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报告摘要

EBA 2019 Work Programme Summary

Core Content

The European Banking Authority (EBA) 2019 Work Programme outlines the strategic priorities and activities for the EBA in the coming year, aligning with its mission to create a single regulatory and supervisory framework for the EU banking sector. The document reflects the EBA's role in implementing Basel III, managing financial innovation risks, collecting and analyzing banking data, ensuring a smooth relocation to Paris, and enhancing the loss-absorbing capacity of the EU banking system. It also emphasizes the importance of proportionality, supervisory convergence, consumer protection, and the impact of Brexit on EU banking regulations.

Main Strategic Priorities

Leading the Basel III implementation in the EU
- Focus on the development and consistent application of the Single Rulebook.
- Conduct impact assessments to ensure proportionality, especially for smaller and less sophisticated banks.
- Develop toolkits to address variability and arbitrage in risk-weighted assets calculations.
- Enhance transparency in the implementation of new rules.
Understanding risks and opportunities arising from financial innovation
- Monitor and assess the impact of FinTech on business models, consumer interaction, and regulatory compliance.
- Support the implementation of the simple and transparent securitisation framework and sustainable finance standards.
- Address prudential risks, cyber security, and consumer protection in the context of financial innovation.
Collecting, disseminating and analysing banking data
- Finalise the data infrastructure and analytical project to function as an EU-wide data hub.
- Improve risk analysis and enhance the dissemination of bank data, including Pillar 3 disclosures.
- Reduce the need for ad hoc data collections and support evidence-based policy analysis.
Ensuring a smooth relocation of the EBA to Paris
- Focus on minimising operational disruption and maintaining business continuity during the relocation.
- Address the impact of this change on EBA staff and stakeholders.
Fostering the increase of the loss-absorbing capacity of the EU banking system
- Support resolution authorities in setting MREL (Minimum Requirement for Own Funds and Eligible Liabilities) requirements.
- Ensure consistency and credibility in resolution planning and MREL eligibility criteria.
- Monitor MREL eligible liabilities and prepare for the 2020 MREL report under the BRRD2 framework.

Horizontal Priorities

Implementing the proportionality principle across all EBA activities.
Strengthening supervisory convergence and ensuring the integrity of the Single Rulebook through monitoring, regulatory products, and training.
Enhancing consumer protection by promoting transparency, simplicity, and fairness in financial products and services.
Preparing for the UK's withdrawal from the EU by coordinating contingency planning and supervisory cooperation between competent authorities.

