On 6 December 2024, the European Banking Authority (EBA) issued a final report containing draft regulatory technical standards (RTS) on the method for identifying the main risk driver and determining whether a transaction represents a long or a short position. The draft RTS have been developed according to Article 94(10) of
On 9 December 2024, the European Banking Authority (EBA) issued a consultation paper containing draft regulatory technical standards (RTS) amending Delegated Regulation (EU) No 529/2014 supplementing the Capital Requirements Regulation (CRR) regarding RTS for assessing the materiality of extensions and changes of the Internal Ratings Based (IRB)
On 24 October 2024, the European Banking Authority (EBA) issued a consultation paper on draft regulatory technical standards (RTS) on the treatment of structural foreign exchange (FX) positions under Article 104c of the Capital Requirements Regulation (CRR) and on the reporting on structural FX positions.
Prior to
On 10 September 2024, the Prudential Regulation Authority (PRA) announced that it is reviewing the leverage ratio requirements thresholds and is offering a modification by consent (provided certain conditions are met) to disapply the relevant part of the PRA Rulebook until the review is complete.
The PRA had previously noted in a 2021
On 13 August 2024, the European Banking Authority (EBA) published a final report containing draft regulatory technical standards (RTS) amending delegated regulations on profit and loss attribution requirements, risk factor modellability assessment, and the treatment of FX and commodity risk in the banking book.
Legal basis
The Capital Requirements Regulation 2
On 17 July 2024, the European Banking Authority (EBA) issued a statement on the operational application of the Capital Requirements Regulation III (CRR III) in the area of credit risk modelling.
In the statement the EBA encourages institutions and Member State competent authorities (NCAs) to engage in active dialogue
On 16 July 2024, the European Banking Authority (EBA) issued a consultation paper on draft implementing technical standards (ITS) amending Commission Implementing Regulation (EU) 2016/100 specifying the joint decision process with regard to the application for certain prudential permissions pursuant to the Capital Requirements Regulation (CRR).
Commission Implementing Regulation
On 3 July 2024, the European Systemic Risk Board (ESRB) published a summary compliance report which provides a second assessment of implementing actions taken, following ESRB Recommendation on guidance for setting countercyclical buffer rates. The report assesses compliance with the Recommendation based on submissions to the ESRB Secretariat using a dedicated template. The
On 20 June 2024, the European Banking Authority (EBA) issued a Final Report containing draft Regulatory Technical Standards (RTS) on conditions for assessing the materiality of extensions and changes to the use of alternative models and changes to the subset of the modellable risk factors referred to in Article 325bc under