European Banking Authority (EBA)
Enria: new legislation can help bolster AT1 market
The EBA is also reconsidering its advice to the European Commission on the treatment of CVA risk
European regulator hesitates on higher leverage ratio
EBA voices preference for 3%, but evidence backs Basel plan for G-Sibs
Stress tests at risk of becoming too complex, say bank heads
Regulator demands could lead to "tick-the-box" exercise, hear delegates at Quant Summit Europe
European dealers wrestle with corporate CVA changes
Banks say prices already diverging; CDS market could be impacted
Banks seek capital pill for accounting headache
IFRS 9 loan loss provisions should be offset by reduction in capital, banks argue
Some European banks pricing in Pillar 2 CVA charge
But three dealers say it is too early to know whether corporate CVA exemption will be removed
EBA lacks mandate for new CVA push, critics claim
Move to hike counterparty risk capital has corporate treasurers ‘fuming’
Morgan Stanley loses three in forex and one quant
Morgan Stanley loses four staff in US; Barclays forex head departs; Citadel adds CDS trader; and more
Corporates cheer carve-out from shadow bank label
EBA guidelines dispel fears of limited credit lines to non-financial firms
Europe's new supervisory toolkit
Data and transparency remain challenges for EBA
FRTB: the nightmare before Christmas
Unwanted gift will be delivered, say regulators, and only its size is up for debate
Time to get back to the real business of stress testing?
Bank supervisors should focus on improving internal stress-testing all year round
Statistical spin may decide severity of trading book rules
Capital increase levied by Basel Committee could depend on use of mean versus median
Stress tests need macro-prudential focus, say central bankers
Tests should link banks and real economy, say ECB's Constancio and BoE's Brazier
EBA chair says current regulation not fit for all banks
Rules derived from Basel III too complex for some banks
Cuts will hamper EBA's convergence work, regulator warns
Harmonising national rules top priority, but agency lacks staff and power
Are regulators listening at last on the leverage ratio?
Basel Committee, FSB and EBA open ears to balance sheet leverage concerns
Banks attack proposed risk weights for specialised loans
EU lenders say both EBA proposals would distort capital requirements
EBA proposes trade-by-trade CVA test for non-EU corporates
Banks would have to check whether exemption applies each time they trade
Bail-in: why derivatives are in scope, but out of bounds
Analysing early termination costs - and the risks of contagion - will be tough
Non-financials may be caught by shadow bank rules
Banks warn of "massive" impact from EBA proposals, which would limit credit lines
EBA: banks must fill resolution fund but support can fluctuate
Time-varying contributions would mitigate pro-cyclicality
Banks call for collaboration with regulators on op risk models
Supervisors would benefit by learning about latest industry techniques
EU revisions to uncleared margin rules address industry fears
Cash collateral escapes haircut and third-country corporates get a carve-out