EAA response to the European Banking Authority’s (EBA) Consultation Paper published on 6th July 2015

The European AVM Alliance (EAA) today published its response to the European Banking Authority’s (EBA) Consultation Paper ‘Draft Regulatory Standards on the conditions that competent authorities shall take into account when determining higher risk-weights, in particular the term of “financial stability considerations” under article 124(4)(b) CRR and the conditions that competent authorities shall take into account when determining higher minimum LGD values under Article 164(6) CRR’, published on 6th July 2015.

The consultation proposes Regulatory Technical Standards (RTS) on the conditions that competent authorities would have to take into account when tightening capital requirements for mortgage exposures. The proposed RTS illustrate the conditions, as well as financial stability considerations, that would ensure a harmonised approach in setting higher risk weights and higher minimum loss given default (LGD) values.

For further information, please contact:
Dr. Andreas Bücker
EAA - European AVM Alliance

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