WORD OF THE DAY® – Clean-Up Call
The European Banking Authority (EBA) has published an updated report, together with a press release, on the monitoring of the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR) in the European Union. This...more
The European Banking Authority has published final draft Regulatory Technical Standards governing the standardized approach to counterparty credit risk in derivatives transactions. The final draft SA-CCR RTS will supplement...more
The European Banking Authority published final Guidelines on the correction required for the calculation of Modified Duration for debt instruments subject to prepayment risk under the Capital Requirements Regulation...more
On May 22, 2015, the European Banking Authority (EBA) published its final guidelines on the management of interest rate risk arising from non-trading activities (EBA/GL/2015/08). The guidelines cover the management of...more