EBA欧洲银行-EBA-BS-2013-629-28Final-Minutes-28-October-2013-Conference-Call29_4页_175kb

报告摘要

EBA BoS Conference Call Meeting Summary - 28 October 2013

Meeting Details

Date: 28 October 2013
Time: 16:00-17:00 CET
Location: EBA, London

Agenda Item 1: "Supervisory Benchmarking: Orientation Note on Usefulness and Outputs for Banks and Supervisors"

Core Content

This agenda item focused on the orientation note related to supervisory benchmarking under Article 78 of the CRR. The note outlined the progress in drafting Regulatory Technical Standards (RTS) and Implementing Technical Standards (ITS) for internal approaches in calculating own funds requirements.

Main Points and Comments

The BoS members raised several concerns and suggestions:

Testing Phase: The testing phase for credit risk before the consultation period was questioned. There was a concern about duplication of work already done by TCOR.
Added Value of Samples: The usefulness of the samples provided was also in question.
Scope of Mandate: Some members expressed concerns about the scope of the mandate, particularly regarding Market Risk, with a specific focus on Credit Valuation Adjustment (CVA).
Quantitative Approach: A few members felt the approach was too quantitative and warned against excessive standardisation of supervisory corrective actions.
Involvement of SCREPOL: There was a question about whether SCREPOL (Supervisory Committee for Regulatory Policy) should be involved in the process.
Frequency of Exercise: It was suggested that the benchmarking exercise should be conducted bi-annually.
Back Testing Data: There was a request for more back testing data to support the analysis.

Conclusion

The BoS supported the orientation note.
A more in-depth discussion will take place at the December BoS meeting.
The note will be redrafted to incorporate the feedback received.

Agenda Item 2: "Progress Report on Comparability and Pro-cyclicality of the IRB Approach under Article 502 of the CRR"

Core Content

This item discussed the progress report on the comparability and pro-cyclicality of the Internal Ratings-Based (IRB) approach. The report aimed to integrate findings from various projects including TCOR, TFMV, and the Pro-cyclicity project team.

Main Points and Comments

The BoS was requested to provide an opinion on the proposed structure of the report and the integration of different pieces of work.
The Chairperson noted that the EBA would have sufficient time to meet the EU Commission's mandate and submit the report by the end of 2013.
One BoS member requested the exclusion of policy recommendations from the pro-cyclicality report, as the report's conclusions were considered limited in scope.

Conclusion

There was general support for the progress report.
The Chairperson concluded that the proposed actions related to pro-cyclicality were limited to enhancing transparency and documentation requirements.
The final report on comparability and pro-cyclicality will be submitted for approval at the December BoS meeting.