FEBRUARY iCAS Newsletter Issue 08/2019


In particular the Guidelines focus on requirements for the quantification of the calibration target used for downturn LGD estimation. The Guidelines complete EBA's broader work on the review of the Internal Ratings Based approach ("IRB approach") aiming to reduce the unjustified variability in the outcomes of internal models, while preserving the risk sensitivity of capital requirements.

12 March 2019

Publications


AUGUST ICAS Newsletter Issue 29/2019
The European Banking Authority ("EBA") published an opinion on the implementation of the Deposit Guarantee Schemes Directive ("DGSD") in the...
12 August 2019
AUGUST ICAS Newsletter Issue 28/2019
The European Banking Authority ("EBA") launched a public consultation on draft Guidelines ("GLs") on the determination of the weighted average maturity...
05 August 2019
JULY ICAS Newsletter Issue 27/2019
The European Banking Authority ("EBA") published an updated list of Common Equity Tier 1 ("CET1") instruments of EU institutions.
29 July 2019
JULY ICAS Newsletter Issue 26/2019
The European Banking Authority ("EBA") published the findings of its analysis on the regulatory framework applicable to FinTech firms when accessing...
22 July 2019
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