EBA updates its quantitative analysis on MREL

The EBA published today an updated quantitative analysis on the minimum requirement for own funds and eligible liabilities (MREL). Based on the same methodology and assumptions developed in the context of the MREL report published in December 2016, the EBA updated its estimates of capacity and funding needs of a representative sample of European banks to meet MREL under alternative scenarios. In this exercise, the EBA highlighted a modest improvement in the stack of MREL eligible instruments in 2016.

20.12.2017, 10:57   EBA

EBA publishes Opinion on the transition from PSD1 to PSD2

The European Banking Authority (EBA) published today an Opinion addressed to competent authorities on the transition from the existing Payment Services Directive (PSD1) to the revised Directive (PSD2), which will apply from 13 January 2018. In its Opinion, the EBA clarifies a number of issues identified by market participants and competent authorities, including with regard to the transitional period foreseen under PSD2.

19.12.2017, 15:11   EBA

EBA technical standards will help reduce divergent practices in the application of simplified obligations and waivers in recovery and resolution planning

The European Banking Authority (EBA) published today a Report on the application of simplified obligations and waivers in recovery and resolution planning and its final draft Regulatory Technical Standards (RTS) specifying the eligibility criteria to determine whether institutions could be subject to simplified obligations when drafting such plans. The Report shows that across the EU, significantly divergent practices apply. Differences have been identified both in the assessment of institutions’ eligibility for simplified obligations, as well as in determining the reduced scope of the recovery and resolution planning requirements laid down in the Bank Recovery and Resolution Directive (BRRD). The RTS should help reduce some of the observed divergent practices by increasing harmonisation in simplified obligations eligibility assessment methodologies applied by national authorities.

19.12.2017, 14:50   EBA

Департамент страхового рынка ( по 24.12.2017 )

Проект указания Банка России «О перечне документов, условия для обеспечения сохранности которых должны создать страховщики, и о требованиях к обеспечению сохранности таких документов»

19.12.2017, 12:52   Банк России

ESAs publish final draft technical standards amending margin requirements for non-centrally cleared OTC derivatives

The European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs) published today their jointly developed draft Regulatory Technical Standards (RTS) amending the framework of the European Market Infrastructure Regulation (EMIR) with regard to physically settled foreign exchange (FX) forwards. These amendments aim at aligning the treatment of variation margin for physically-settled FX forwards with the supervisory guidance applicable in other key jurisdictions.

19.12.2017, 08:47   EBA

EBA publishes Discussion Paper on EU implementation of the revised market and counterparty credit risk frameworks

The European Banking Authority (EBA) published today a Discussion Paper on the implementation in the European Union (EU) of the revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR). This paper discusses some of the most important technical and operational challenges to implement the FRTB and SA-CCR in the EU. The paper aims at providing some preliminary views on how these implementation issues could be addressed and, at the same time, seeks early feedback from the stakeholders on the proposals. The paper also puts forward a roadmap for the development of the regulatory deliverables on the FRTB and SA-CCR included in the CRR2 proposal. The consultation runs until 15 March 2018.

18.12.2017, 16:52   EBA

Департамент банковского регулирования ( по 31.12.2017 )

Сводная таблица замечаний и предложений по проекту указания Банка России «О внесении изменений в Инструкцию Банка России от 28 июня 2017 года № 180-И «Об обязательных нормативах банков»

18.12.2017, 16:35   Банк России

Департамент банковского регулирования ( по 31.12.2017 )

Сводная таблица замечаний и предложений по проекту положения Банка России «О порядке расчета банками величины кредитного риска по сделкам секьюритизации»

18.12.2017, 16:33   Банк России

EBA consults on amended technical standards on benchmarking of internal models

The European Banking Authority (EBA) launched today a consultation to amend the Commission Implementing Regulation on benchmarking of internal models to adjust the benchmarking portfolios and reporting requirements in view of the benchmarking exercise the EBA will carry out in 2019. The proposed changes reduce uncertainties in the credit risk portfolios, thus aiming at fostering a common and coherent interpretation and implementation of the reporting requirements across EU institutions. The consultation will run until 31 January 2018.

18.12.2017, 16:29   EBA

EBA report shows that EU banks comply with LCR requirement of 100% ahead of its full implementation

The European Banking Authority (EBA) published today its fourth impact assessment Report for the liquidity coverage ratio (LCR), which shows that EU banks have continued to improve their LCR since 2011. At the reporting date of 31 December 2016, EU banks’ average LCR was significantly above the 100% minimum requirement, which will have to be fully implemented by 1 January 2018. In addition, a more in-depth analysis suggests that the LCR regulation, together with capital standards and stable funding, have helped banks increase their lending to real economy. The Report is based on liquidity data and wider bank balance sheet statistics from 157 EU banks across 16 Member States.

18.12.2017, 15:00   EBA

EBA consults on draft Technical Standards on risk retention for securitisation transactions

The European Banking Authority (EBA) launched today a public consultation on its draft Regulatory Technical Standards (RTS) specifying the requirements for originators, sponsors and original lenders related to risk retention as laid down in the new EU securitisation framework (STS Regulation). The RTS aim to provide clarity on the requirements relating to risk retention, thus reducing the risk of moral hazard and aligning interests. The consultation runs until 15 March 2018.

15.12.2017, 16:35   EBA

EBA consults on the homogeneity of underlying exposures in securitisation

The European Banking Authority (EBA) launched today a public consultation on draft Regulatory Technical Standards (RTS) specifying a set of criteria for the underlying exposures in securitisation to be deemed homogeneous, as part of the requirements under the new EU securitisation framework. The homogeneity requirement aims to facilitate the assessment of underlying risks by investors and to enable them to perform robust due diligence. Its application is, therefore, one of prerequisites for a more risk sensitive regulatory treatment of the securitisation. The RTS are applicable to both asset-backed commercial paper (ABCP) and non-ABCP securitisations. The consultation runs until 15 March 2018.

15.12.2017, 15:48   EBA

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