June 30 2020
Comments on EBA’s Discussion Paper on the future changes to the EU-wide stress test (EBA/DP/2020/01)
The German Banking Industry Committee (GBIC) has issued its comments to the public consultation of the European Banking Authority (EBA) on the discussion paper on the future changes to the EU-wide stress test. In general, GBIC welcome EBA’s overall...Mehr
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.Mehr
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.Mehr