EBA publishes risk assessment reports: EBA has published reports on:

  • the consistency of risk weighted assets (RWAs) across large EU institutions for large corporate, sovereign and institutions' Internal Ratings Based (IRB) portfolios (or "low default portfolios" - LDP); and
  • the calculation of counterparty credit risk (CCR) exposures under the Internal Model Method (IMM) and the credit value adjustments (CVA) according to the advanced approach (ACVA). 

The reports follow EBA benchmarking exercises and EBA will use the results in its work on improving the regulatory framework and restoring confidence in internal models. (Source: EBA Publishes Risk Assessment Reports)

EBA updates Q&As: EBA has added 25 new questions to its Q&As on the single rulebook. (Source:EBA Updates Q&As)

EBA publishes systemic importance table: EBA has published a table containing key information on the systemic importance of the 37 largest banks in the EU. The table contains information on, among other things, total exposures; payments activity; assets under custody; underwriting activity and OTC derivatives. (Source: Table Containing Key Information on the Systemic Importance of the 37 Largest Banks in the EU)

EBA issues early intervention guidelines: EBA has issued its final guidelines on early intervention triggers. They are designed to ensure continuum between the ongoing supervision conducted by national authorities in line with CRD4, and the Bank Recovery and Resolution Directive (BRRD) in all official languages. (Source: Guidelines on Early Intervention Triggers)

EBA launches DGS co-operation consultation: EBA is consulting on draft guidelines on co-operation agreements between deposit guarantee schemes (DGSs) under the revised DGS Directive. The guidelines set out the objectives and minimum content of those co-operation agreements; include a multilateral framework co-operation agreement which the DGSs should adhere to; and provide further guidance on the process of depositors’ payout for cross-border institutions. The consultation closes on 29 October. (Source: Guidelines on Co-operation Agreements Between Deposit Guarantee Schemes)