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Report on impact of differences in leverage ratio definitions : leverage ratio exposure measure under Basel III and the CRR
European Banking Authority - 2014
Persistent link: https://www.econbiz.de/10010368048
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Consultation paper : EBA Draft Regulatory Technical Standards on benchmarking portfolio assessment standards and assessment sharing procedures under Article 78 of Directive 2013/36...
European Banking Authority - 2014
the denominator of the calculation of risk-weighted assets (RWAs). The EBA and other international bodies have already … Internal Market risk Models, leading to a greater understanding of the consistency of risk-weighted assets .European … legislators have acknowledged the need to constrain the inconsistent calculation of risk-weighted assets for equivalent portfolios …
Persistent link: https://www.econbiz.de/10010368072
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EBA final draft implementing thechnical standards on disclosure of the leverage ratio under Article 451(2) of Regulation (EU) No 575/2013 (Capital Requirements Regulation – CRR)
European Banking Authority - 2014
The Capital Requirements Regulation (‘CRR’) and the Capital Requirements Directive (‘CRD IV’) texts specify the calculation of the leverage ratio, the reporting of which has been applicable from 1 January 2014. In addition to supervisory reporting, Article 451(1) of the CRR requires...
Persistent link: https://www.econbiz.de/10010368083
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Second report on impact assessment for liquidity measures under Article 509(1) of the CRR
European Banking Authority - 2014
Persistent link: https://www.econbiz.de/10010516416