This is the new MLex platform. Existing customers should continue to use the existing MLex platform until migrated.
For any queries, please contact Customer Services or your Account Manager. Dismiss

EU banks' non-modellable credit risk capital set out in 'significant milestone' for trading books, EBA says

( December 17, 2020, 17:06 GMT | Official Statement) -- MLex Summary: EU banks should set aside extra capital for market risks that can't be modelled, under proposals published by the European Banking Authority today. The proposals mark a "significant milestone" toward a review of the trading books of investment banks, it said. The EBA also proposed extra measures for credit and market risk to be included in a 2022 benchmarking exercise of lenders' internal risk models.Statement follows. Documents attached. ...

Prepare for tomorrow’s regulatory change, today

MLex identifies risk to business wherever it emerges, with specialist reporters across the globe providing exclusive news and deep-dive analysis on the proposals, probes, enforcement actions and rulings that matter to your organization and clients, now and in the longer term.


Know what others in the room don’t, with features including:

  • Daily newsletters for Antitrust, M&A, Trade, Data Privacy & Security, Technology, AI and more
  • Custom alerts on specific filters including geographies, industries, topics and companies to suit your practice needs
  • Predictive analysis from expert journalists across North America, the UK and Europe, Latin America and Asia-Pacific
  • Curated case files bringing together news, analysis and source documents in a single timeline

Experience MLex today with a 14-day free trial.

Start Free Trial

Already a subscriber? Click here to login

Documents

Related Sections