Events listed in Capital Requirements Regulation (CRR)
EBA consults on amendments to the reporting on the Fundamental Review of the ...
ID 22412
The European Banking Authority (EBA) has launched a public consultation on its draft Implementing Technical Standards (ITS) amending the reporting requirements on the Fundamental Review of the Trading Book (FRTB) approaches for the calculation of own funds requirements for market risks. The proposed amendments will provide supervisors with the necessary tools to monitor institutions’ compliance with the prudential rules. The consultation paper sets out ...
Macro-financial scenario for the 2023 EU-wide banking sector stress test (updated ...
ID 22378
Following the recent publication of the macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test (EventID 19394) and the subsequent correction of some data underlying or used in the test scenarios (EventID 19992), the European Systemic Risk Board, ESRB, has yet again published a corrected version of the documents. In a corresponding letter accompanying the newly revised ...
Circular CSSF 23/830
ID 22375
The CSSF published Circular CSSF 23/830, clarifying the public disclosure framework applicable to credit institutions and CRR investment firms (Pillar 3). EBA has repealed three guidelines (EBA/GL/2014/03, EBA/GL/2016/11 & EBA/GL/2017/01) related to disclosures by institutions, as they overlap with the disclosure framework implemented by the Commission Implementing EU Regulation 2021/6371 applicable since 28 June 2021. As a result, the CSSF has decided to **repeal ...
Macro-financial scenario for the 2023 EU-wide banking sector stress test (updated ...
ID 22222
Following the recent publication of the macro-financial scenarios to be used by financial institutions for the 2023 EU-wide banking sector stress test (please refer to EventID 19394 in this context for a detailed description), the European Systemic Risk Board, ESRB, has published a corrected version of the documents. In a corresponding letter accompanying the revised descriptions and data files, the *Head of the ESRB ...
20 Q&As on CRR: Supervisory reporting and Transparency and Pillar 3
ID 22210
The European Banking Authority (EBA) has published the following 20 new Q&As as regards issues relating to the Capital Requirements Regulation (CRR): + 2022_6598 – Supervisory reporting – FINREP (incl. FB&NPE) – Template F 22.02: Assets involved in the services provided Third party Loan portfolios managed by the institution as loan servicer provider should be reported as memorandum item in template F 22.02? Under ...
Marktrisiko: BaFin stimmt No-Action-Letter der EBA ausdrücklich zu
ID 22209
In einer Publikation zum Thema „Marktrisiko“ stimmt die Bafin dem von der EBA veröffentlichten No-Action-Letter zu (bitte das EU-eventid=19918 beachten), der den Instituten einen Aufschub bei der Handelsbuchabgrenzung im Rahmen der FRTB und CRR II gewährt. Dadurch können Institute die Umsetzung von Artikel 3(6) CRR II auf Anfang 2025 verschieben. Ursprünglich sollte diese Regelung am 28. Juni 2023 in Kraft treten, aber aufgrund der ...
Commission Delegated Regulation (EU) 2023/511 of 24 November 2022 supplementing ...
ID 22188
New Commission Delegated Regulation (EU) 2023/51 with respect to the „calculation of risk-weighted exposure amounts“ of financial institutions concerning their investments in collective investment undertakings (CIUs) with derivative positions was published in the Official Journal (OJ) of the EU. Specifically, the Delegated Regulation specifies – how financial institutions shall go about determining their risk-weighted exposure values in investments in CIUs w ...
4 Q&As on CRR: Credit risk and Other issues
ID 22125
The European Banking Authority (EBA) has published the following four new Q&As as regards issues relating to the Capital Requirements Regulation (CRR): + 2021_6018 – Credit risk – Exposures in default secured by mortgages on residential property How to classify an exposures, that is secured by mortgages on residential property and, according to the Article 124(2) of Regulation (EU) No. 575/2013 (CRR), is assigned ...
EBA publishes a no-action letter on the boundary between the banking book and the ...
ID 22050
The European Banking Authority (EBA) has issued a no-action letter stating that competent authorities should not prioritize any supervisory or enforcement action in relation to the new banking book-trading book boundary provisions. The Capital Requirements Regulation (CRR) modifications incorporated specific Basel criteria on the trading book / non-trading book border structure, which will take effect on June 28, 2023. As part of the ongoing ...
ID: 2022_6412 – F 31.01 in combination with Q&A 915
ID 22036
The European Banking Authority (EBA) has published the following new Q&A as regards issues relating to the Capital Requirements Regulation (CRR): + ID: 2022_6412 – Supervisory reporting – FINREP (incl. FB&NPE) – F 31.01 in combination with Q&A 915 Q: According to Q&A 915 and EBA-ITS v3.0, the EBA considers validation rule 1034_m still as accurate. We’re seeking a clarification whether EBA also has ...