Events listed in [EBA] European Banking Authority
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 ...
EBA GL 2014 10-Compliance Table-Guidelines on Criteria for the assessment of O-SIIS
ID 22043
On 27 February 2023, the European Banking Authority (EBA) has published an updated version of the compliance table for its „EBA Guidelines on criteria for the assessment of O-SIIS“. To recall, these EBA Guidelines (EBA/GL/2014/10) were published in December 2014 to take effect the next month from then and specify the criteria for determining the conditions of the application of Article 131(3) of __Directive ...
EBA GL 2021 16 – GLs on the characteristics of a risk-based approach
ID 22042
On 27 February 2023, the European Banking Authority (EBA) has published an updated version of the compliance table for its „Guidelines on the characteristics of a risk‐based approach to anti‐money laundering and terrorist financing supervision, and the steps to be taken when conducting supervision on a risk‐sensitive basis under Article 48(10) of Directive (EU) 2015/849 (amending the Joint Guidelines ESAs 2016 72)“. To recall, ...
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 ...
2 Q&As on CRR: Supervisory reporting and Own funds
ID 22013
The European Banking Authority (EBA) has published the following two new Q&As as regards issues relating to the Capital Requirements Regulation (CRR): + ID: 2021_6284 – Supervisory reporting – COREP (incl. IP Losses) – Inclusion of certain AVA categories into the Total AVA in C 32.02 Should the AVA categories of column 0070 (‚Concentrated positions‘), column 0080 (‚Future administrative costs‘), column 0090 (‚Early terminat ...
EBA publishes final revised Guidelines on methods for calculating contributions to ...
ID 21963
The European Banking Authority (EBA) published its final revised Guidelines on deposit guarantee schemes (DGS) contributions, which will strengthen the link between a credit institution’s riskiness and how much it must contribute to the DGS funds that will be used to reimburse depositors if their bank fails. The Guidelines standardize the DGS’s system for collecting payments from credit institutions in accordance to their riskiness. ...
20 Q&As on CRR: Supervisory reporting and Transparency and Pillar 3
ID 21936
The European Banking Authority (EBA) has published the following twenty new Q&As as regards issues relating to the Capital Requirements Regulation (CRR): + ID: 2022_6370 – Supervisory reporting – Liquidity (LCR, NSFR, AMM) – Reporting of physically settled derivatives in C 66.01 Maturity ladder In which sheet should we report the commodity flows in the C 66.01 Counterbalancing section – only in the TOTAL ...
EBA updates some important Q&As in the area of own funds and eligible ...
ID 21884
The European Banking Authority (EBA) has updated some of its existing Q&As on own funds and eligible liabilities to ensure consistency with the revised final draft Regulatory Technical Standards (RTS) on own funds and eligible liabilities submitted to the European Commission in May 2021 (eventid=11260). Despite the fact that the RTS have not yet been officially adopted, the EBA felt it was important to ...
EBA publishes final draft technical standards defining the homogeneity of the ...
ID 21868
The European Banking Authority (EBA) published its final draft Regulatory Technical Standards (RTS) setting out the conditions for the assessment of the homogeneity of the underlying exposures in a pool of a Simple, Transparent and Standardised (STS) on-balance-sheet securitisation. One of the most important simplicity requirements is homogeneity, which enables investors and originators to accurately analyze the underlying risks and facilitates investor due diligence. ...