EBA欧洲银行-EBA-Compliance-Table-EBA-GL-on-Stressed-VaR_4页_220kb

报告摘要

EBA Guidelines on Stressed Value-At-Risk (Stressed VaR) Compliance Summary

Core Content

The document provides a compliance status table for the EBA Guidelines on Stressed Value-At-Risk (Stressed VaR), specifically EBA/GL/2012/2, published on 16 May 2012. It outlines which national competent authorities (NCAs) in the European Union (EU) and European Economic Area (EEA) have confirmed or intend to comply with these guidelines.

Compliance Status Overview

Member State	Competent Authority	Compliance Status	Comments
Belgium	National Bank of Belgium	Yes	-
Bulgaria	Bulgarian National Bank	Yes	-
Czech Republic	Česká Národní Banka	Yes	-
Denmark	Finanstilsynet	Yes	-
Germany	BaFin	Yes	-
Estonia	Finantsinsektsoon	No	EBA did not receive the Confirmation Form of Compliance
Ireland	Central Bank of Ireland	Yes	-
Greece	Bank of Greece	Yes	-
Spain	Banco de España	Yes	-
France	Autorité de Contrôle Prudentiel	Yes	-
Italy	Banca d'Italia	Yes	-
Cyprus	Central Bank of Cyprus	Yes	-
Latvia	Finansu un Kapitala tirgus Komisija	Yes	-
Lithuania	Lietuvos Bankas	Yes	-
Luxembourg	Commission de Surveillance du Secteur Financier	Yes	-
Hungary	Penzugyi Szervezetek Allami Felugyelete	Yes	-
Malta	Malta Financial Services Authority	Yes	-
Netherlands	De Nederlandsche Bank	Yes	-
Austria	Finanzmarktaufsicht	Yes	-
Portugal	Banco de Portugal	Yes	-
Romania	National Bank of Romania	Yes	-
Slovenia	Banka Slovenije	Yes	-
Slovakia	Národná Banka Slovenska	Yes	-
Finland	Finanssivalvonta	Yes	-
Sweden	Finansinspektionen	Yes	-
United Kingdom	Financial Services Authority (UK)	Yes	-
Gibraltar	Financial Services Commission (Gibraltar)	Yes	-
Iceland	Fjármálaeftirlitið	-	-
Liechtenstein	Finanzmarktaufsicht	Yes	-

Main Points

EBA Regulation Article 16(3) mandates that NCAs must inform the EBA whether they comply or intend to comply with its guidelines or recommendations.
The Stressed VaR guidelines are a key part of the European banking regulatory framework, aimed at ensuring that financial institutions can assess and manage risks under stressed market conditions.
Most NCAs across the EU and EEA have confirmed compliance or intend to comply with the guidelines.
Estonia and Poland have not confirmed compliance, and the EBA has not received the required confirmation forms from these authorities.
For EEA-EFTA states, such as Iceland and Liechtenstein, the EBA does not require them to confirm compliance, as the confirmation is provided on a voluntary basis.

Key Information

The EBA aims to ensure the accuracy of the compliance table, but it cannot be held responsible for the information provided by NCAs.
The table reflects the latest known compliance status as of the date of publication.
If further clarification is needed about a specific competent authority's compliance status, the user is advised to contact that authority directly.
The EBA provides contact details on its website for more information: www.eba.europa.eu.

Conclusion

The EBA guidelines on Stressed VaR are widely followed by competent authorities across the EU and EEA, with the exception of Estonia and Poland. The compliance status is subject to updates and should be verified directly with the respective competent authorities for the most current information.

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