EBA欧洲银行-Public-Hearing-CP34-March-2010_28页_542kb

报告摘要

CEBS Draft Guidelines for the Operational Functioning of Colleges (CP34)

Core Content

The CEBS Draft Guidelines (CP34) outline the operational framework for the functioning of colleges within the European Economic Area (EEA) to enhance the supervision of cross-border banking groups. These guidelines are designed to ensure consistency, efficiency, and effectiveness in supervisory practices while aligning with the objectives of the Lamfalussy structure and regulatory requirements such as CRD2.

Main Objectives

Promote efficient and effective supervision of the EU financial system
Ensure safety and soundness of cross-border groups
Facilitate joint decision-making on key supervisory tasks
Enhance information exchange and communication
Support macro-prudential risk assessment
Coordinate supervisory activities in both going concern and emergency situations

Scope of the Draft Guidelines

Apply to EEA cross-border groups with entities operating in EEA countries or both in EEA and non-EEA countries
Apply to credit institutions operating solely through branches in the EEA, where those branches are significant
Align with global colleges and BCBS work-streams to avoid duplication and ensure consistency

Main Steps Forward

Clarify college formats while maintaining flexibility
Enhance information exchange to avoid gaps and reinforce communication channels
Provide guidance on interaction with the supervised group
Facilitate sharing and delegation of tasks in a multilateral setting
Establish a yearly coordinated supervisory plan
Implement joint decision processes for model validation and risk-based capital adequacy
Coordinate supervisory activities in emergency situations to ensure a unified response

College Organisation

Membership

Chair: Consolidating supervisor of an EEA parent credit institution or EEA parent financial holding; or home supervisor of an EEA parent credit institution operating in other EEA countries through significant branches
Mandatory members: Host supervisors of EEA banking subsidiaries and significant branches
Other members: Non-EEA supervisors (subject to confidentiality), non-banking supervisors (e.g., insurance), and Central Banks as appropriate

College Formats

A single college per banking group, with different layers
General format: High-level planning, risk assessments, and information sharing
Joint Decisions format: Focus on model validation and capital adequacy
Core format: Detailed task allocation, risk assessments, and joint actions, including emergency coordination

Information Exchange

Guidelines specify information items needed for key college activities
Coordination criteria for information flows within and between college settings
Encourage the use of secured communication channels, including web platforms
Provide templates and scoring tables to summarise individual entities’ supervisory risk profiles (SRP) and capital adequacy assessments (SREP)

Interaction with the Supervised Group

Communication should cover the existence of the college, task-sharing arrangements, joint decisions, and findings from the supervisory plan
Include periodical meetings between college members and representatives from the supervised group

Sharing and Delegation of Tasks

Based on the 3L3 work on task delegation
Aim to increase efficiency by optimising resources, avoiding duplication, and reducing burden on institutions
Considered during the design of the coordinated supervisory plan

Joint Decision on Internal Models

College members must agree on a validation plan, including:
- Timetable (max 6 months after application)
- Steps and task allocation
- Common understanding of criteria and tools
- Content of the application package
Consolidating supervisor coordinates the validation process and facilitates discussions
Decision is communicated to the parent institution, and then to subsidiaries if required by host legislation

Joint Decision on Risk-Based Capital Adequacy

Joint assessment and decision on capital adequacy based on the group’s supervisory risk profile (SRP)
Common templates and scoring tables are used to summarise individual assessments
Joint decision must be reached within 4 months after the consolidating supervisor distributes the risk assessment report
Annual review is required, with the possibility of updating based on major events affecting the group

Macro-Prudential Risks

Ensure colleges take into account systemic risks and institution-specific risks
Use stress-tests to evaluate resilience to adverse macroeconomic scenarios
Identify group-specific risks that may affect the financial system

Ongoing Cooperation

Coordinated supervisory plan is developed annually, covering:
- Main entities of the group
- On-site and off-site activities
- Priority and timing
- Themes and rationale
Formally endorsed, periodically reviewed, and notified to institutions

Emergency Cooperation

Objective: Specify the role of colleges in the preparation and management of emergency situations
Focus on the core college for smoother coordination
Predefined information sets to be updated and shared in emergencies
Simulation exercises and periodic risk assessments to identify vulnerabilities
Active information exchange and coordinated response under the lead of the consolidating supervisor
Avoid contradictory messages through coordinated external communications