EBA publishes second interim report on the consistency of risk-weighted assets in the banking book of EU banks

The European Banking Authority (EBA) released today its second interim report on the regulatory consistency of risk-weighted assets (RWAs) for credit risk in the banking book. This report illustrates the outcomes of the next stage in the EBA's review into RWA consistency in sovereigns, institutions and large corporate exposures, generally referred to as low default portfolios (LDP). The aim was to identify and further understand the sources of any material differences in RWA outcomes for portfolios which are specifically challenging for the banks due to limited availability of data. This analysis is closely aligned with the global work of the Basel Committee which recently released the results of their report.

EBA launches discussion on possible treatments of unrealised gains measured at fair value

The European Banking Authority (EBA) published today a discussion paper on possible treatments of unrealised gains of assets and liabilities measured at fair value, other than including them in Common Equity Tier 1 without adjustment. The input gathered from this discussion paper will assist the EBA in providing its technical advice to the European Commission on this topic. The consultation runs until 27 September 2013.

EBA consults on draft technical standards related to the specific risk of debt instruments in the trading book

The European Banking Authority (EBA) launched today a consultation on draft Regulatory Technical Standards (RTS) assessing the minimum materiality needed to implement internal approaches for calculating own fund requirements related to risks associated with debts instruments in the trading book. These RTS will be part of the Single rulebook aimed at enhancing regulatory harmonisation in the EU banking sector. The consultation runs until 15 October 2013.

EBA publishes first final draft technical standards on own funds

The European Banking Authority (EBA) published today its final draft Implementing Technical Standards (ITS) on own funds. These final draft ITS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in Europe and namely at strengthening the quality of capital.

Joint Committee of ESAs holds its first Consumer Protection Day

The Joint Committee of the European Supervisory Authorities (Joint Committee) held its first Consumer Protection Day on 25 June 2013 in Paris.<br /><br />Consumer protection is a major objective for the European Supervisory Authorities (ESAs – EBA, ESMA, EIOPA) and under the auspices of the Joint Committee, they continue to place this high on their agenda for 2013.

EBA, EIOPA and ESMA publish RTS on the consistent application of calculation methods under the Financial Conglomerates Directive

The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA) has published its draft Regulatory Technical Standards (RTS) on the consistent application of the calculation methods described in the Financial Conglomerates Directive (FICOD) covering the assessment of the financial situation of credit institutions, insurance undertakings and investment firms which are part of a financial conglomerate.

EBA publishes first final draft technical standards on own funds

The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) on own funds. These final draft RTS will be part of the Single Rulebook aimed at enhancing regulatory harmonisation in the banking sector in Europe and namely at strengthening the quality of capital.

EBA launches QIS exercise on prudent valuation

Following the publication of the Consultation Paper on draft RTS on prudent valuation, the EBA launched today a Quantitative Impact Study (QIS) to assess the capital impact of the proposals for the calculation of additional value adjustments (AVAs). This QIS, which will be carried out in co-ordination with the National Supervisory Authorities, will also be used to calibrate the thresholds and underlying assumptions of AVAs.

The EBA publishes a Recommendation on the preservation of capital

The European Banking Authority (EBA) published today a Recommendation on capital preservation addressed to supervisory authorities in all EU Member States. The Recommendation aims to preserve the enhanced capital base that banks built by 30 June 2012, in response to the EBA’s 2011 recapitalisation Recommendation.

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