European Banking Authority (EBA)
EBA urges European banks to step up IFRS 9 preparations
Banks not yet in testing phase face 32 basis point extra capital hit, report finds
No safety net: EU urged to accelerate bail-in buffers
Without MREL or TLAC, governments are at mercy of private buyers for failed banks
Commodities firms fear EBA’s inappropriate capital charges
Energy lobbying overlooked as proposed regime threatens vigorous demands
Basel capital floor faces credit risk eclipse
Impact of capital floor depends on new credit risk rules and changes to treatment of provisions
The untapped potential of stress tests
Quants propose technique to include stress testing in portfolio allocation
EU lawmakers consider extending FRTB deadline
European Commission policy expert says current deadline is too ambitious
Basel group said to weigh changes to key FRTB test
EC and EBA officials criticise low pass rates for P&L attribution test
Banks diving into credit data pools as official support grows
European regulators embrace external data for internal modelling of credit risk capital
Banks mull dedicated IFRS 9 capital buffers
Volatility of loan-loss provisioning from new accounting standard demands additional own-funds protection, say banks
EU regulator dampens SA-CCR reform hopes
Isda AGM: EBA acknowledges approach’s shortcomings, but warns Basel is not reconsidering
Industry divided on case for European phase-in of FRTB
Isda AGM: transition period may allow time for Basel to recalibrate rules, panellists note
Power struggle: EU battles for supervisory convergence
European Commission’s review of the three supervisory authorities fraught with difficulties
European banks tire of CVA guessing game
Continued political wrangling over Europe’s CVA exemption increases uncertainty for dealers
EU capital revamp paves way for corporate CVA charge
Draft directive offers national regulators power to override controversial exemption
P&L test in FRTB may not work – research
Delays in approval and small data sets may doom internal model approach, research finds
EBA shelves CVA charge plans after twin defeats
Ongoing rule changes at Basel and EU could allow future bid to end corporate exemption
Q&A: EBA’s Vaillant on Basel IV, FRTB and CVA
Authority’s “key goal” in Basel talks has been to defend risk-sensitive capital framework
EBA plans reboot of FRTB’s P&L test
Authority will explore wider range of options than outlined in CRR text
Non-banks disappointed by Europe’s CRR escape hatch
Proposed alternative prudential regime still doesn’t reflect the true risks of non-banks, say critics
EBA call for simpler IFRS 9 phase-in applauded
Lawmakers aim to fast-track IFRS 9 rules in the revised Capital Requirements Regulation, but are also urged to clarify them
Banks fear fresh burden from new EU branch supervision plan
EBA insists enhanced supervision of largest branches will not bring additional requirements
Why EU banks still refuse to die
A year on since BRRD came into force, the debate on taxpayer bailouts is far from resolved
The problems with conduct risk loss aggregation
Aggregation of conduct risk losses is recommended practice, but it can seriously distort capital calculations
EBA's Enria seeks to plug the holes in EU bail-in rules
Struggling but solvent banks could delay the hit from NPLs under the plan