Regulatory News, Regulatory News - EMEA

PRA Publishes CP 12/18 – Securitisation: The new EU framework and Significant Risk Transfer

May 22 2018 The PRA has published CP 12/18, which sets out their proposals on its approach to the EU’s Securitisation Regulation and certain aspects of the revised Capital Requirements Regulation (CRR) banking securitisation capital framework. The CP also proposes to update firms on the PRA’s expectations with regard to Significant Risk Transfer (SRT) securitisation. […]

Regulatory News, Regulatory News - EMEA

EBA launches consultation on Guidelines regarding the exposures to be associated with high risk

April 17, 2018 The EBA has launched a consultation paper on its Guidelines regarding the types of exposures to be associated with high risk under Article 128(3) of the Capital Requirements Regulation (CRR). The consultation seeks views on the exposure classes that could contain high-risk items. Further details can be found in the full press […]

Regulatory News, Regulatory News - EMEA

EBA updates list of Public Sector Entities for the Calculation of Capital Requirements

March 22, 2018 The EBA has published an updated list of public sector entities for the calculation of capital requirements in accordance with the EU Capital Requirements Regulation (CRR). Further details can be found in the full press release here. Related Links: Outline of AxiomSL’s CRD IV: Capital Calculations Solution

Regulatory News, Regulatory News - EMEA

PRA publish CP6/18

February 16th, 2018 On February 16, 2018 the Prudential Regulatory Authority (PRA) published their latest Consultation Paper, CP 6/18. The consultation paper sets out the PRA’s proposed changes to Supervisory Statement 17/13 ‘Credit Risk Mitigation’ to clarify expectations regarding the eligibility of guarantees as unfunded credit protection under Part Three, Title II, Chapter 4 (Credit […]

Regulatory News, Regulatory News - EMEA

ESAs publish amended technical standards on the mapping of ECAIs

December 7, 2017   The Joint Committee of the three European Supervisory Authorities (EBA, EIOPA and ESMA – ESAs) published today two amended Implementing Technical Standards (ITS) on the mapping of credit assessments of External Credit Assessment Institutions (ECAIs) for credit risk. The amendments reflect the recognition of five new credit rating agencies (CRAs) and […]

Regulatory News, Regulatory News - EMEA

EBA updates list of CET1 instruments

November 17, 2017 The European Banking Authority (EBA) published today its sixth updated list of capital instruments classified as Common Equity Tier 1 (CET1). Since the publication of the previous update in May 2017, some new CET1 instruments have been assessed and evaluated as compliant with the Capital Requirements Regulation (CRR). The list will be […]

Regulatory News, Regulatory News - EMEA

EBA Publishes Final Guidance on Connected Clients

November 14, 2017 The EBA has published its final guidelines on the treatment of connected clients. The guidelines apply to all areas of the Capital Requirements Regulation (CRR) where the concept of ‘group of connected clients’ is used. Further details can be found in the full press release here. Related links: EBA Consults on Scope […]

Regulatory News, Regulatory News - EMEA

EBA updates list of public sector entities for the calculation of capital requirements

August 14, 2017 The European Banking Authority (EBA) published today an updated list of public sector entities (PSEs) that may be treated as regional governments, local authorities or central governments for the calculation of capital requirements, in accordance with the EU Capital Requirements Regulation (CRR). The list includes changes to the list of PSEs in […]

Regulatory News, Regulatory News - EMEA

EBA updates list of public sector entities for the calculation of capital requirements

August 01, 2017   The European Banking Authority (EBA) published today an updated list of public sector entities (PSEs) that may be treated as regional governments, local authorities or central governments for the calculation of capital requirements, in accordance with the EU Capital Requirements Regulation (CRR). For full article please click here. Related Links Outline […]