Events listed in Capital Requirements Regulation (CRR)
EBA publishes final draft technical standards on the determination of the exposure ...
ID 22951
EBA published its final draft RTS specifying the determination by originator institutions of the exposure value of SES in synthetic securitisations. These draft RTS aim to ensure the soundness and stability of the securitisation market while providing greater clarity and consistency in determining the exposure value of SES in synthetic securitisations by clarifying the calculation of the components that should be included in the ...
8 Q&As on CRR: Supervisory reporting and CRD IV: Credit risk
ID 22896
The EBA has published the following 8 new Q&As regarding issues relating to the Capital Requirements Regulation (CRR) and the Capital Requirements Directive IV (CRD IV): ##### 2021_6300 – Supervisory reporting – COREP (incl. IP Losses) – In template C 34.02, the column Exposure Pre-CRM (column 150) aims to report EAD of all CCR exposures following articles 274 or 281 or 282 (according respective ...
Commission Delegated Regulation (EU) 2023/827 of 11 October 2022 laying down ...
ID 22841
A new Delegated Regulation as regards „prior permission to reduce own funds and the requirements related to eligible liabilities instruments“ was published in the Official Journal (OJ) of the EU. The delegated regulation modifies Commission Delegated Regulation (EU) No 241/2014, a delegated regulation under the Capital Requirements Regulation (CRR), to reflect the changes to the CRR made by Regulation (EU) 2019/876 (CRR II) as ...
19 Q&As on CRR: Own funds, Supervisory reporting, BRRD Reporting, Transparency ...
ID 22623
The European Banking Authority (EBA) has published the following 19 new Q&As regarding issues relating to the Capital Requirements Regulation (CRR) and the Bank Recovery and Resolution Directive (BRRD): + 2021_5795 – Own funds – CET 1 Minority Interest Calculation and Forex conversion of non-EU subsidiary’s financial statements Regarding minority interests calculations: 1) Should the Common Equity Tier I items of the subsidiary referred ...
Berichtigung der Verordnung (EU) Nr. 575/2013 des Europäischen Parlaments und des ...
ID 22566
A corrigendum to several language versions of the Capital Requirements Regulation (CRR) (Regulation (EU) No. 575/2013) was published in the Official Journal (OJ) of the EU. The corrigendum concerns the German, Spanish, French, Dutch, and Polish versions, all of which are attached to this Event (please see link background). **As the corrigenda vary in scope of their corrections, the following brief summary only describes ...
Neue konsolidierte Version: Delegierte Verordnung (EU) 2023/206 der Kommission vom ...
ID 22550
A new consolidated version of the German version of Commission Delegated Regulation (EU) 2023/206 which specifies the factors national competent authorities (NCAs) shall take into consideration when evaluating the appropriateness of an institution’s assigned risk weights and loss given default values for exposures secured by real estate was published in the Official Journal (OJ) of the EU. The consolidated version follows a corrigendum in ...
Proposal for new risk weight floors for bank loans to commercial properties
ID 22531
On March 29, 2023, the Swedish financial regulator, Finansinspektionen (FI), published a press release to inform that it has launched a consultation on the introduction of a new risk weight floor under Article 458 of the Capital Requirements Regulation (CRR) for corporate loans whose collaterals are commercial and residential properties. The minimum risk weights would apply to institutions using an internal ratings-based approach to ...
FI reciprocates the extension of Norwegian risk weight floors
ID 22505
The Swedish financial regulator, Finansinspektionen (FI), has published a press release to inform that it has decided to extend the current reciprocation of the Norwegian risk weight floors for exposures collateralized by real estate. Specifically, Norway introduced this measure in 2020 which describes the minimum risk weight that must be assigned to financial institutions‘ exposures to loans collateralized by real estate for purposes of ...
EBA consults on standards for supervisors assessing the new market risk internal ...
ID 22461
The European Banking Authority (EBA) has released its draft Regulatory Technical Standards (RTS) for public consultation regarding the assessment methodology under which competent authorities verify institutions’ compliance with the requirements applicable to their internal models under the Fundamental Review of the Trading Book (FRTB) rules. The RTS are part of phase four of the EBA’s roadmap for new market and counterparty credit risk approaches. ...
Berichtigung der Durchführungsverordnung (EU) 2022/1994 der Kommission vom 21. ...
ID 22439
A corrigendum to the German version of Commission Implementing Regulation (EU) 2022/1994 as regards the reporting of asset encumbrance, liquidity, own funds and common reporting (COREP) for purpose of identifying global systemically important institutions (G-SIIs) was published in the Official Journal (OJ) of the EU. To recall, the Implementing Regulation – which itself modifies a corresponding Implementing Regulation (Commission Implementing Regulation (EU) 2021/451) a ...