the definition of a small and large capitalisation for equities; (ii) the draft RTS on back-testing and profit and loss attribution (PLA) requirements, which specify the technical elements that institutions should consider where calculating the hypothetical, actual and risk-theoretical changes (HPL, APL and RTPL) in the relevant portfolio’s value for the purpose of the back-testing and the PLA test, as well as the criteria ensuring that the RTPL is sufficiently close to the HPL, the consequences for institutions with desks showing misalignments between RTPL and HPL, the frequency at which the PLA tests should be performed and the formula to be used where aggregating the own funds requirements for market risk for reporting purposes; and (iii) the draft RTS on the criteria for assessing the modellability of risk factors under the IMA, which set out how institutions should determine whether a risk factor is modellable or not, and the frequency of the assessment.
CEBS 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.
Guidelines on loan origination and monitoring
The Guidelines specify the internal governance arrangements for granting and monitoring of credit facilities throughout their lifecycle. They introduce requirements for borrowers’ creditworthiness assessment and bring together the EBA’s prudential and consumer protection objectives. The guidelines aim to ensure that institutions have robust and prudent standards for credit risk taking, management and monitoring, and that newly originated loans are of high credit quality. The Guidelines also aim to ensure that the institutions’ practices are aligned with consumer protection rules and AML requirements.
Guidelines on outsourcing arrangements
Recommendation on the equivalence of confidentiality regimes
This Recommendation specifies the EBA's opinion on the confidentiality and professional secrecy regime of non-EU supervisory authorities, with the aim of facilitating their participation in supervisory colleges overseeing international banks, led by EU supervisors, as established by Art. 116(6) CRD. The assessment considers the key characteristics of the Capital Requirements Directive confidentiality regime. The Recommendation is updated in case new information becomes available and if new authorities are assessed