May 3, 2016
The European Banking Authority (EBA) has issued an opinion to the European Commission supporting its proposed amendment to the draft regulatory technical standards (RTS) on additional collateral outflows with regard to the historical look-back approach (HLBA) calculation method. The amendment follows the European Commission’s request to amend the draft RTS using the specifications provided by the Basel Committee on Banking Supervision (BCBS). The EBA has amended the draft RTS on additional collateral outflows to include the BCBS’s HLBA approach which had been clarified by way of a Frequently Asked Question in April 2014.
More information about the amendments to the HLBA method can be found on the EBA’s website. Related link: