The European Banking Authority (EBA) has published a Discussion Paper on the implementation in the EU of the revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR). The Discussion Paper discusses some of the most important technical and operational challenges to implement the FRTB and SA-CCR in the EU. The Discussion Paper aims at providing some preliminary views on how these implementation issues could be addressed and, at the same time, seeks early feedback from stakeholders on the proposals. The Discussion Paper also puts forward a roadmap for the development of the regulatory deliverables on the FRTB and SA-CRR included in the CRR2 proposal. The deadline for comments on the Discussion Paper is 15 March 2018.

View EBA publishes Discussion Paper on EU implementation of the revised market and counterparty credit risk frameworks, 18 December 2017