EBA launches consultations to strengthen the Pillar 2 framework

October 31, 2017

The European Banking Authority (EBA) launched today a public consultation to review three guidelines aimed at further enhancing institutions’ risk management and supervisory convergence in the supervisory review and examination process (SREP). The revisions focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB). The consultations on all three guidelines run until 31 January 2018.

The three consultations are:

The original press release can be found on the EBA website here.

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