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EBA Guidelines on the Incremental Default and Migration Risk Charge (IRC) Compliance Summary

Core Content

The document presents a compliance table detailing the status of adherence by competent authorities across European Union (EU) member states and EEA-EFTA states to the EBA Guidelines on the Incremental Default and Migration Risk Charge (IRC), published on 16 May 2012. The purpose of the guidelines is to provide a framework for calculating the IRC, which is a component of the capital requirements for credit institutions and investment firms under the Capital Requirements Directive (CRD).

Compliance Status by Member States

The following list shows the competent authorities and their compliance status with the EBA IRC guidelines:

• Belgium: National Bank of Belgium – Complies
• Bulgaria: Bulgarian National Bank – Complies
• Czech Republic: Česká Národní Banka – Complies
• Denmark: Finanstilsynet – Complies
• Germany: BaFin – Complies
• Estonia: Finantseinsektsion – Does not comply (EBA did not receive the Confirmation Form)
• Ireland: Central Bank of Ireland – Complies
• Greece: Bank of Greece – Complies
• Spain: Banco de Espana – Complies
• France: Authorite de Control Prudentiel – Complies
• Italy: Banca d'Italia – Complies (but cannot comply with specific parts: 8. Permanent partial use and 28. IRC approaches based on different parameters)
• Cyprus: Central Bank of Cyprus – Complies
• Latvia: Finansu un Kapitala tirgus Komisija – Complies
• Lithuania: Lietuvos Bankas – Complies
• Luxembourg: Commission de Surveillance du Secteur Financier – Complies
• Hungary: Penzugyi Szervezetek Allami Felugyelete – Complies
• Malta: Malta Financial Services Authority – Complies
• Netherlands: De Nederlandsche Bank – Complies
• Austria: Finanzmarktaufsicht – Complies
• Portugal: Banco de Portugal – Complies
• Romania: National Bank of Romania – Complies
• Slovenia: Banka Slovenije – Complies
• Slovakia: Národná Banka Slovenska – Complies
• Finland: Finanssivalvonta – Complies
• Sweden: Finansinspektionen – Complies
• United Kingdom: Financial Services Authority (UK) – Complies; Financial Services Commission (Gibraltar) – Complies

Notes on Compliance

• Article 16(3) of the EBA Regulation mandates that national competent authorities must inform the EBA whether they comply or intend to comply with the guidelines.
• If a competent authority does not comply, it must provide the reasons for non-compliance.
• The EBA publishes the reasons for non-compliance on a case-by-case basis.
• The EBA does not take responsibility for the accuracy of the information provided by the competent authorities.
• The information in the table is based on voluntary submissions from the competent authorities.
• For EEA-EFTA states, compliance confirmation is not mandatory, and the table reflects voluntary information.

Key Information

• The guidelines focus on Incremental Default and Migration Risk Charge (IRC) calculations.
• The compliance status is updated based on the latest information available.
• The EBA Regulation requires transparency in the compliance process.
• The United Kingdom and Gibraltar are included in the compliance table despite the UK no longer being an EU member.
• Some competent authorities, such as Italy, have partial compliance due to national regulatory constraints.
• Estonia and Poland are noted as non-compliant, but the reason for non-compliance is not provided in the table.