The European Banking Authority (EBA) has updated its questions and answers (Q&As) on the single rulebook, which relate to the CRD IV package of reforms, that include the Capital Requirements Directive IV and the Capital Requirements Regulation and the related technical standards and guidelines.
The EBA has added a new question and answer that relates
The European Banking Authority (EBA) has published a Consultation Paper on the methodology for identifying global systemically important institutions (G-SIIs). The consultation covers:
The European Banking Authority (EBA) has published a document setting out final draft regulatory and implementing technical standards (RTS and ITS) on securitisation retention rules in the Capital Requirements Regulation (CRR).
The final draft RTS concern the retention of net economic interest and other requirements related to exposures to transferred credit risk under articles 405,
The European Banking Authority (EBA) has published a Consultation Paper on proposed guidelines on significant credit risk transfer for securitisation transactions relating to articles 243 and 244 of the Capital Requirements Regulation.
The deadline for responses to this consultation paper is 17 March 2014.
View Consultation paper: draft guidelines on significant credit risk transfer relating
The European Banking Authority (EBA) has published the following final draft regulatory technical standards (RTS) and implementing technical standards (ITS) relating to market risk:
The European Banking Authority (EBA) has published a summary report on the comparability and pro-cyclicality of capital requirements under the internal ratings based (IRB) approach. The summary report gives an overview of the findings of five separate reports published by the EBA, namely the:
The European Banking Authority (EBA) has published a report on variability of risk-weighted assets (RWAs) for market risk portfolios. In the report, the EBA sets out conclusions from a market hypothetical exercise conducted in 2013 intended to assess the level of viability observed in market RWAs produced by banks’ internal models.
The European Banking Authority (EBA) has published its final draft implementing technical standards (ITS) on additional liquidity monitoring metrics in accordance with article 415(3)(b) of the Capital Requirements Regulation (CRR). The proposed application date for these ITS is 1 January 2015.
Article 415(3)(b) of the CRR obliges the EBA to develop draft ITS to specify
The Basel Committee on Banking Supervision (BCBS) has issued its second report on the regulatory consistency of risk-weighted assets (RWAs) for market risk in the trading book.
The report follows up on an initial study that the BCBS conducted earlier this year but extended the analysis to more representative and complex trading positions. Consistent with
The Basel Committee on Banking Supervision (BCBS) has published a final standard that revises the prudential treatment of banks’ investments in the equity of funds within the Basel risk-based capital framework.
The revised policy framework is scheduled to take effect from 1 January 2017 and will apply to banks’ equity investments in all funds that