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January 30 2019

DK comments on EBA’s Consultation Paper on Draft ITS amending Commission Implementing Regulation...

DK comments on the above-mentioned EBA consultation paper. The EBA changes the ITS requirements in both the credit risk and market risk areas. The exercise is relevant for institutions with IRB models or IMA models (market risk models) in Pillar I.

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December 2 2016

EU regulatory framework for benchmarks

The European Securities and Markets Authority ESMA consulted on technical standards under the Benchmarks Regulation. The German Banking Industry Committee contributed to the process and sent its comments to ESMA.

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June 24 2016

Proportionality in the future market risk capital requirements and the review of the original...

On 26 May 2106, the European Commission published a consultation document on Proportionality in the future market risk capital requirements and the review of the original exposure method.

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