Official Journal (C Series): Special Report No 10/2019 EU-wide stress tests for banks: unparalleled amount of information on banks provided but greater coordination and focus on risks needed

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Press Release: EBA publishes report on progress made on its roadmap to repair IRB models

The European Banking Authority (EBA) published today a progress report on the roadmap set out in 2016 to repair internal models used to calculate own funds requirements for credit risk under the Internal Ratings Based (IRB) approach. The roadmap aims to address the concerns about undue variability of own funds requirements and to restore trust in IRB models by ensuring comparability of the estimates of risk parameters, while retaining their risk sensitivity. This report marks the finalisation of the IRB regulatory review and provides clarity on the next steps.

Press Release: Profitability challenges the sector, asset quality still improving but requires constant monitoring

The European Banking Authority (EBA) published today its Risk Dashboard, which summarises the main risks and vulnerabilities in the EU/EEA banking sector. The Risk Dashboard includes for the first time IFRS 9 related data on asset quality and banks’ fair valued positions, as well as information about their sovereign exposures. Together with the Risk Dashboard, the EBA published the results of its Risk Assessment Questionnaire (RAQ), which includes banks’ and market analysts’ expectations for future trends and developments.

Press Release: EBA Basel assessment sees impact driven by large banks

The European Banking Authority (EBA) presented today, during a public hearing, the results of its Basel III implementation assessment, which includes a quantitative impact study (QIS) based on data from 189 EU banks, and a comprehensive set of policy recommendations in the area of credit and operational risk, output floor and securities financing transactions. This work, which responds to a Commission’s call for advice, shows that the full implementation of Basel III in the EU, under the most conservative assumptions, increases the weighted average minimum capital requirement (MRC) by 24.4%, leading to an aggregate capital shortfall of EUR 135.1 bn. Importantly, the capital impact is almost entirely driven by large globally active banks. The impact on medium-sized banks is limited to 11.3% in terms of MRC, leading to a shortfall of EUR 0.9 bn, and on small banks to 5.5% MRC with a EUR 0.1 bn shortfall. The EBA will publish the full report by the end of July.

Press Release: EBA publishes its roadmap for the new market and counterparty credit risk approaches and launches consultation on technical standards on the IMA under the FRTB along with a data collection on non-modellable risk factors

The European Banking Authority (EBA) published today its roadmap on the new market and counterparty credit risk approaches and launched a consultation on eleven draft Regulatory Technical Standards (RTS) on the new Internal Model Approach (IMA) under the FRTB (Fundamental Review of the Trading Book) standards along with a data collection exercise on non-modellable Risk Factors (NMRF). The consultations run until 4 October 2019.

Press Release: EBA issues 2020 EU-wide stress test methodology for discussion

The European Banking Authority (EBA) published today the 2020 EU-wide stress test draft methodology, templates and template guidance, which will be discussed with the industry. The 2020 exercise will assess EU banks’ resilience to an adverse economic shock and inform the 2020 Supervisory Review and Evaluation Process (SREP). The methodology covers all risk areas and builds on the methodology prepared for the 2018 exercise, while improving some aspects based on the lessons learnt. The preliminary list of institutions participating in the exercise as well as the timeline are also released today.

Official Journal (C Series): Publication in accordance with Article 6 of Directive 2001/24/EC of the European Parliament and of the Council on the reorganisation and winding-up of credit institutions

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Communication from the Commission to the European Parliament, the European Council, the Council and the European Central Bank Fourth Progress Report on the reduction of non-performing loans and further risk reduction in the Banking Union

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Official Journal (L Series): Directive (EU) 2019/879 of the European Parliament and of the Council of 20 May 2019 amending Directive 2014/59/EU as regards the loss-absorbing and recapitalisation capacity of credit institutions and investment firms and Directive 98/26/EC

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Official Journal (L series): Directive (EU) 2019/878 of the European Parliament and of the Council of 20 May 2019 amending Directive 2013/36/EU as regards exempted entities, financial holding companies, mixed financial holding companies, remuneration, supervisory measures and powers and capital conservation measures

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UPDATED – REGULATION OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL amending Regulation (EU) No 648/2012 as regards the clearing obligation, the suspension of the clearing obligation, the reporting requirements, the risk-mitigation techniques for OTC derivative contracts not cleared by a central counterparty, the registration and supervision of trade repositories and the requirements for trade repositories

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Agenda: Meeting of the CETA Financial Services Committee (12 June 2019)

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Directive of the European Parliament and of the Council amending Directive 2013/36/EU as regards exempted entities, financial holding companies, mixed financial holding companies, remuneration, supervisory measures and powers and capital conservation measures

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Regulation of the European Parliament and of the Council amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012

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Paper: Bank capital in the short and in the long run

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UPDATED – DIRECTIVE OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL amending Directive 2014/59/EU as regards the loss-absorbing and recapitalisation capacity of credit institutions and investment firms and Directive 98/26/EC

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UPDATED – DIRECTIVE OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL amending Directive 2013/36/EU as regards exempted entities, financial holding companies, mixed financial holding companies, remuneration, supervisory measures and powers and capital conservation measures

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UPDATED – REGULATION OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012

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Press Release: ESAs publish amended technical standards on the mapping of ECAIs under the capital requirements regulation

The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA – ESAs) published a second amendment to the Implementing Technical Standards (ITS) on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for credit risk under the Capital Requirements Regulation (CRR). 

Reply to National Parliament: Commission Decision regarding the follow-up to National Parliaments’ Opinions – reply to the Senato della Repubblica (IT) – COM(2018) 134 final

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Press Release: ESAs publish amended technical standards on the mapping of ECAIs under the Capital Requirements Regulation

The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA – ESAs) published today a second amendment to the Implementing Technical Standards (ITS) on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for credit risk under the Capital Requirements Regulation (CRR). The amendment reflects the outcome of a monitoring exercise on the adequacy of existing mappings. The ITS are part of the EU Single Rulebook for banking aimed at creating a safe and sound regulatory framework consistently applicable across the European Union (EU).

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