EBA finalises RTS on exposures to underlying clients: EBA has submitted to the Commission its final draft regulatory technical standards (RTS) on determining the overall exposure to a client or a group of connected clients in respect of transactions with underlying assets, as in funds of funds or securitisations. The RTS allow institutions not to identify the obligors of underlying assets where the exposure to each underlying asset is smaller than 0.25% of the institution's eligible capital. Where the exposure is larger than that, institutions will have to apply the look-through approach and identify the obligors. Any exposures for which the look-through is not possible will have to be assigned to an "unknown client" bucket subject to the large exposures limit. (Source: EBA Publishes RTS on Overall Exposure to a Client in Transactions with Underlying Assets)

EBA publishes guidelines on retail deposits outflows: EBA has published its final guidelines on the outflow rates applying to retail deposits with different characteristics for the purpose of liquidity reporting. The minimum outflow rate should apply to retail deposits covered by a deposit guarantee scheme and which are held in a transactional account or form part of an established relationship. (Source: Guidelines on Retail Deposits Outflows)

EBA finalises RTS on model changes: EBA has submitted to the Commission its final RTS on harmonising the supervisory process to assess the materiality of extensions and changes to approved Internal Risk Based (IRB) approaches and Advanced Measurement Approaches (AMA). The RTS also include standard documentation requirements. (Source: EBA Publishes RTS on Assessing Materiality of Extensions and Changes of Internal Approaches