Events listed in Capital Requirements Regulation (CRR)
The EBA updates guidance on reporting of Financial Soundness Indicators to the ...
ID 24533
EBA has released updated guidance on how to compile and report FSIs to the IMF. FSIs offer insights into the financial health of countries‘ financial institutions, corporate, and household sectors, supporting economic and financial stability analysis. This update incorporates the EBA’s experience with data since the IMF FSI Guide of 2019. The guidance maps IMF FSI indicators to EBA supervisory reporting data, ensuring a ...
New consolidated version: Commission Delegated Regulation (EU) 2022/1622 of 17 May ...
ID 24521
A first consolidated version of Commission Delegated Regulation (EU) 2022/1622 as regards regulatory technical standards for the classification of countries for purposes of applying adequate market risks weights in determining own funds requirements of credit institutions was published in the Official Journal (OJ) of the EU. The consolidated version includes the amendments of a corrigendum published on July 6, 2023 which made a minor ...
Commission Delegated Regulation (EU) 2023/1577 of 20 April 2023 supplementing ...
ID 24517
New Commission Delegated Regulation (EU) 2023/1577 in relation to the treatment of certain non-trading book positions for purposes of calculating own funds requirements, regulatory back-testing requirements, and the profit and loss attribution requirement under the alternative internal model approach was published in the Official Journal (OJ) of the EU. #### Specifically, the new Delegated Regulation specifies the (1) Calculation of the own funds requirements ...
Commission Delegated Regulation (EU) 2023/1578 of 20 April 2023 supplementing ...
ID 24504
New Commission Delegated Regulation (EU) 2023/1578 specifying Regulatory Technical Standards (RTS) on probabilities of default (PDs) and losses given default (LGDs) for default risk model for institutions using the new Internal Model Approach (IMA) under the Fundamental Review of the Trading Book (FRTB) has been published in the Official Journal (OJ) of the EU. Specifically, the regulation „clarifies the requirements that an institution’s internal ...
EBA publishes its final amending technical standards on supervisory reporting to ...
ID 24483
EBA published final draft ITS on supervisory reporting for assessing the IRRBB. These standards introduce new reporting requirements aimed at harmonizing the assessment and monitoring of IRRBB risks across EU credit institutions. The reporting provides supervisors with data to monitor IRRBB risks, considering the concept of proportionality for SNCIs. The new reporting covers aspects such as evaluating the impact of interest rate changes on ...
The EBA publishes Report on interdependent assets and liabilities in the net stable ...
ID 24353
EBA has released a report on the treatment of interdependent assets and liabilities in the NSFR. Interdependent assets and liabilities are transactions where no funding risk exists for the institution, making them exempt from stable funding requirements in the NSFR calculation. The report evaluates the conditions under which assets and liabilities can be considered interdependent in the NSFR and provides recommendations. The EBA analyzed ...
The EBA updates on the monitoring of Additional Tier 1, Tier 2 and TLAC/MREL ...
ID 24337
EBA published an updated report focusing on the monitoring of AT1, Tier 2, and TLAC and MREL instruments within EU institutions. This comprehensive report amalgamates information from previously separate reports while introducing new recommendations pertaining to specific contractual clauses. The EBA highlights a discernible trend towards convergence and standardization in the drafting of terms and conditions for these instruments. This standardization is attributed to ...
Opinion of the European Sytemic Risk Board of 31 May 2023 regarding the Estonian ...
ID 24279
The European Systemic Risk Board (ESRB) has published an opinion that was drawn up by the Board on May 31, 2023 as regards a 2-year extension of existing stricter national measures of the Estonian supervisory authority Eesti Pank in connection with the use of internal models for credit risk assessment. Specifically, Eesti Pank had applied for extending its minimum risk-weight floor requirement of 15% ...
European Commission approves introduction of risk weight floors for bank loans to ...
ID 24252
Following the announcement of the Swedish financial regulator, Finansinspektionen (FI) of a request that was sent to the European Commission (EC) and the ESRB in May 2023 to introduce a new risk weight floor under Article 458 of the Capital Requirements Regulation (CRR) for corporate loans whose collaterals are commercial and residential properties, FI has now released a follow-up statement on this matter (please ...
Progress on financial services legislative files
ID 24212
The Economic and Financial Affairs Council (ECOFIN) has published an updated version of its document containing „information from the Presidency concerning the state of play of legislative proposals in the field of financial services“. The overview table is dated 14 July 2023 and distinguishes different colour-coded stages of each file. The changes are as follows: 1. Due to the provisional agreement reached with the ...