European Directives and direct Regulation that implement BCBS recommendations are summarised below together with guidelines, technical standards, consultation and discussion papers published by the European Banking Authority (EBA).
EBA Interactive Single Rulebook
Single rulebook for referencing capital and liquidity requirements that implement the Basel III international banking standards within the European Union. This compendium includes Capital Requirements Regulation (CRR), the Capital Requirements Directive (CRD IV), the Bank Recovery and Resolution Directive (BRRD), along with corresponding technical standards, guidelines and Q & A.
Published October 2018
ESA's Proposed Changes to Mapping of ECAIs
Amendments proposed by the Joint Committee of European Supervisory Authorities (ESA) to the mapping of External Credit Assessment Institution (ECAI) credit ratings to Credit Quality Steps (CQS) for assessing credit risk.
Published July 2018
EBA Final Guidelines on the Pillar 2 Framework
Published December 2017
EBA Implementation of FRTB and SA-CCR
EBA Implementation of the EU revised market risk and counterparty credit risk frameworks, i.e. the Fundamental Review of the Trading Book (FRTB) and the Standardised Approach for Counterparty Credit Risk (SA-CCR).
Published: November 2016
EBA Final Guidelines on ICAAP & ILAAP Information
Guidelines on ICAAP and ILAAP information collected for SREP purposes.
Published: May 2015
EBA Guidelines on Recovery Plan Indicators
EBA's final guidelines on the minimum indicators that institutions should use to trigger escalation of actions in their recovery plans. The guidelines have been developed within the BRRD framework.
Published: October 2014
EU Delegated Acts on LCR and Leverage Ratio
EU ‘delegated’ detailed rules for calculating and meeting Liquidity Coverage Ratio (LCR) and Leverage Ratio requirements.
Published: July 2014
EBA Standards & Guidelines on Recovery Plans
Final Regulatory Technical Standards (RTS) specifying (a) recovery plan content and (b) supervisory assessment criteria. The RTS are complemented by Guidelines providing the range of scenarios to be used when testing recovery plans.