The European Banking Authority (EBA) has updated its Q&A on the Single Rulebook to include new questions and answers relating to the Capital Requirements Regulation (CRR).
Specifically, the new Q&A relate to:
- application of the top-down approach based on expected loss calibration (Article 160(2) CRR) (ID: 2015_2023);
- definition of disputed margin call under Article 285(4) CRR (ID: 2015_2023);
- clarification of disclosure requirement for severance (ID: 2015_1985); and
- credit valuation adjustment risk charge calculation for derivatives in the banking book with local generally accepted accounting principles (ID: 2015_1975).
View EBA Single Rulebook, 27 November 2015
