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Interest Rates European Banking Authority (EBA)

A&O Shearman

EBA updated report on monitoring of LCR and NSFR

A&O Shearman on

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

A&O Shearman

European Banking Authority Publishes Final Technical Standards for the Standardized Approach to Counterparty Credit Risk

A&O Shearman on

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

A&O Shearman

European Banking Authority Publishes Final Guidelines on Corrections to Duration for Debt Instruments under Capital Requirements...

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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

Orrick - Finance 20/20

EBA Issues Guidelines on Management of Interest Rate Risk Arising from Non-Trading Activities

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

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