Position papers
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EAPB position paper - The 2021 Banking Package
Banking supervision 11 May 2022To promote a more equal treatment of exposures to regional governments, local authorities, and public sector entities (RGLA-PSE) across member states and at the same time a more level playing field between promotional banks using internal models or standardized approaches.
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EAPB comments on EBA Consultation paper RTS on SA
Banking supervision 4 April 2022Draft Regulatory Technical Standards specifying standardised and simplified standardised methodologies to evaluate the risks arising from potential changes in interest rates that affect both the economic value of equity and the net interest income of an institution’s non-trading book activities in accordance with 84(5) of Directive 2013/36/EU
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EAPB comments on EBA Consultation paper on RTS on SOT
Banking supervision 4 April 2022Draft Regulatory Technical Standards specifying supervisory shock scenarios, common modelling and parametric assumptions and what constitutes a large decline for the calculation of the economic value of equity and of the net interest income in accordance with Article 98(5a) of Directive 2013/36/EU.
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EAPB comments on EBA Consultation paper on management of IRRBB CRRBB
Banking supervision 4 April 2022Draft Guidelines issued on the basis of Article 84 (6) of Directive 2013/36/EU specifying aspects of the identification, evaluation, management and mitigation of the risks arising from potential changes in interest rates and of the assessment and monitoring of credit spread risk, of institutions’ non-trading book activities.
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EAPB comments on EBA CP on IMMV under EMIR
Capital markets 28 March 2022While we welcome that the draft proposal intends to address the diversity in the counterparties by adopting a proportionate approach, we believe that the proposed split is not the right way and not sufficient to address the very specific circumstances under which the models for the calculation of the initial margin (IM models) are used by the market participants.
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