EBA consults on amendments to the reporting on the Fundamental Review of the Trading Book

21 March 2023

Metadata
Provider: 
EBAEBA
URL: 
https://www.eba.europa.eu/eba-consults-amendments-reporting-fundamental%E2%80%AFreview-trading-bookhttps://www.eba.europa.eu/eba-consults-amendments-reporting-fundamental%E2%80%AFreview-trading-book
Retrieved on: 
Tuesday, March 21, 2023
Information
Tags: 
FRTB, Fundamental Review of the Trading Book, European Banking Authority, Jews and the American Slave Trade, Civil service commission, Capital Requirements Regulation 2013, Solution, Article, EBA, CRR, Regulation (EU) No. 305/2011, ITS, Compliance, European Commission, Medical device, EU
Summary
Key Points: 
  • 21 March 2023
    The consultation paper expands the reporting on the Fundamental Review of the Trading Book (FRTB) approaches to the calculation of own funds requirements for market risks.
  • The expanded reporting will provide supervisors with the necessary data to monitor institutions’ compliance with the prudential rules.
  • The amendments mostly affect institutions with significant business subject to market risk, thus reflecting the proportionality elements embedded in the Capital Requirements Regulation (CRR).
  • The consultation paper also illustrates a set of possible amendments to the ITS on supervisory reporting, mainly reflecting the trading book boundary framework.
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