EBA publishes Discussion Paper on EU implementation of the revised Market and counterparty credit risk frameworks

December 18, 2017

The European Banking Authority (EBA) published today a Discussion Paper on the implementation in the European Union (EU) of the revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR). This paper discusses some of the most important technical and operational challenges to implement the FRTB and SA-CCR in the EU. The paper aims at providing some preliminary views on how these implementation issues could be addressed and, at the same time, seeks early feedback from the stakeholders on the proposals. The paper also puts forward a roadmap for the development of the regulatory deliverables on the FRTB and SA-CCR included in the CRR2 proposal. The consultation runs until 15 March 2018.

For further details, please refer to the full press release here.

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