EBA欧洲银行-EBA-Press-Newsletter-December-2015_7页_262kb

报告摘要

EBA Upcoming Publications and Activities (December 2015 - February 2016)

Core Content Overview

The European Banking Authority (EBA) is actively working on a range of regulatory and supervisory publications and consultations from December 2015 to February 2016. These efforts aim to enhance the harmonisation of banking regulations across the EU, ensure consistent supervisory practices, and support the orderly resolution of failing banks. The publications are subject to approval by the EBA Board of Supervisors (BoS), and the publication dates may be adjusted accordingly.

Key Topics and Deliverables

Topic	Deliverable	Expected Date
Benchmarking	2016 Benchmarking Exercise decision on modifying ITS on supervisory benchmarking	December 2015
Credit Risk	Report on SMEs	February 2016
Credit Risk	Final draft RTS on risk weights for specialised lending exposures	February 2016
CSDs	Report on CSDs	December 2015
Consumer Protection, Financial Innovation	Consultation paper on remuneration policies and retail banking products	December 2015
Consumer Protection, Financial Innovation	EBA benchmark rate under Mortgage Credit Directive	February 2016
Investment Firms	Report on Investment Firms	December 2015
Liquidity	Report on NSFR impact and methodologies	December 2015
Market Risk	Consultation paper on draft RTS on market risk assessment methodology	December 2015
Operational Risk	Report on administrative penalties on anonymous basis	December 2015
Operational Risk	Consultation paper on draft RTS and ITS on Authorisation of credit institutions	February 2016
Operational Risk	Final draft Guidelines on qualified holdings	February 2016
OTC Derivatives	Final draft RTS on risk-mitigation techniques for OTC derivatives	January 2016
Payments	Consultation paper on separation of payment card scheme and processing entities	December 2015
Payments	Consultation paper on cooperation between authorities	December 2015
Payments	Discussion paper on strong authentication under PSD2	December 2015
Recovery and Resolution Planning	Final draft Guidelines on business reorganisation plan assessment	December 2015
Recovery and Resolution Planning	Final draft RTS on minimum elements and reports of business reorganisation plan	December 2015
Recovery and Resolution Planning	Final draft RTS on valuation of derivatives	December 2015
Recovery and Resolution Planning	Final draft RTS on detailed records of financial contracts	December 2015
Recovery and Resolution Planning	Final draft Guidelines on cooperation agreements between deposit guarantee schemes	February 2016

Main Elements of the Resolution Framework

The EU has implemented the Bank Recovery and Resolution Directive (BRRD) and the Deposit Guarantee Scheme Directive (DGSD) to create a harmonised resolution framework. These are supported by the Single Supervisory Mechanism (SSM) and the Single Resolution Mechanism (SRM), including the Single Resolution Board (SRB). The BRRD establishes National Resolution Authorities (NRAs) with distinct powers to manage crisis planning and resolution, including setting Minimum Requirement for Own Funds and Eligible Liabilities (MREL). It also introduces resolution colleges to handle cross-border institutions.

EBA's Role in Resolution

The EBA is tasked with developing technical standards and guidelines for the BRRD and DGSD to ensure consistent and effective resolution planning. It has already produced close to 40 such documents, most of which have been delivered to the European Commission. These standards support resolution authorities in applying the rules in practice.

Cross-Border Groups Support

The EBA supports the resolution of cross-border groups by promoting cooperation between Group-Level Resolution Authorities (GLRAs) and National Resolution Authorities (NRAs). It encourages effective dialogue and the development of common approaches for resolution planning.

Next Steps in the Resolution Framework

The EU resolution framework is nearing finalisation but continues to evolve. Some Member States have proposed structural measures to separate risky activities from traditional ones. The European Commission has introduced a legislative proposal on structural measures and is discussing a new EU Deposit Insurance Scheme. Additionally, it is exploring a possible regime for the recovery and resolution of CCPs and insurers to protect financial stability.

EBA Public Consultations

The EBA launched several public consultations during the period, inviting feedback on various regulatory proposals:

Consultation on RTS on criteria for preferential treatment in cross-border intragroup financial support under LCR (until 13 January 2016)
Consultation on draft Guidelines on CVA risk under SREP (until 12 February 2016)
Joint Consultation Paper on PRIIPs Key Information Documents (KID) (until 29 January 2016)
Consultation on draft ITS on procedures for qualifying holdings (until 10 February 2016)
Consultation on stress tests for deposit guarantee schemes (until 8 February 2016)
Consultation on Guidelines on communication between competent authorities and auditors (until 21 January 2016)
Consultation on AML/CFT Guidelines on risk factors and customer due diligence (until 22 January 2016)
Consultation on benchmark rate under the Mortgage Credit Directive (until 20 November 2015)
Consultation on Guidelines on default definition (until 22 January 2016)

EBA Technical Standards

The EBA produces Binding Technical Standards (BTS) to ensure consistent application of EU banking regulations. These standards are submitted to the European Commission for final endorsement and are legally binding once published in the Official Journal of the EU. Key standards include:

Implementing Technical Standards on the mapping of ECAIs credit assessments (11 November 2015)

EBA Reports and Key Publications

The EBA published several reports and analyses, including:

Pillar III report (27 November 2015): Assessing banks' compliance with CRR disclosure requirements.
Results of the 2015 EU-wide transparency exercise (24 November 2015): Providing updated information on major banks in the EEA.
Benchmarking Report on Approved Higher Ratios for Remuneration (12 November 2015): Highlighting the use of variable/fixed remuneration ratios.
Report on the Use of Allowances (12 November 2015): Follow-up on remuneration policy adjustments.
Draft methodology for 2016 EU-wide stress test (5 November 2015): To assess banks' resilience during economic shocks.
EBA Risk Dashboard Q3 2015 (4 November 2015): Overview of EU banking sector risks and vulnerabilities.
Report on asset encumbrance (30 September 2015): Analysis of asset encumbrance for EU banks.
Basel III monitoring exercise (15 September 2015): Eighth report on capital and liquidity ratios.
Joint Committee Autumn Risk Report (9 September 2015): Risks and vulnerabilities in the EU financial system.
New Data Point Model and XBRL taxonomy (9 September 2015): Update for supervisory reporting under revised requirements.

EBA Opinions

Opinion on mortgage lending value (MLV) (5 September 2015): Addressed concerns about the potential impact of a harmonised MLV definition on the covered bonds market.
Opinion on additional liquidity monitoring metrics (25 September 2015): Dissented to the removal of the maturity ladder from ITS, supporting the proposed application date.