Capital Requirements Regulation 2013

The EBA consults on draft technical standards on off-balance sheet items under the standardised approach of credit risk

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화요일, 4월 2, 2024
RTS, EBA, CRR, Calibration, Level 1, Comment, Capital Requirements Regulation 2013, Risk management

The EBA consults on draft technical standards on off-balance sheet items under the standardised approach of credit risk

Key Points: 
  • The EBA consults on draft technical standards on off-balance sheet items under the standardised approach of credit risk
    - The EBA plays an important role in the implementation of the Basel III framework through the Banking Package in the EU.
  • - These draft technical standards are part of the first phase of the EBA roadmap on the implementation of the EU Banking Package.
  • - These draft technical standards will contribute to a more a robust regulatory framework, efficient supervision, and enhanced risk control by credit institutions.
  • The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) under the Capital Requirements Regulation (CRR3) regarding off-balance sheet items under the standardised approach of credit risk.

The EBA publishes an analysis of specific aspects of the net stable funding ratio framework

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토요일, 2월 3, 2024
European, Legislation, Capital Requirements Regulation 2013, Materiality, Report, EBA, CRR, Risk management

The EBA publishes an analysis of specific aspects of the net stable funding ratio framework

Key Points: 
  • The EBA publishes an analysis of specific aspects of the net stable funding ratio framework
    The European Banking Authority (EBA) today published its Report about some specific aspects of the net stable funding ratio (NSFR) framework.
  • The EBA conducted mostly a qualitative analysis based on expert judgement, as well as some sensitivity analysis.
  • The EBA proposed to merge the two mandates so as to include all the requested analysis in a single report.
  • - The Report leverages mostly on qualitative analysis based on expert judgement, supplemented by some sensitivity analysis.

EBA consults on targeted amendments to the prudent valuation framework

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토요일, 2월 3, 2024
European, RTS, EBA, ESMA, CRR, Calibration, Capital Requirements Regulation 2013, Comment

EBA consults on targeted amendments to the prudent valuation framework

Key Points: 
  • EBA consults on targeted amendments to the prudent valuation framework
    The European Banking Authority (EBA) today published a consultation paper on targeted amendments to the Regulatory Technical Standards (RTS) on prudent valuation, aiming to promote a more harmonised application of the RTS and to reduce the observed variability of additional value adjustments (AVAs) under the core approach, as well as to set the rules for the application of the prudent valuation framework in extraordinary circumstances.
  • The RTS on prudent valuation set out the requirements that institutions operating in the EU should apply for the valuation of their fair-valued assets and liabilities for prudential purposes.
  • Building on a review of the implementation of those requirements since 2016, the consultation paper proposes targeted amendments to the RTS to promote best practices and ensure a more harmonised application of the RTS.
  • In addition, the consultation paper contains a proposal for a framework for ‘extraordinary circumstances’ for prudent valuation, including conditions for determining the presence of extraordinary circumstances, and rules for the calculation of AVAs under those circumstances.

The EBA consults on draft technical standards on residual risk add-on hedges under the Fundamental Review of the Trading Book

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토요일, 2월 3, 2024
RTS, EBA, Golden spiral, CRR, Risk, FRTB, Capital Requirements Regulation 2013, Comment

The EBA consults on draft technical standards on residual risk add-on hedges under the Fundamental Review of the Trading Book

Key Points: 
  • The EBA consults on draft technical standards on residual risk add-on hedges under the Fundamental Review of the Trading Book
    The EBA consults on draft technical standards on residual risk add-on hedges under the Fundamental Review of the Trading Book
    The European Banking Authority (EBA) today launched a public consultation on its draft Regulatory Technical Standards (RTS) on the conditions for determining whether an instrument attracting residual risk acts as a hedge.
  • These RTS are part of the Phase 1 deliverables of the EBA roadmap on the implementation of the EU banking package in the area of market risk.
  • One of the pillars of the standardised approach (SA) under the new fundamental review of the trading book (FRTB) framework is the residual risk add-on (RRAO).
  • The public hearing on these draft RTS will take place via conference call on 6 March 2024 from 15.00 to 16.00 CET.

Euroclear delivers robust performance in Q3 2023

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목요일, 10월 26, 2023
Well, Digital, KPI-driven code analysis, Sustainability, Finland, Korea Securities Depository, ESG, KTBS-TV, European Commission, Policy, European Central Bank, DNN, CSD, Workplace, PwC, Depository Trust & Clearing Corporation, Research, Investment, Capital Requirements Regulation 2013, Nature, Civil service commission, Environment, Growth, Sustainability reporting, Novo Holdings A/S, Sustainable finance, Sustainability Accounting Standards Board, Risk, DLT, Ecosystem, Clearstream, ETF, EUR, Annual, Corporate sustainability, World Bank, GRI, DTCC, World Economic Forum, Cryptocurrency, Security (finance), Renewable energy, Bank, Euroclear

Building on key advancements in making Korean Treasury bonds (KTBs) accessible through Euroclear Bank, the link will allow international investors efficient post-trade access to KTBs.

Key Points: 
  • Building on key advancements in making Korean Treasury bonds (KTBs) accessible through Euroclear Bank, the link will allow international investors efficient post-trade access to KTBs.
  • At the end of September 2023, Euroclear Bank's balance sheet had increased by EUR 45 billion year-on-year to a total of EUR 164 billion.
  • Euroclear Bank and Euroclear Investments are the two group issuing entities.
  • The summary income statements and financial positions at Q3 2023 for both entities are shown below.