Key Activities and Outputs

Activity	Description	Main Outputs
Activity 1: Capital	Focus on ensuring robustness and consistency in capital quality.	- Maintenance of standardised templates on AT1 instruments. <br> - Analysis of interactions with loss absorbency requirements. <br> - Assessment of post-CRR instruments and review of pre-CRR instruments. <br> - Report for the monitoring of the AT1 issuances.
Activity 2: Liquidity risk and interest rate risk in the banking book	Update liquidity requirements and monitor national practices.	- Delivering regulatory products updating liquidity requirements. <br> - Monitoring national practices and notifications. <br> - Preliminary work for ITS on NSFR. <br> - Preliminary work for reports and RTS/GL from the CRDV package.
Activity 3: Leverage ratio	Monitor and update leverage ratio reporting and disclosure.	- Monitoring and promoting consistent application of the leverage ratio. <br> - Delivering regulatory products updating leverage ratio requirements.
Activity 4: Loss absorbency	Focus on MREL and total loss-absorbing capacity (TLAC).	- Monitoring of MREL eligible liabilities. <br> - ITS on MREL disclosure and reporting. <br> - Preparatory work for the 2020 MREL report.
Activity 5: Accounting and audit	Support high-quality accounting and auditing standards.	- Monitoring and promoting consistent application of IFRS 9. <br> - Finalisation of RTS on consolidation methods. <br> - GL on activities extending banking. <br> - Report on qualitative implementation of IFRS 9.
Activity 6: Large exposures	Monitor and update regulations on large exposures.	- Further monitoring of national discretions. <br> - Possible updates to existing RTS/GL. <br> - Preliminary work for RTS/GL under the CRR2/CRDV package.
Activity 7: Credit risk	Develop TS, GL, and reports on credit risk capital requirements.	- Maintenance of credit-related lists. <br> - Monitoring and promoting consistent application of credit risk. <br> - Q&A support on credit risk. <br> - Update of ECAI mappings. <br> - Benchmarking report on IRB models. <br> - GL on credit risk mitigation.
Activity 8: Market risk	Focus on market risk, CVA, and counterparty credit risk.	- Preparation of EU counterparty credit risk implementation. <br> - Regular updates to diversified stock indices. <br> - Annual update to closely correlated currencies. <br> - Q&A support on market risk and counterparty credit risk. <br> - Benchmarking report on market risk models.
Activity 9: Operational risk and investment firms	Develop TS, GL, and reports on operational risk.	- Preparation for new prudential regime for investment firms. <br> - Monitoring and promoting consistent application on operational risk. <br> - Q&A support on operational risk.
Activity 10: Supervisory review	Focus on Pillar 2 and emerging risks.	- Supervisory risk taxonomy. <br> - Ongoing work on the single supervisory handbook. <br> - Annual report on supervisory colleges. <br> - Amendments to SREP guidelines.
Activity 11: Internal governance and remuneration	Monitor governance and remuneration practices.	- Monitoring and promoting consistent application of internal governance and remuneration. <br> - Delivering regulatory products and technical advice.
Activity 12: Recovery and resolution	Ensure effective recovery and resolution frameworks.	- Ongoing monitoring of recovery and resolution processes.
Activity 13: Reporting	Focus on improving reporting standards and consistency.	- Ongoing monitoring of reporting practices. <br> - Development of reporting templates and guidelines.
Activity 14: Transparency	Enhance transparency in financial markets.	- Ongoing efforts to improve transparency. <br> - Development of transparency-related guidelines and reports.
Activity 15: Loans management and valuation	Focus on improving the management and valuation of loans.	- Ongoing monitoring and analysis of loan practices. <br> - Development of guidelines and reports.
Activity 16: Market access, authorisation and equivalence	Support market access and authorisation processes.	- Ongoing monitoring of authorisation and equivalence practices. <br> - Development of guidelines and templates.
Activity 17: Banking markets, securitisation, covered bonds and sustainable finance	Promote sustainable finance and securitisation standards.	- Ongoing work on securitisation and covered bonds. <br> - Development of sustainable finance guidelines.
Activity 18: Innovation and FinTech	Address the impact of FinTech on the banking sector.	- Ongoing monitoring and analysis of FinTech developments. <br> - Development of knowledge sharing and support mechanisms.
Activity 19: Consumer and depositor protection	Enhance consumer and depositor protection.	- Ongoing work on consumer financial product oversight. <br> - Support for the transition period of PSD2.
Activity 20: Payment services	Focus on convergence of supervisory practices.	- Ongoing work on payment service oversight.
Activity 21: Anti-money laundering and combating the financing of terrorism	Strengthen AML/CFT frameworks.	- Ongoing monitoring and analysis of AML/CFT compliance. <br> - Development of guidelines and support for AML/CFT.
Activity 22: Risk analysis	Conduct regular risk assessments and stress tests.	- Ongoing risk analysis and stress testing activities.
Activity 23: Stress testing	Support EU-wide stress testing.	- Ongoing stress testing and analysis.
Activity 24: Data analysis and infrastructure	Develop EU-wide data infrastructure.	- Ongoing work on data collection and analysis.
Activity 25: Statistical tools	Enhance statistical tools for regulatory use.	- Ongoing development of statistical tools.
Activity 26: Ad hoc data collections	Reduce reliance on ad hoc data collections.	- Ongoing efforts to streamline data collection.
Activity 27: Management of the notification process	Improve the efficiency of the notification process.	- Ongoing work on notification procedures.
Activity 28: Economic analysis and impact assessment	Support economic analysis and impact assessments.	- Ongoing work on impact assessments and economic analysis.

Key Information

The EBA is actively involved in implementing Basel III standards across the EU.
The relocation to Paris is a significant operational challenge and will be a horizontal priority in 2019.
Financial innovation, particularly in the area of FinTech, is a major focus for the EBA.
The EBA aims to enhance the loss-absorbing capacity of the EU banking system through MREL and TLAC.
The EBA is tasked with promoting supervisory convergence and the integrity of the Single Rulebook.
Consumer protection and transparency are central to the EBA's mission.
Brexit-related activities, including contingency planning and supervisory cooperation, will remain a key focus for the EBA.
The EBA is committed to reducing the need for ad hoc data collections by improving data infrastructure and analysis.
The EBA will continue to produce regulatory and non-regulatory documents to support the implementation of EU banking regulations.

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