Capital Requirements Regulation

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EBA publishes final guidelines on corrections to modified duration for debt instruments

The European Banking Authority (EBA) published today its final Guidelines on corrections to modified duration for debt instruments. The objective of these Guidelines is to establish what type of adjustments to the modified duration (MD) – as defined according to the formulas in the Capital Requirements Regulation (CRR) – have to be performed in order …

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EBA publishes RTS on preferential treatment in cross-border intragroup financial support

The European Banking Authority (EBA) issued its final draft Regulatory Technical Standards (RTS) on criteria for the application of a preferential treatment in cross-border intragroup credit or liquidity lines, or within an IPS. These RTS further specify the additional criteria listed in the in the context of the liquidity coverage ratio (LCR) Delegated Act for …

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EBA consults on the treatment of connected clients for large exposures

The European Banking Authority (EBA) launched today a consultation on its draft Guidelines on the treatment of connected clients for large exposures. These draft Guidelines review and update the ‘Guidelines on the implementation of the revised large exposures regime’ issued by the Committee of European Banking Supervisors (CEBS) on 11 December 2009. Their focus is …

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EBA consults public on the minimum requirement for own funds and eligible liabilities

The European Banking Authority (EBA) has launched today a public consultation on its interim report on the implementation and design of the minimum requirement for own funds and eligible liabilities (MREL). The interim report is addressed to the European Commission, and it will inform a future legislative proposal on the implementation of the Financial Stability …

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EBA updated Risk Dashboard shows stable capital levels amidst efforts to further improve asset quality

The European Banking Authority (EBA) published today the periodical update of its Risk Dashboard summarising the main risks and vulnerabilities in the EU banking sector on the basis of a set of Risk Indicators in Q1 2016. Together with the Risk Dashboard, the EBA published, for the first time, the results of a Risk Assessment …

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EBA confirms the use of unsolicited credit ratings for determining institutions capital requirements

The European Banking Authority (EBA) published today a Decision confirming the use of unsolicited credit assessments assigned by certain External Credit Assessment Institutions (ECAIs) for calculating institutions’ capital requirements. The Decision is part of the Single Rulebook in banking and will ensure regulatory harmonisation across the European Union (EU) regarding the use of unsolicited credit …

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EBA publishes list of other systemically important institutions

The European Banking Authority (EBA) published today the first list of Other Systemically Important Institutions (O-SIIs) in the EU. O-SIIs are those institutions which are deemed systemically relevant in addition to Global Systemically Important Institutions (G-SIIs), already identified. The institutions have been identified by relevant authorities across the Union according to harmonised criteria provided by …

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BIS updates on BASEL III adoption

The Basel Committee on Banking Supervision has today issued the Tenth progress report on adoption of Basel regulatory framework. This report sets out the adoption status of Basel III standards for each Basel Committee on Banking Supervision (BCBS) member jurisdiction as of end-March 2016. It updates the Committee’s previous progress reports which have been published on …

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EBA consults on draft amending standards on CVA proxy spread

The European Banking Authority (EBA) launched today a public consultation on draft amending Regulatory Technical Standards (RTS) on credit valuation adjustment (CVA) proxy spread. These RTS propose limited amendments to Commission’s Delegated Regulation (EU) No 526/2014 based on two policy recommendations contained in the EBA’s CVA report published on 25 February 2015. Through the proposed …

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