The EBA recommends enhancements to the Pillar 1 framework to capture environmental and social risks

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화요일, 10월 17, 2023
Pillar, Capital Requirements Regulation 2013, European, European Banking Authority, Global Competitiveness Report, Report, Calibration, CRR, Visa requirements for Turkish citizens, Policy, EBA, Biophysical environment, Time, Renewable energy, Medical device, Management, EU

Taking a risk-based approach, the Report assesses how the current prudential framework captures environmental and social risks.

Key Points: 
  • Taking a risk-based approach, the Report assesses how the current prudential framework captures environmental and social risks.
  • It recommends targeted enhancements to accelerate the integration of environmental and social risks across the Pillar 1.
  • In particular, the EBA is proposing to:
    Taking a medium-to-longer term perspective, the Report also presents possible revisions of the Pillar 1 framework reflecting the growing importance of environmental and social risks.
  • These include:
    Alongside other policy initiatives outside the prudential framework, the EBA will continue to strengthen the integration of environmental and social risks across all pillars of the regulatory framework.

Wolters Kluwer introduces OneSumX for Basel at major client conference

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목요일, 10월 5, 2023
Professional Services, Technology, Software, Finance, Fintech, Banking, Accounting, Capital Requirements Regulation 2013, III, ESG, European, Risk management, Wolters, Risk, Software as a service, CRR, FRR, Wolters Kluwer, Basel II, CP, Basel III: Finalising post-crisis reforms, Conference, Cryptocurrency, Basel

OneSumX for FRR addresses the tactical and strategic needs of finance , risk management , performance, compliance and regulatory reporting teams at financial institutions.

Key Points: 
  • OneSumX for FRR addresses the tactical and strategic needs of finance , risk management , performance, compliance and regulatory reporting teams at financial institutions.
  • Notably, Wolters Kluwer technology and expertise enable compliance with Basel II, Basel III, Basel 3.1 and Basel IV implementation & reporting timelines, allowing teams to make timely, informed decisions to manage risk more effectively, and optimize revenues.
  • “OneSumX for Basel enables banks to be compliant with the complex Basel regulations with an integrated solution, utilizing our unique Regulatory Update Service.
  • Basel reporting is a vital component of this.”
    Demonstrations of the solution suite and the new capabilities will be available to attendees of the FRR Client Conference.

EBA publishes its work programme for 2024

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화요일, 10월 3, 2023
Crypto, Uncertainty, European Banking Authority, DORA, EBA, CRD, Attention, Terrorism, Capital Requirements Regulation 2013, CRR, Market, European, Authority, Cryptocurrency, EU

03 October 2023

Key Points: 
  • 03 October 2023
    The European Banking Authority (EBA) published today its annual work programme for 2024, setting out the key strategic areas for the Authority to work on in the coming year, as well as related activities and tasks.
  • In 2024, the EBA will need to address a large number of mandates in a wide range of areas, building on the priorities defined in its programming document for the period 2024-2026.
  • As in previous years, the work programme benefitted from the recommendations of the EBA’s Advisory Committee on Proportionality.
  • The executive summary of the EBA work programme for 2024 will be made available in all EU official languages.

The EBA second mandatory exercise on Basel III full implementation shows a significantly reduced impact on EU banks with shortfalls nearly fully absorbed

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수요일, 9월 27, 2023
Pillar, FRTB, Exercise, European Banking Authority, Group 1, Tier 1, EBA, European Commission, Group 2, Capital Requirements Regulation 2013, EUR, Report, COVID-19, Time, Buffer, Annex, CVA, Medical device, Bank, EU, European, Basel

The EBA second mandatory exercise on Basel III full implementation shows a significantly reduced impact on EU banks with shortfalls nearly fully absorbed

Key Points: 
  • The EBA second mandatory exercise on Basel III full implementation shows a significantly reduced impact on EU banks with shortfalls nearly fully absorbed
    26 September 2023
    The European Banking Authority (EBA) today published its second mandatory Basel III Monitoring Report which assesses the impact that Basel III full implementation will have on EU banks in 2028.
  • In terms of estimated capital shortfall, the impact of the reform has been nearly fully absorbed.
  • A separate Annex to the Report also includes the impact of the proposals for the EU implementation of Basel III under the revised Capital Requirements Regulation (CRR3).
  • - The Basel III Monitoring Report shows the results separately for Group 1 and Group 2 banks.

EBA issues Opinion to the Ministry of Finance of Poland on measures in accordance with the notification of higher risk weights set for immovable property

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목요일, 9월 14, 2023
European Banking Authority, European Parliament, Capital Requirements Regulation 2013, European, Opinion, Article, ESRB, EBA, Ministry, CRR, European Systemic Risk Board, Intention, Risk, Ministry of Finance (Egypt), Cryptocurrency, Bank, EU

12 September 2023

Key Points: 
  • 12 September 2023
    The European Banking Authority (EBA) today published an Opinion following notification by the Ministry of Finance of Poland of its intention to extend a measure originally introduced in March 2022.
  • The measure aims to limit risks associated with foreign currency housing loans by encouraging banks to enter in settlements with borrowers.
  • The measure sets different levels of risk weights on foreign currency housing loans for banks that actively engage in proceedings leading to settlements with borrowers of such loans.
  • In its assessment, the EBA reminded the Ministry of Finance that it shall reassess the appropriateness of the risk weights periodically, in accordance with the CRR.