Events listed in Capital Requirements Regulation (CRR)
Règlement CSSF N° 23-03 du 30 juin 2023
ID 24176
CSSF Regulation No 23-03 of 30 June 2023 transposes Guideline (EU) 2022/508 of 25 March 2022 amending Guideline (EU) 2017/697 of the European Central Bank on the exercise of options and discretions available in Union law by national competent authorities in relation to less significant institutions (ECB/2022/12), and amendings CSSF Regulation No 18-03 of 5 June 2018. The amendments encompass various sections: Article 1, ...
EBA launches public consultation on amendments to the ITS on disclosures and ...
ID 24103
EBA has initiated a public consultation on proposed changes to the draft ITS regarding the disclosure and reporting of the MREL and the TLAC. The amendments aim to incorporate recent and upcoming changes to the prudential framework and provide clarifications on reporting requirements. The proposed amendments focus on three main areas: – Information on the deduction of investments in eligible liabilities instruments of entities ...
Corrigendum to Commission Delegated Regulation (EU) 2022/1622 of 17 May 2022 ...
ID 24066
A corrigendum to Commission Delegated Regulation (EU) 2022/1622 relating to 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. Specifically, the corrigendum replaces the entire first paragraph of Article 1 specifying those countries to be considered „advanced economies“ for ...
7 Q&A´s on CRR and BRRD
ID 23965
EBA has published 7 new Q&As regarding issues relating to the CRR and BRRD: — 2022_6499 – Supervisory reporting – COREP (incl. IP Losses) – Consideration of STS in synthetic securitisations QUESTION: When a synthetic securitisation fulfills STS criteria (Article 243(2) CRR), are all its tranches considered STS in the RWEA calculation and in COREP reporting, or only the senior tranche? — 2022_6444 – ...
DK-Stellungnahme zur EBA-Konsultation zur Änderung bestehender ITS zu den ...
ID 23940
Die DK hat ihre Stellungnahme zur Konsultation der EBA über die Änderung der technischen Durchführungsstandards (ITS) für Marktrisiken abgegeben. Die Konsultation, die im März 2023 begann, zielt darauf ab, die bestehenden Meldeanforderungen zu ergänzen und zu verbessern, die Banken im Rahmen der Ansätze für das Marktrisiko (FRTB) anwenden müssen (bitte eventid=20231 beachten). Die DK betont die Notwendigkeit, Reportinganforderungen, die über den Rahmen der regulatorischen ...
New consolidated version: Commission Implementing Regulation (EU) 2021/451 of 17 ...
ID 23910
A new consolidated version of Commission Implementing Regulation (EU) 2021/451 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. The consolidated version includes the changes made by Commission Implementing Regulation (EU) 2022/1994 which revised the reporting requirements, templates, and instructio ...
AFME welcomes EU political agreement on the implementation of the Basel 3 ...
ID 23897
AFME has expressed its support for the recent political agreement reached by the EP, EC, and EC regarding the implementation of Basel III standards in Europe. AFME acknowledges the significance of this agreement in concluding the regulatory repair program initiated after the financial crisis. It believes that the agreement will strengthen banks‘ resilience and recognizes their crucial role in financing the economy. AFME commends ...
ECB consults on revised Guide to internal models
ID 23814
The ECB has initiated a public consultation on its revised Guide to internal models. This revision incorporates changes in the legal framework and draws upon the ECB’s extensive experience in overseeing internal models. The approval process for a bank’s use of internal models involves initial approval by ECB Banking Supervision, followed by internal model investigations and ongoing model monitoring. These steps are taken to ...
EBA issues Opinion on measures to address macroprudential risk following ...
ID 23787
EBA has issued an opinion on measures proposed by the Swedish Financial Supervisory Authority (FI) to address macroprudential risks related to the real estate sector in Sweden (eventid=21172). The proposed measures aim to target asset bubbles in the residential and commercial property sectors and introduce risk weight floors for certain corporate exposures secured by these properties. EBA has reviewed the evidence and **does not ...
ID: 2023_6746 – Correlation parameter for Intra-bucket correlations for ...
ID 23743
EBA has published the following new Q&A regarding issues relating to the CRR: 2023_6746- Market risk – Correlation parameter for Intra-bucket correlations for credit spread risk for non-securitisations: QUESTION: In the first subparagraph of Article 325m of Regulation (EU) No 575/2013 (CRR) it is stated that institutions apply a risk factor per issuer and per maturity, irrespective of whether these credit spread rates of ...