Following the consultations relating to the implementation of the fourth Capital Requirements Directive (CRD4) and Regulation (CRR) reported in last week’s FReD, EBA is consulting on further draft standards, most of which also stem from the CRD4/CRR package. The latest consultations cover:

  • draft guidelines on capital measures for foreign currency lending to give guidance to national competent authorities on how to deal with the specific risk of such lending to unhedged borrowers as part of the Supervisory Review and Evaluation Process. The consultation closes on 23 August;
  • draft Regulatory Technical Standards (RTS) on additional collateral outflows and draft Implementing Technical Standards (ITS) related to supervisory reporting of additional monitoring metrics for liquidity. The consultation closes on 14 August;
  • draft RTS on own funds related to criteria to define broad market indices, the calculation of minority interest and the deduction of indirect and synthetic holdings. The consultation runs until 18 July;
  • draft RTS to define a range of methods to reflect in the own funds requirements non-delta risks for options and warrants, and further draft RTS to define the term “market” for the purpose of calculating the “general” component of market risk for equities under the standardised rules. The consultations close on 31 August; and
  • draft RTS to specify the securitisation retention rules and related requirements and draft ITS to clarify the measures to be taken in the case of non-compliance with such obligations.

The consultations close on 22 August. (Source: EBA Consults on Further Draft Standards)