The EBA published today two sets of Guidelines on Stressed Value-At-Risk (Stressed VaR) and on the Incremental Default and Migration Risk Charge (IRC) modelling approaches employed by credit institutions using the Internal Model Approach (IMA).
The EBA published today two sets of Guidelines on Stressed Value-At-Risk (Stressed VaR) and on the Incremental Default and Migration Risk Charge (IRC) modelling approaches employed by credit institutions using the Internal Model Approach (IMA).
CEBS is about to finalise its empirical work on the definition of own funds across the EU. CEBS has been asked by the European Commission to check whether further convergence can be achieved in this area and to this end, CEBS is keen on having an open discussion with all interested parties on the concerns raised by the current regulatory definition of capital and on the range of views as to where convergence should be sought. CEBS is therefore organising an open hearing on 11 June 2007 in London.
The European Banking Authority publishes today a Discussion Paper on Draft Regulatory Technical Standards on the capital requirements for CCPs foreseen by the European Market Infrastructure Regulation (Discussion Paper: EBA/DP/2012/1)
The EBA has submitted comments on the IASB's ED/2011/6 Revenue from Contracts with Customers. <br /><br />The list of all comment letters the EBA (and its predecessor CEBS) submitted with regard to the accounting-related issues can be accessed here.
Andrea Enria, Chairperson of the European Banking Authority gave a speech during the 21st Annual Hyman P. Minsky Conference on the State of the U.S. and World Economies, Debt, Deficits and Financial Instability.
Andrea Enria, Chairperson of the EBA gave a speech at the 15th China Beijing International High Tech Expo China Financial Summit 2012 : "Financial integration and stability in Europe: the role of the European Banking Authority".
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