EBA欧洲银行-EBA-Press-Newsletter-January-March-2018_12页_1mb

报告摘要

EBA Publications Summary (January-March 2018)

Core Content Overview

The European Banking Authority (EBA) outlined a series of upcoming publications and consultations for January to March 2018, aiming to support the implementation of the Revised Payment Services Directive (PSD2), enhance financial sector supervision, and align with the EU Single Rulebook. The publications and consultations cover a wide range of topics, including consumer protection, financial innovation, risk management, securitisation, and macroprudential issues.

Key Topics and Deliverables

1. Consumer Protection & Financial Innovation

Joint Opinion on debt retail holders – February 2018
ESAs update on warnings to consumers on virtual currencies – February 2018
Report on Big Data and consumer information – February 2018
EBA's FinTech Roadmap: Conclusions from the consultation – March 2018

These deliverables aim to address consumer risks and benefits associated with financial innovation, especially in the context of emerging technologies and data usage.

2. ECALs (European Central Bank and EBA Consultations)

RTS on method for calculating nominal amount for undrawn part of a liquidity facility – February 2018

This technical standard provides clarity on the calculation methods for liquidity facilities.

3. IRB (Internal Ratings-Based) Approach

Report on review of CRM framework – February 2018
RTS on economic downturn conditions for LGD – February 2018

These deliverables focus on improving the consistency and accuracy of credit risk modeling and loss given default calculations.

4. Payments

EBA Financial education report 2017 – February 2018
Guidelines on fraud reporting requirements – February 2018

These publications aim to enhance consumer financial literacy and ensure uniform reporting standards for fraud in the payment sector.

5. Risk Analysis

Report on banks' status of Basel III implementation 2018 – February 2018
JC Spring Risk Report update 2018 – January 2018
Guidelines on NPL management – February 2018

These reports and guidelines provide insights into the implementation of Basel III and the management of non-performing loans (NPLs), supporting risk monitoring and management practices across the EU.

6. Securitisation

Guidelines on NPL management – February 2018
Guidelines on harmonised interpretation and application of STS criteria – February 2018
Consultation Paper on amendments of the EMIR clearing obligation under the Securitisation Regulation – February 2018
RTS on calculation of K IRB in accordance with top-down approach and use of proxy data – February 2018
Guidelines on fraud reporting requirements – February 2018

These publications and consultations focus on improving the regulatory framework for securitisation, including risk retention, homogeneity of underlying exposures, and prudential consolidation methods.

EBA Mandates under PSD2

The EBA was mandated to develop 12 Technical Standards and Guidelines under PSD2, which entered into force on 13 January 2018. These include:

Security of internet payments
Authorisation of payment institutions
Professional indemnity insurance
Strong authentication and secure communications
Central contact points
Incident reporting and fraud reporting

By the application date of PSD2, the EBA had finalised 10 out of 12 mandates, with the remaining two expected to be completed in the first quarter of 2018. These standards are designed to ensure a secure, integrated, and competitive payments market across the EU.

EBA Consultations

The EBA launched several consultations to refine and update its regulatory standards, including:

Amended Technical Standards on benchmarking of internal models – Consultation period: 31 January 2018
Draft Technical Standards on risk retention for securitisation transactions – Consultation period: 15 March 2018
Technical Standard on homogeneity of underlying exposures in securitisation – Consultation period: 15 March 2018
Technical Standards on prudential consolidation methods – Consultation period: 09 February 2018
Guidelines to strengthen the Pillar 2 framework – Consultation period: 31 January 2018
Technical Standards on home-host cooperation under PSD2 – Consultation period: 5 January 2018
Amended Technical Standards on mapping of ECAIs – Publication date: 7 December 2017
Technical Standards on group-wide management of ML/TF risks – Publication date: 6 December 2017

These consultations aimed to ensure consistency, transparency, and effective implementation of regulatory frameworks across the EU.

EBA Guidelines

The EBA published several final guidelines in 2017, including:

Final Guidelines on security measures under PSD2 – Publication date: 12 December 2017
Final Guidelines on the estimation of risk parameters under the IRB Approach – Publication date: 20 November 2017
Final Guidelines on connected clients – Publication date: 14 November 2017
Final Guidelines on supervision of significant branches – Publication date: 1 November 2017
Final Guidelines on complaints procedures for alleged infringements of PSD2 – Publication date: 13 October 2017

These guidelines aim to ensure consistent and effective supervision, support risk management practices, and enhance consumer protection.

EBA Technical Standards

The EBA published several technical standards, including:

Technical Standards on supervisory reporting – Publication date: 8 December 2017
Amended Technical Standards on mapping of ECAIs – Publication date: 7 December 2017
Technical Standards on group-wide management of ML/TF risks – Publication date: 6 December 2017
Corrective update of DPM and XBRL taxonomy 2.7 – Publication date: 15 November 2017

These standards contribute to the harmonisation of regulatory requirements and ensure consistent application of EU law across financial institutions.

EBA Opinions

The EBA issued opinions on various regulatory and supervisory issues, including:

Opinion on the use of the 180 days past due criterion – Publication date: 22 December 2017
Opinion on transition from PSD1 to PSD2 – Publication date: 19 December 2017
Opinion on measures to address macroprudential risk – Publication date: 13 December 2017
Opinion on matters relating to other financial intermediaries and regulatory perimeter issues – Publication date: 9 November 2017
Opinion on issues related to Brexit – Publication date: 12 October 2017

These opinions provide technical advice and guidance to support the European Commission and national authorities in implementing and interpreting EU legislation.

Summary of Key Information

The EBA is responsible for developing Binding Technical Standards (BTS) and Guidelines to ensure consistent and effective application of EU financial regulations.
PSD2 has led to the development of 12 mandates, with 10 completed and 2 remaining in 2018.
The EBA collaborates with national authorities and other European Supervisory Authorities (ESAs) to ensure a harmonised regulatory approach.
Consultations and opinions are used to refine regulatory frameworks and address emerging risks and challenges.
The EBA's work supports the Single Rulebook, enhances consumer protection, and promotes financial stability and market integration across the EU.