Regulatory News, Regulatory News - EMEA

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 […]

Regulatory News, Regulatory News - EMEA

PRA Publishes SS6/17 – Compliance with EBA’s Guidelines on Disclosure

September 27, 2017 The PRA has published Supervisory Statement (SS) 6/17, setting out a waiver for the requirement to disclose EBA Pillar III template ‘EU CCR5-B – Composition of Collateral for exposures to CCR’. Further details can be found on the PRA’s website here. Related links: Outline of AxiomSL’s Capital Calculations Solution